# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-25-271540
**Filing Date:** 2025-11
**Character Count:** 1852102
**Document Hash:** 95a1bed46fdd946144f739c76f2197a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271540.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271540

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**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:** 251461264

**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):** 2025-10-31

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

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

**LEI of Series:** 254900VAJ9169N7JRF45

**EDGAR Series Identifier:** S000009536

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $180019414783.31

- **Amortized Cost of Portfolio Securities:** $179984747301.87

- **Cash:** $6624689781.55

- **Total Other Assets:** $244967360.64

- **Total Liabilities:** $2462430393.41

- **Net Assets of Series:** $184391974050.65

- **Number of Shares Outstanding (Series):** 184441804325.4700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $127569814462.23          | $150785497866.01           | 67.1400%                  | 79.3500%                   |
| 2025-10-02 | $129042914692.58          | $153356651986.23           | 67.0800%                  | 79.7100%                   |
| 2025-10-03 | $127695670880.83          | $154058469844.05           | 66.0500%                  | 79.6900%                   |
| 2025-10-06 | $125059777631.35          | $152172930484.44           | 65.3300%                  | 79.4900%                   |
| 2025-10-07 | $119855725661.56          | $147468232404.50           | 64.0800%                  | 78.8400%                   |
| 2025-10-08 | $118683792937.21          | $147422053570.02           | 63.3400%                  | 78.6800%                   |
| 2025-10-09 | $119692011884.69          | $147401226407.36           | 64.0500%                  | 78.8700%                   |
| 2025-10-10 | $118768822747.10          | $145445153243.32           | 64.3400%                  | 78.7900%                   |
| 2025-10-13 | $118768822747.10          | $145445153243.32           | 64.2600%                  | 78.6900%                   |
| 2025-10-14 | $122608430962.63          | $149083090452.24           | 65.4100%                  | 79.5400%                   |
| 2025-10-15 | $122970903179.16          | $151370891662.16           | 65.1200%                  | 80.1500%                   |
| 2025-10-16 | $124585298603.38          | $153205266513.10           | 65.6600%                  | 80.7400%                   |
| 2025-10-17 | $121149052501.93          | $150279134969.15           | 64.8400%                  | 80.4300%                   |
| 2025-10-20 | $126318539095.39          | $151550926415.11           | 67.1500%                  | 80.5600%                   |
| 2025-10-21 | $121794076446.73          | $148349768618.95           | 65.8700%                  | 80.2300%                   |
| 2025-10-22 | $118418925349.85          | $146024922374.57           | 64.8600%                  | 79.9900%                   |
| 2025-10-23 | $121543022547.84          | $149550324425.06           | 65.5600%                  | 80.6600%                   |
| 2025-10-24 | $125048128240.24          | $150697141319.97           | 67.0900%                  | 80.8500%                   |
| 2025-10-27 | $123922081431.07          | $150183420110.79           | 66.6900%                  | 80.8200%                   |
| 2025-10-28 | $120564791113.89          | $147224455393.61           | 65.9300%                  | 80.5100%                   |
| 2025-10-29 | $122490750947.77          | $148830740827.49           | 66.4000%                  | 80.6800%                   |
| 2025-10-30 | $124288088347.63          | $149162903827.35           | 67.5000%                  | 81.0100%                   |
| 2025-10-31 | $126267245557.34          | $152454747353.04           | 67.5800%                  | 81.5900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2200%             |
| 2025-10-02 | 4.2200%             |
| 2025-10-03 | 4.2200%             |
| 2025-10-06 | 4.2100%             |
| 2025-10-07 | 4.2000%             |
| 2025-10-08 | 4.2000%             |
| 2025-10-09 | 4.1900%             |
| 2025-10-10 | 4.1900%             |
| 2025-10-14 | 4.1700%             |
| 2025-10-15 | 4.1800%             |
| 2025-10-16 | 4.1900%             |
| 2025-10-17 | 4.2000%             |
| 2025-10-20 | 4.2100%             |
| 2025-10-21 | 4.2100%             |
| 2025-10-22 | 4.2100%             |
| 2025-10-23 | 4.2000%             |
| 2025-10-24 | 4.2000%             |
| 2025-10-27 | 4.2000%             |
| 2025-10-28 | 4.2100%             |
| 2025-10-29 | 4.2100%             |
| 2025-10-30 | 4.2000%             |
| 2025-10-31 | 4.1900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 0.9999                      |
|  |  |
| 2025-10-02 | 0.9999                      |
|  |  |
| 2025-10-03 | 0.9999                      |
|  |  |
| 2025-10-06 | 0.9999                      |
|  |  |
| 2025-10-07 | 0.9999                      |
|  |  |
| 2025-10-08 | 0.9999                      |
|  |  |
| 2025-10-09 | 0.9999                      |
|  |  |
| 2025-10-10 | 0.9999                      |
|  |  |
| 2025-10-13 | 0.9999                      |
|  |  |
| 2025-10-14 | 0.9999                      |
|  |  |
| 2025-10-15 | 0.9999                      |
|  |  |
| 2025-10-16 | 0.9999                      |
|  |  |
| 2025-10-17 | 0.9999                      |
|  |  |
| 2025-10-20 | 0.9999                      |
|  |  |
| 2025-10-21 | 0.9999                      |
|  |  |
| 2025-10-22 | 0.9999                      |
|  |  |
| 2025-10-23 | 0.9999                      |
|  |  |
| 2025-10-24 | 0.9999                      |
|  |  |
| 2025-10-27 | 0.9999                      |
|  |  |
| 2025-10-28 | 0.9999                      |
|  |  |
| 2025-10-29 | 0.9999                      |
|  |  |
| 2025-10-30 | 0.9999                      |
|  |  |
| 2025-10-31 | 0.9999                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $36839696450.30

- **Number of Shares Outstanding:** 36849652047.3800

- **Expense Reimbursement/Waiver:** 2469380.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $909308737.09             | $1126460908.80          |
| 2025-10-02 | $1032102826.39            | $505290886.04           |
| 2025-10-03 | $747695444.15             | $336145274.22           |
| 2025-10-06 | $373115099.88             | $703841948.13           |
| 2025-10-07 | $495034782.98             | $326759788.87           |
| 2025-10-08 | $453030699.71             | $874385061.98           |
| 2025-10-09 | $1107889112.62            | $300452717.32           |
| 2025-10-10 | $631741874.08             | $894639742.12           |
| 2025-10-14 | $477331015.84             | $1108406110.15          |
| 2025-10-15 | $871062130.00             | $519626134.70           |
| 2025-10-16 | $402110867.35             | $543135102.22           |
| 2025-10-17 | $323385748.60             | $642618191.09           |
| 2025-10-20 | $777586679.22             | $360826664.10           |
| 2025-10-21 | $1212138721.68            | $589831401.82           |
| 2025-10-22 | $678152487.00             | $654758513.62           |
| 2025-10-23 | $384444023.85             | $346227457.56           |
| 2025-10-24 | $666666702.32             | $686735925.48           |
| 2025-10-27 | $1041130037.92            | $793668136.83           |
| 2025-10-28 | $840404431.51             | $955868247.71           |
| 2025-10-29 | $432848903.02             | $624222109.84           |
| 2025-10-30 | $310297153.90             | $796863524.51           |
| 2025-10-31 | $617789020.61             | $806280854.59           |

**Total Gross Subscriptions (Month):** $14840828378.25

**Total Gross Redemptions (Month):** $14574312263.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0200%           |
| 2025-10-02 | 4.0200%           |
| 2025-10-03 | 4.0200%           |
| 2025-10-06 | 4.0100%           |
| 2025-10-07 | 4.0100%           |
| 2025-10-08 | 4.0000%           |
| 2025-10-09 | 3.9900%           |
| 2025-10-10 | 3.9900%           |
| 2025-10-14 | 3.9800%           |
| 2025-10-15 | 3.9800%           |
| 2025-10-16 | 3.9900%           |
| 2025-10-17 | 4.0000%           |
| 2025-10-20 | 4.0100%           |
| 2025-10-21 | 4.0100%           |
| 2025-10-22 | 4.0100%           |
| 2025-10-23 | 4.0000%           |
| 2025-10-24 | 4.0000%           |
| 2025-10-27 | 4.0000%           |
| 2025-10-28 | 4.0000%           |
| 2025-10-29 | 4.0100%           |
| 2025-10-30 | 4.0000%           |
| 2025-10-31 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 12.1400%         | 0.0000%              |
| Broker-dealer                                       |  | 15.4900%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.4400%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.6200%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.5000%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $11331979057.16

- **Number of Shares Outstanding:** 11335041422.7200

- **Expense Reimbursement/Waiver:** 756707.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $205847814.06             | $209498671.06           |
| 2025-10-02 | $197261469.68             | $213091731.19           |
| 2025-10-03 | $194388761.76             | $147354684.35           |
| 2025-10-06 | $119799443.35             | $81435686.23            |
| 2025-10-07 | $225373539.54             | $63125141.61            |
| 2025-10-08 | $93691229.73              | $202183437.65           |
| 2025-10-09 | $93164859.21              | $117874029.95           |
| 2025-10-10 | $133029124.80             | $296769547.56           |
| 2025-10-14 | $170871416.34             | $252770636.65           |
| 2025-10-15 | $144796359.04             | $270973291.75           |
| 2025-10-16 | $169530676.60             | $177203100.73           |
| 2025-10-17 | $210390591.28             | $115686188.66           |
| 2025-10-20 | $118182023.62             | $169235879.53           |
| 2025-10-21 | $221872231.15             | $303797852.72           |
| 2025-10-22 | $93791987.16              | $182493539.51           |
| 2025-10-23 | $95902581.58              | $123219597.11           |
| 2025-10-24 | $106253510.94             | $122382684.90           |
| 2025-10-27 | $144640264.76             | $155651045.38           |
| 2025-10-28 | $160527125.69             | $60692366.91            |
| 2025-10-29 | $160942267.45             | $64988718.58            |
| 2025-10-30 | $113031210.18             | $83841274.68            |
| 2025-10-31 | $116424098.55             | $97776057.81            |

**Total Gross Subscriptions (Month):** $3294143719.44

**Total Gross Redemptions (Month):** $3518022673.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.8000%           |
| 2025-10-02 | 3.8000%           |
| 2025-10-03 | 3.8000%           |
| 2025-10-06 | 3.7900%           |
| 2025-10-07 | 3.7900%           |
| 2025-10-08 | 3.7800%           |
| 2025-10-09 | 3.7700%           |
| 2025-10-10 | 3.7700%           |
| 2025-10-14 | 3.7600%           |
| 2025-10-15 | 3.7600%           |
| 2025-10-16 | 3.7700%           |
| 2025-10-17 | 3.7800%           |
| 2025-10-20 | 3.7900%           |
| 2025-10-21 | 3.7900%           |
| 2025-10-22 | 3.7900%           |
| 2025-10-23 | 3.7800%           |
| 2025-10-24 | 3.7800%           |
| 2025-10-27 | 3.7800%           |
| 2025-10-28 | 3.7800%           |
| 2025-10-29 | 3.7900%           |
| 2025-10-30 | 3.7800%           |
| 2025-10-31 | 3.7600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.6900%         | 0.0000%              |
| Depository institution or other banking institution |  | 18.7500%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.0300%          | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1424884476.22

- **Number of Shares Outstanding:** 1425269538.4500

- **Expense Reimbursement/Waiver:** 94830.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $57816534.56              | $4760007.51             |
| 2025-10-02 | $27085087.44              | $9192683.71             |
| 2025-10-03 | $449146.39                | $17102842.01            |
| 2025-10-06 | $20272844.56              | $1438443.34             |
| 2025-10-07 | $2523471.52               | $25395436.76            |
| 2025-10-08 | $57097272.97              | $1239458.58             |
| 2025-10-09 | $1477800.03               | $10091358.51            |
| 2025-10-10 | $414788.25                | $31789567.79            |
| 2025-10-14 | $51070099.34              | $5475165.10             |
| 2025-10-15 | $3959978.46               | $58415028.95            |
| 2025-10-16 | $25901618.11              | $2118992.48             |
| 2025-10-17 | $5768642.25               | $17154089.56            |
| 2025-10-20 | $4859353.72               | $1125465.29             |
| 2025-10-21 | $1860440.96               | $8932577.04             |
| 2025-10-22 | $8281359.78               | $2151929.40             |
| 2025-10-23 | $57528.37                 | $11735995.60            |
| 2025-10-24 | $5007054.65               | $5743694.31             |
| 2025-10-27 | $9153832.55               | $51546034.25            |
| 2025-10-28 | $32050476.25              | $727339.15              |
| 2025-10-29 | $68567396.59              | $2368762.30             |
| 2025-10-30 | $19987205.29              | $18001931.73            |
| 2025-10-31 | $626298.34                | $50186057.51            |

**Total Gross Subscriptions (Month):** $405590820.50

**Total Gross Redemptions (Month):** $336981910.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5400%           |
| 2025-10-02 | 3.5300%           |
| 2025-10-03 | 3.5300%           |
| 2025-10-06 | 3.5300%           |
| 2025-10-07 | 3.5200%           |
| 2025-10-08 | 3.5200%           |
| 2025-10-09 | 3.5100%           |
| 2025-10-10 | 3.5100%           |
| 2025-10-14 | 3.4900%           |
| 2025-10-15 | 3.5000%           |
| 2025-10-16 | 3.5100%           |
| 2025-10-17 | 3.5200%           |
| 2025-10-20 | 3.5300%           |
| 2025-10-21 | 3.5300%           |
| 2025-10-22 | 3.5200%           |
| 2025-10-23 | 3.5200%           |
| 2025-10-24 | 3.5200%           |
| 2025-10-27 | 3.5200%           |
| 2025-10-28 | 3.5200%           |
| 2025-10-29 | 3.5200%           |
| 2025-10-30 | 3.5100%           |
| 2025-10-31 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.8400%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.7000%          | 0.0000%              |
| Depository institution or other banking institution |  | 13.1200%         | 0.0000%              |
| Retail investor                                     |  | 21.9500%         | 0.0000%              |
| Retail investor                                     |  | 31.6200%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $6797937719.36

- **Number of Shares Outstanding:** 6799774800.9700

- **Expense Reimbursement/Waiver:** 450148.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $30616678.78              | $8583683.42             |
| 2025-10-02 | $10545386.28              | $88692293.70            |
| 2025-10-03 | $41313174.14              | $6614763.75             |
| 2025-10-06 | $12010648.07              | $51114851.87            |
| 2025-10-07 | $5507227.87               | $42011926.49            |
| 2025-10-08 | $63521982.80              | $12835894.43            |
| 2025-10-09 | $19739072.21              | $1551133.60             |
| 2025-10-10 | $22717705.25              | $19084672.97            |
| 2025-10-14 | $8552624.95               | $87454596.89            |
| 2025-10-15 | $97315893.47              | $3686371.09             |
| 2025-10-16 | $85453421.85              | $596779.48              |
| 2025-10-17 | $1767965.72               | $72942934.04            |
| 2025-10-20 | $92409077.89              | $25402419.12            |
| 2025-10-21 | $25297053.05              | $72341642.25            |
| 2025-10-22 | $8082454.48               | $52670885.51            |
| 2025-10-23 | $44918078.99              | $1298156.23             |
| 2025-10-24 | $14111476.92              | $43403180.64            |
| 2025-10-27 | $78267140.77              | $20628487.49            |
| 2025-10-28 | $46837520.53              | $9174726.00             |
| 2025-10-29 | $12659006.69              | $69443677.28            |
| 2025-10-30 | $8299390.32               | $23928046.27            |
| 2025-10-31 | $32760525.60              | $28040916.75            |

**Total Gross Subscriptions (Month):** $762938627.36

**Total Gross Redemptions (Month):** $741772275.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9200%           |
| 2025-10-02 | 3.9100%           |
| 2025-10-03 | 3.9100%           |
| 2025-10-06 | 3.9100%           |
| 2025-10-07 | 3.9000%           |
| 2025-10-08 | 3.9000%           |
| 2025-10-09 | 3.8900%           |
| 2025-10-10 | 3.8800%           |
| 2025-10-14 | 3.8700%           |
| 2025-10-15 | 3.8800%           |
| 2025-10-16 | 3.8900%           |
| 2025-10-17 | 3.8900%           |
| 2025-10-20 | 3.9100%           |
| 2025-10-21 | 3.9100%           |
| 2025-10-22 | 3.9000%           |
| 2025-10-23 | 3.9000%           |
| 2025-10-24 | 3.9000%           |
| 2025-10-27 | 3.9000%           |
| 2025-10-28 | 3.9000%           |
| 2025-10-29 | 3.9000%           |
| 2025-10-30 | 3.8900%           |
| 2025-10-31 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 70.9600%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.3000%          | 0.0000%              |
| Depository institution or other banking institution |  | 15.7200%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $103315823240.16

- **Number of Shares Outstanding:** 103343743413.4300

- **Expense Reimbursement/Waiver:** 6880442.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $4359012723.37            | $4707828411.27          |
| 2025-10-02 | $3565118082.37            | $4178844988.06          |
| 2025-10-03 | $2963609298.72            | $2886852922.59          |
| 2025-10-06 | $1044747068.85            | $2078699971.66          |
| 2025-10-07 | $1966754532.44            | $2417450987.02          |
| 2025-10-08 | $1146287659.95            | $2209030990.77          |
| 2025-10-09 | $3160564299.12            | $2131192544.91          |
| 2025-10-10 | $1687932352.20            | $2847803931.86          |
| 2025-10-14 | $3580779621.38            | $2324126644.95          |
| 2025-10-15 | $2599402201.30            | $3082028943.58          |
| 2025-10-16 | $2499370717.91            | $2238212202.99          |
| 2025-10-17 | $1401713711.38            | $3654183291.22          |
| 2025-10-20 | $2155945574.95            | $1676465426.01          |
| 2025-10-21 | $2310806493.46            | $1358727721.21          |
| 2025-10-22 | $1225525420.70            | $2591918380.14          |
| 2025-10-23 | $1713387802.94            | $2188955179.44          |
| 2025-10-24 | $2861296858.31            | $1713105727.31          |
| 2025-10-27 | $1738622331.71            | $2634890184.23          |
| 2025-10-28 | $2182070361.65            | $1412926250.24          |
| 2025-10-29 | $1874451279.45            | $2872529894.39          |
| 2025-10-30 | $2813178037.19            | $2595285924.10          |
| 2025-10-31 | $4407972543.37            | $2935777618.78          |

**Total Gross Subscriptions (Month):** $53273097910.39

**Total Gross Redemptions (Month):** $56791928606.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0700%           |
| 2025-10-02 | 4.0600%           |
| 2025-10-03 | 4.0600%           |
| 2025-10-06 | 4.0600%           |
| 2025-10-07 | 4.0500%           |
| 2025-10-08 | 4.0400%           |
| 2025-10-09 | 4.0400%           |
| 2025-10-10 | 4.0300%           |
| 2025-10-14 | 4.0200%           |
| 2025-10-15 | 4.0300%           |
| 2025-10-16 | 4.0400%           |
| 2025-10-17 | 4.0400%           |
| 2025-10-20 | 4.0600%           |
| 2025-10-21 | 4.0600%           |
| 2025-10-22 | 4.0500%           |
| 2025-10-23 | 4.0500%           |
| 2025-10-24 | 4.0400%           |
| 2025-10-27 | 4.0500%           |
| 2025-10-28 | 4.0500%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0400%           |
| 2025-10-31 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.8900%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.0000%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.6500%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.5900%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3700%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $9976505961.69

- **Number of Shares Outstanding:** 9979202022.8200

- **Expense Reimbursement/Waiver:** 662155.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $47856551.42              | $26670161.88            |
| 2025-10-02 | $11979401.92              | $25370976.55            |
| 2025-10-03 | $28962750.43              | $36197718.77            |
| 2025-10-06 | $18548874.70              | $14471176.64            |
| 2025-10-07 | $19382302.72              | $11664353.36            |
| 2025-10-08 | $15815766.67              | $18601387.25            |
| 2025-10-09 | $12241635.76              | $18896982.59            |
| 2025-10-10 | $17851811.14              | $21594751.87            |
| 2025-10-14 | $24384939.08              | $30233031.36            |
| 2025-10-15 | $11356502.76              | $15521900.81            |
| 2025-10-16 | $13691637.06              | $23177742.96            |
| 2025-10-17 | $13292512.83              | $17028942.50            |
| 2025-10-20 | $31199098.13              | $10395867.22            |
| 2025-10-21 | $18864661.87              | $17339776.76            |
| 2025-10-22 | $19706826.64              | $12217130.47            |
| 2025-10-23 | $12513970.97              | $17622917.20            |
| 2025-10-24 | $20749030.26              | $17449429.15            |
| 2025-10-27 | $15514296.87              | $15658388.80            |
| 2025-10-28 | $21317852.76              | $9399163.92             |
| 2025-10-29 | $24867507.24              | $15176027.90            |
| 2025-10-30 | $24521474.99              | $20176416.29            |
| 2025-10-31 | $16092906.29              | $28149960.69            |

**Total Gross Subscriptions (Month):** $440707779.17

**Total Gross Redemptions (Month):** $423014204.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.1700%           |
| 2025-10-02 | 3.1700%           |
| 2025-10-03 | 3.1700%           |
| 2025-10-06 | 3.1900%           |
| 2025-10-07 | 3.1800%           |
| 2025-10-08 | 3.1800%           |
| 2025-10-09 | 3.1800%           |
| 2025-10-10 | 3.1800%           |
| 2025-10-14 | 3.1700%           |
| 2025-10-15 | 3.1700%           |
| 2025-10-16 | 3.1800%           |
| 2025-10-17 | 3.1900%           |
| 2025-10-20 | 3.2000%           |
| 2025-10-21 | 3.2000%           |
| 2025-10-22 | 3.2000%           |
| 2025-10-23 | 3.1900%           |
| 2025-10-24 | 3.1900%           |
| 2025-10-27 | 3.1900%           |
| 2025-10-28 | 3.2000%           |
| 2025-10-29 | 3.2000%           |
| 2025-10-30 | 3.1900%           |
| 2025-10-31 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.7200%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $683109081.67

- **Number of Shares Outstanding:** 683293685.7600

- **Expense Reimbursement/Waiver:** 44760.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $3321007.66               | $2734279.64             |
| 2025-10-02 | $5278551.86               | $641833.08              |
| 2025-10-03 | $6244266.57               | $1233588.79             |
| 2025-10-06 | $1759980.89               | $3924053.82             |
| 2025-10-07 | $397888.75                | $3519939.75             |
| 2025-10-08 | $3870573.99               | $758590.91              |
| 2025-10-09 | $859369.02                | $959388.54              |
| 2025-10-10 | $3076909.48               | $6626634.16             |
| 2025-10-14 | $744835.44                | $3138835.02             |
| 2025-10-15 | $4612198.02               | $1732339.14             |
| 2025-10-16 | $2960190.36               | $1354748.02             |
| 2025-10-17 | $1509657.20               | $295110.70              |
| 2025-10-20 | $1210518.50               | $1067090.45             |
| 2025-10-21 | $2240764.49               | $2721681.34             |
| 2025-10-22 | $1202272.33               | $4417469.19             |
| 2025-10-23 | $1497204.73               | $1326684.32             |
| 2025-10-24 | $2568138.81               | $906582.47              |
| 2025-10-27 | $794564.47                | $3719437.70             |
| 2025-10-28 | $2064349.99               | $962354.87              |
| 2025-10-29 | $4599966.00               | $553896.71              |
| 2025-10-30 | $1171951.25               | $2200102.05             |
| 2025-10-31 | $12767970.34              | $3607708.25             |

**Total Gross Subscriptions (Month):** $64754130.15

**Total Gross Redemptions (Month):** $48590463.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.3700%           |
| 2025-10-02 | 3.3700%           |
| 2025-10-03 | 3.3700%           |
| 2025-10-06 | 3.3800%           |
| 2025-10-07 | 3.3700%           |
| 2025-10-08 | 3.3600%           |
| 2025-10-09 | 3.3600%           |
| 2025-10-10 | 3.3500%           |
| 2025-10-14 | 3.3400%           |
| 2025-10-15 | 3.3500%           |
| 2025-10-16 | 3.3600%           |
| 2025-10-17 | 3.3600%           |
| 2025-10-20 | 3.3700%           |
| 2025-10-21 | 3.3700%           |
| 2025-10-22 | 3.3700%           |
| 2025-10-23 | 3.3600%           |
| 2025-10-24 | 3.3600%           |
| 2025-10-27 | 3.3600%           |
| 2025-10-28 | 3.3700%           |
| 2025-10-29 | 3.3700%           |
| 2025-10-30 | 3.3600%           |
| 2025-10-31 | 3.3500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.3000%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1124121498.59

- **Number of Shares Outstanding:** 1124425282.3300

- **Expense Reimbursement/Waiver:** 83543.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $69896906.00              | $48997507.85            |
| 2025-10-02 | $103432842.52             | $19344757.47            |
| 2025-10-03 | $14626829.61              | $165968342.79           |
| 2025-10-06 | $4694766.40               | $153681814.15           |
| 2025-10-07 | $9507523.10               | $34780991.79            |
| 2025-10-08 | $20773914.86              | $68496615.01            |
| 2025-10-09 | $601950.69                | $28224590.07            |
| 2025-10-10 | $2151647.36               | $15195103.19            |
| 2025-10-14 | $1555851.30               | $4954583.49             |
| 2025-10-15 | $3724449.34               | $36508292.01            |
| 2025-10-16 | $5244668.35               | $3563052.21             |
| 2025-10-17 | $2904717.60               | $16104990.78            |
| 2025-10-20 | $301699825.38             | $68539355.40            |
| 2025-10-21 | $2176468.37               | $77904093.73            |
| 2025-10-22 | $3335700.80               | $223863113.41           |
| 2025-10-23 | $6985184.90               | $2851956.85             |
| 2025-10-24 | $4725068.99               | $11654502.55            |
| 2025-10-27 | $2734417.80               | $2996297.07             |
| 2025-10-28 | $13013469.43              | $3929399.79             |
| 2025-10-29 | $3750467.48               | $8610633.57             |
| 2025-10-30 | $7345547.96               | $3592361.93             |
| 2025-10-31 | $29210955.41              | $32303602.61            |

**Total Gross Subscriptions (Month):** $617442774.57

**Total Gross Redemptions (Month):** $1032936390.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0500%           |
| 2025-10-02 | 4.0400%           |
| 2025-10-03 | 4.0400%           |
| 2025-10-06 | 4.0400%           |
| 2025-10-07 | 4.0300%           |
| 2025-10-08 | 4.0200%           |
| 2025-10-09 | 4.0200%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-14 | 4.0000%           |
| 2025-10-15 | 4.0100%           |
| 2025-10-16 | 4.0200%           |
| 2025-10-17 | 4.0200%           |
| 2025-10-20 | 4.0400%           |
| 2025-10-21 | 4.0400%           |
| 2025-10-22 | 4.0300%           |
| 2025-10-23 | 4.0300%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0300%           |
| 2025-10-28 | 4.0300%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0200%           |
| 2025-10-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 19.4500%         | 0.0000%              |
| Broker-dealer                                       |  | 14.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.9700%         | 0.0000%              |
| Depository institution or other banking institution |  | 24.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.3500%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $9100903323.74

- **Number of Shares Outstanding:** 9103362761.1200

- **Expense Reimbursement/Waiver:** 617935.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $140325297.77             | $75041845.69            |
| 2025-10-02 | $79750554.72              | $65244839.04            |
| 2025-10-03 | $61993628.25              | $92754856.86            |
| 2025-10-06 | $42711961.19              | $63440396.87            |
| 2025-10-07 | $58096786.76              | $74744110.28            |
| 2025-10-08 | $225197967.92             | $53684583.29            |
| 2025-10-09 | $46769710.65              | $100416255.46           |
| 2025-10-10 | $82950196.82              | $113269805.09           |
| 2025-10-14 | $37518881.63              | $31932167.76            |
| 2025-10-15 | $73537855.78              | $119311940.38           |
| 2025-10-16 | $77505464.02              | $107603084.31           |
| 2025-10-17 | $52150362.29              | $120745755.04           |
| 2025-10-20 | $94357388.82              | $66230228.97            |
| 2025-10-21 | $78480927.60              | $70292404.90            |
| 2025-10-22 | $59408444.97              | $95721022.03            |
| 2025-10-23 | $37295739.01              | $106928133.22           |
| 2025-10-24 | $90992316.47              | $71595735.14            |
| 2025-10-27 | $50826582.00              | $57146839.38            |
| 2025-10-28 | $34216376.71              | $154462883.99           |
| 2025-10-29 | $44604861.87              | $71182619.62            |
| 2025-10-30 | $57425169.28              | $68770052.81            |
| 2025-10-31 | $96846859.75              | $61573477.84            |

**Total Gross Subscriptions (Month):** $1750503606.37

**Total Gross Redemptions (Month):** $1922608630.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0700%           |
| 2025-10-02 | 4.0600%           |
| 2025-10-03 | 4.0600%           |
| 2025-10-06 | 4.0600%           |
| 2025-10-07 | 4.0500%           |
| 2025-10-08 | 4.0400%           |
| 2025-10-09 | 4.0400%           |
| 2025-10-10 | 4.0300%           |
| 2025-10-14 | 4.0200%           |
| 2025-10-15 | 4.0300%           |
| 2025-10-16 | 4.0400%           |
| 2025-10-17 | 4.0400%           |
| 2025-10-20 | 4.0600%           |
| 2025-10-21 | 4.0600%           |
| 2025-10-22 | 4.0500%           |
| 2025-10-23 | 4.0500%           |
| 2025-10-24 | 4.0400%           |
| 2025-10-27 | 4.0500%           |
| 2025-10-28 | 4.0500%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0400%           |
| 2025-10-31 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 76.5800%         | 0.0000%              |
| Broker-dealer |  | 10.0500%         | 0.0000%              |
| Broker-dealer |  | 9.8800%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $108560671.98

- **Number of Shares Outstanding:** 108590009.5300

- **Expense Reimbursement/Waiver:** 8286.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $4804485.49               | $26536.20               |
| 2025-10-02 | $572956.44                | $1448240.78             |
| 2025-10-03 | $2687.76                  | $18916904.75            |
| 2025-10-06 | $2057.61                  | $5107197.84             |
| 2025-10-07 | $516678.08                | $660.62                 |
| 2025-10-08 | $6647.50                  | $1777575.68             |
| 2025-10-09 | $1808639.11               | $2264.13                |
| 2025-10-10 | $0.00                     | $4916555.65             |
| 2025-10-14 | $0.00                     | $1332786.11             |
| 2025-10-15 | $31.50                    | $2117571.42             |
| 2025-10-16 | $9860.72                  | $5238437.03             |
| 2025-10-17 | $6959.95                  | $1430197.46             |
| 2025-10-20 | $1086198.63               | $0.00                   |
| 2025-10-21 | $3245196.63               | $15477.30               |
| 2025-10-22 | $18531.36                 | $1050.00                |
| 2025-10-23 | $1304.96                  | $1150321.00             |
| 2025-10-24 | $1053.34                  | $2739451.07             |
| 2025-10-27 | $8886.93                  | $2362341.95             |
| 2025-10-28 | $1704474.59               | $0.00                   |
| 2025-10-29 | $748.57                   | $10463153.29            |
| 2025-10-30 | $517037.41                | $0.00                   |
| 2025-10-31 | $1681118.23               | $0.00                   |

**Total Gross Subscriptions (Month):** $15995554.81

**Total Gross Redemptions (Month):** $59046722.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7700%           |
| 2025-10-02 | 3.7600%           |
| 2025-10-03 | 3.7600%           |
| 2025-10-06 | 3.7600%           |
| 2025-10-07 | 3.7500%           |
| 2025-10-08 | 3.7400%           |
| 2025-10-09 | 3.7400%           |
| 2025-10-10 | 3.7300%           |
| 2025-10-14 | 3.7200%           |
| 2025-10-15 | 3.7300%           |
| 2025-10-16 | 3.7400%           |
| 2025-10-17 | 3.7400%           |
| 2025-10-20 | 3.7600%           |
| 2025-10-21 | 3.7600%           |
| 2025-10-22 | 3.7500%           |
| 2025-10-23 | 3.7500%           |
| 2025-10-24 | 3.7400%           |
| 2025-10-27 | 3.7500%           |
| 2025-10-28 | 3.7500%           |
| 2025-10-29 | 3.7500%           |
| 2025-10-30 | 3.7400%           |
| 2025-10-31 | 3.7300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 71.8900%         | 0.0000%              |
| Depository institution or other banking institution |  | 25.0900%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3688452569.78

- **Number of Shares Outstanding:** 3689449340.9600

- **Expense Reimbursement/Waiver:** 149730.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9999          |
|  |  |
| 2025-10-07 | 0.9999          |
|  |  |
| 2025-10-08 | 0.9999          |
|  |  |
| 2025-10-09 | 0.9999          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-14 | 0.9999          |
|  |  |
| 2025-10-15 | 0.9999          |
|  |  |
| 2025-10-16 | 0.9999          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9999          |
|  |  |
| 2025-10-21 | 0.9999          |
|  |  |
| 2025-10-22 | 0.9999          |
|  |  |
| 2025-10-23 | 0.9999          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9999          |
|  |  |
| 2025-10-30 | 0.9999          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $252874170.98             | $200000000.00           |
| 2025-10-02 | $192250000.00             | $150000000.00           |
| 2025-10-03 | $0.00                     | $71500000.00            |
| 2025-10-06 | $19250000.00              | $210000000.00           |
| 2025-10-07 | $435250200.00             | $0.00                   |
| 2025-10-08 | $0.00                     | $93750000.00            |
| 2025-10-09 | $155304536.84             | $109000000.00           |
| 2025-10-10 | $27700000.00              | $700250000.00           |
| 2025-10-14 | $307600000.00             | $39000200.39            |
| 2025-10-15 | $58500000.00              | $182000000.00           |
| 2025-10-16 | $227250000.00             | $1700000.00             |
| 2025-10-17 | $0.00                     | $306000000.00           |
| 2025-10-20 | $46750000.00              | $1200000.00             |
| 2025-10-21 | $0.00                     | $46500000.00            |
| 2025-10-22 | $0.00                     | $204750000.00           |
| 2025-10-23 | $0.00                     | $262000000.00           |
| 2025-10-24 | $0.00                     | $169933430.17           |
| 2025-10-27 | $75000000.00              | $0.00                   |
| 2025-10-28 | $0.00                     | $114500000.34           |
| 2025-10-29 | $30000000.00              | $0.00                   |
| 2025-10-30 | $720000000.00             | $0.00                   |
| 2025-10-31 | $1417250000.00            | $0.00                   |

**Total Gross Subscriptions (Month):** $3964978907.82

**Total Gross Redemptions (Month):** $2862083630.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0700%           |
| 2025-10-02 | 4.0600%           |
| 2025-10-03 | 4.0600%           |
| 2025-10-06 | 4.0600%           |
| 2025-10-07 | 4.0500%           |
| 2025-10-08 | 4.0400%           |
| 2025-10-09 | 4.0400%           |
| 2025-10-10 | 4.0300%           |
| 2025-10-14 | 4.0200%           |
| 2025-10-15 | 4.0300%           |
| 2025-10-16 | 4.0400%           |
| 2025-10-17 | 4.0400%           |
| 2025-10-20 | 4.0600%           |
| 2025-10-21 | 4.0600%           |
| 2025-10-22 | 4.0500%           |
| 2025-10-23 | 4.0500%           |
| 2025-10-24 | 4.0400%           |
| 2025-10-27 | 4.0500%           |
| 2025-10-28 | 4.0500%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0400%           |
| 2025-10-31 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 9.5400%          | 9.5400%              |
| Non-financial corporation                           |  | 6.6800%          | 6.6800%              |
| Depository institution or other banking institution |  | 76.0100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.180%, 11/3/2025
- **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: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $408705.87         | $391600.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $7742553.07        | $8150505.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $19813550.39       | $18097895.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $1085093.18        | $1143628.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $15230072.51       | $15276138.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $20315298.99       | $20401896.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $926119.23         | $982253.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $43125.65          | $44553.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $6803658.96        | $6895812.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1639052.18        | $1664976.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $4306827.35        | $4270090.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $3319822.59        | $3003011.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $2205629.72        | $2126404.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $239468.13         | $216461.71         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $1846050.40        | $1895818.69        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $20640000.00       | $20891725.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $348808.34         | $349543.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $994721.21         | $1026712.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $4255612.26        | $3843141.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $3905465.67        | $3385110.54        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $20260000.00       | $20937632.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $348587.22         | $289326.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1312515.73        | $1264803.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $27757.11          | $27695.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $781605.97         | $765027.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $8251531.68        | $8287291.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $4465285.60        | $4183377.23        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1740735.91        | $1693271.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1534215.25        | $1569660.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $5702192.94        | $5852048.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $322517.19         | $287446.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $771685.00         | $777892.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $4282532.63        | $3715372.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $358996.75         | $341049.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $11020225.39       | $9804804.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $1190278.52        | $1197282.91        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $8228000.00        | $8413034.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $631137.19         | $652647.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $8354969.58        | $7781373.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $655769.55         | $664442.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $9460899.39        | $9577965.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $3448002.66        | $3568544.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $5520037.80        | $5538677.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $3407907.95        | $3450130.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2733 | 2055-08-01      | 5.5000%  |  | $127370.25         | $130642.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $3447434.87        | $2991168.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $92647.90          | $89072.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3112 | 2052-10-01      | 5.0000%  |  | $159272.36         | $160077.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $8244727.72        | $8280457.62        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0146 M     | 2055-01-20      | 5.0000%  |  | $975193.11         | $977637.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $1085.09           | $1092.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $12695402.18       | $12490879.26       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $3683145.10        | $3491719.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $90218.04          | $86233.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1639571.80        | $1528453.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $25705.85          | $26681.38          | Agency Mortgage-Backed Securities  |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $520160.00         | $439316.69         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of America N.A., REPO,  4.150%, 11/3/2025
- **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: 03199U009, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $219726000.00
- **C.18.a - Value (excl. sponsor support):** $219726000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLAB6220 | 2042-09-01      | 3.5000%  |  | $24095182.66       | $23120669.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5368 | 2042-06-01      | 3.5000%  |  | $25119128.71       | $24103177.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1526 | 2049-09-01      | 3.0000%  |  | $25884809.70       | $23310228.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4626 | 2045-03-01      | 3.5000%  |  | $24651922.71       | $23460659.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9947 | 2042-07-01      | 3.5000%  |  | $18172386.00       | $17437397.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7351 | 2045-05-01      | 3.5000%  |  | $25017571.44       | $23970677.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL6091 | 2043-05-01      | 3.0000%  |  | $25466695.86       | $23677431.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5638 | 2045-08-01      | 3.5000%  |  | $18568724.10       | $17662879.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU1058 | 2051-10-01      | 2.5000%  |  | $27666899.66       | $24012111.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6203 | 2042-09-01      | 3.0000%  |  | $25211861.43       | $23442795.54       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  4.160%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48993916.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48993916.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48993916.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48993916.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48993916.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48993916.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48993916.52       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $46344000.00       | $46554676.37       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50227296.27       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $24534000.00       | $24927760.09       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $21530000.00       | $21875547.19       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50802478.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51626698.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51626698.37       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48993916.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48993916.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48993916.52       | U.S. Treasuries (including strips) |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.160%, 11/3/2025
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **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:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| TVDB 3.875 TVBD 30 C     | 2030-08-01      | 3.8750%  |  | $413250.00         | $417670.13         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30 | 2030-11-15      | 6.6250%  |  | $181250.00         | $210385.69         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30 | 2030-11-15      | 0.0000%  |  | $18187666.67       | $14957737.13       | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30 | 2030-01-15      | 0.0000%  |  | $22064666.67       | $18781267.75       | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-33 FF  | 2033-09-26      | 4.9500%  |  | $3333333.33        | $3340075.00        | Agency Debentures and Agency Strips |
| FCSB 4.79 FCOR 25-32 FA  | 2032-03-24      | 4.7900%  |  | $2916666.67        | $2922100.58        | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD  | 2033-09-12      | 4.8900%  |  | $3715750.00        | $3729166.95        | Agency Debentures and Agency Strips |
| FCSB 5.72 FCOR 25-40 AR  | 2040-09-05      | 5.7200%  |  | $3470083.33        | $3496240.05        | Agency Debentures and Agency Strips |
| FCSB 4.97 FCOR 26-32 EX  | 2032-09-02      | 4.9700%  |  | $2083333.33        | $2097008.91        | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP  | 2040-08-13      | 5.7300%  |  | $2083333.33        | $2124552.08        | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ  | 2035-04-23      | 4.9900%  |  | $5000000.00        | $4981844.44        | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH  | 2040-04-23      | 5.7800%  |  | $1666750.00        | $1674666.14        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF | 2040-03-26      | 5.6250%  |  | $628500.00         | $631737.25         | Agency Debentures and Agency Strips |
| FCSB 2.62 FCOR 22-36 BK  | 2036-12-16      | 2.6200%  |  | $83.33             | $70.23             | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T   | 2041-11-01      | 2.5900%  |  | $2696583.33        | $2050212.31        | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S  | 2041-10-21      | 2.3750%  |  | $999333.33         | $713643.64         | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G   | 2041-04-01      | 2.7400%  |  | $164333.33         | $125242.27         | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV  | 2036-07-14      | 2.3100%  |  | $416583.33         | $341677.83         | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P   | 2041-09-16      | 2.4000%  |  | $83.33             | $60.77             | Agency Debentures and Agency Strips |
| FCSB 2.45 FCOR 22-41 O   | 2041-08-09      | 2.4500%  |  | $2412500.00        | $1760402.59        | Agency Debentures and Agency Strips |
| FHLB 5.35 FHOR 26-40 DQ  | 2040-09-25      | 5.3500%  |  | $1666666.67        | $1672088.33        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV  | 2032-06-16      | 5.1700%  |  | $3302916.67        | $3378366.84        | Agency Debentures and Agency Strips |
| FHLB 2.45 FHOR 22-41 AJ  | 2041-08-16      | 2.4500%  |  | $208333.33         | $152155.04         | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI  | 2034-06-05      | 5.4000%  |  | $1657833.33        | $1704700.28        | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30  | 2030-05-15      | 0.0000%  |  | $24593750.00       | $20640771.97       | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK  | 2034-06-12      | 5.3700%  |  | $2376416.67        | $2435304.67        | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 M8  | 2028-07-07      | 4.4900%  |  | $989000.00         | $994795.27         | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677   | 2036-07-15      | 5.5000%  |  | $65416.67          | $73015.10          | Agency Debentures and Agency Strips |
| FCSB 5.95 FCOR 26-45 N   | 2045-05-22      | 5.9500%  |  | $1664583.33        | $1716963.05        | Agency Debentures and Agency Strips |
| FHLB 2.82 FHOR 22-42 M   | 2042-01-07      | 2.8200%  |  | $375000.00         | $288168.75         | Agency Debentures and Agency Strips |
| FCSB 3.84 FCOR 26-28 LT  | 2028-10-16      | 3.8400%  |  | $439416.67         | $439575.30         | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-34 DP  | 2034-03-15      | 4.9500%  |  | $4166666.67        | $4183716.67        | Agency Debentures and Agency Strips |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.150%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/4 BOND 43   | 2043-11-15      | 4.7500%  |  | $4216074.50        | $4391268.66        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47       | 2047-05-15      | 3.0000%  |  | $55958957.02       | $43922083.18       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35 | 2035-02-15      | 4.6250%  |  | $269031300.86      | $283238120.10      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55   | 2055-08-15      | 4.7500%  |  | $10278567.34       | $10548100.75       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54   | 2054-05-15      | 4.6250%  |  | $216189232.09      | $219556338.26      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43   | 2043-08-15      | 4.3750%  |  | $97877037.25       | $96224208.47       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43   | 2043-02-15      | 3.8750%  |  | $9014028.65        | $8330855.57        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52   | 2052-05-15      | 2.8750%  |  | $25043106.02       | $18441921.70       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  |  | $51.58             | $36.79             | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  |  | $7013759.31        | $4665703.76        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  |  | $14929581.66       | $9537613.06        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50   | 2050-08-15      | 1.3750%  |  | $2015535.82        | $1035981.45        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49   | 2049-05-15      | 2.8750%  |  | $51.58             | $38.79             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46   | 2046-08-15      | 2.2500%  |  | $9302957.02        | $6332782.21        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46   | 2046-05-15      | 2.5000%  |  | $7638704.87        | $5528413.18        | U.S. Treasuries (including strips) |
| USTR 3 BOND 42       | 2042-05-15      | 3.0000%  |  | $62794882.52       | $52232480.23       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40   | 2040-02-15      | 4.6250%  |  | $4023851.00        | $4156776.14        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39   | 2039-11-15      | 4.3750%  |  | $129078464.18      | $131383122.98      | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39   | 2039-02-15      | 3.5000%  |  | $148022.92         | $137318.55         | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50   | 2050-05-15      | 1.2500%  |  | $335707.74         | $169313.02         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49   | 2049-11-15      | 2.3750%  |  | $27407449.86       | $18485007.44       | U.S. Treasuries (including strips) |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.090%, 11/7/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2022-029 PD      | 2052-02-20      | 2.2500%  |  | $5991878.62        | $5401636.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  |  | $2823971.16        | $2327728.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 LF      | 2055-08-20      | 5.3338%  |  | $14692498.36       | $14755511.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC      | 2055-07-20      | 5.0000%  |  | $7217946.85        | $7146089.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.6838% |  | $8570216.25        | $9227496.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 N       | 2055-08-20      | 5.0000%  |  | $27310891.44       | $27388581.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 D       | 2055-08-20      | 5.0000%  |  | $20388042.88       | $20418108.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 CD      | 2052-04-20      | 5.0000%  |  | $54783483.63       | $55124163.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  |  | $2024804.77        | $1994874.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  |  | $9982058.74        | $10021774.02       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05585M 10/25/55  | 2055-10-25      | 5.0000%  |  | $18300125.42       | $18201371.85       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05585D 10/25/55  | 2055-10-25      | 5.0000%  |  | $303183.22         | $302697.42         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5574FB 09/25/55  | 2055-09-25      | 5.5328%  |  | $19737913.99       | $19867061.77       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05568E 08/25/55  | 2055-08-25      | 5.0000%  |  | $67636545.14       | $67810483.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC      | 2053-07-20      | 5.2338%  |  | $45989384.00       | $46097744.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 5.3838%  |  | $22016610.44       | $22131934.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.8338%  |  | $36270434.42       | $36628914.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 5.5338%  |  | $1509.40           | $1519.53           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA      | 2050-12-20      | 5.0000%  |  | $19381017.31       | $19435335.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-211 LE      | 2049-03-20      | 5.0000%  |  | $7727789.60        | $7824894.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $771491.06         | $775778.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA      | 2047-09-20      | 4.0000%  |  | $2473960.46        | $2426570.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD      | 2054-04-20      | 5.3338%  |  | $48124154.84       | $48211874.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 L       | 2055-03-20      | 5.0000%  |  | $8296161.71        | $8345471.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5558BV 05/25/36  | 2036-05-25      | 5.5000%  |  | $8792776.78        | $9025084.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL077FB R24F077  | 2053-10-25      | 5.4828%  |  | $60468855.26       | $60607256.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FH 06/25/55  | 2055-06-25      | 5.6828%  |  | $34068631.58       | $34349634.11       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  |  | $4419522.21        | $3506983.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083A R25F083   | 2055-10-25      | 5.0000%  |  | $25336113.20       | $25425110.52       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $13874085.52       | $14503464.91       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.4328%  |  | $28062490.67       | $28201104.36       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC003N R22F003   | 2047-10-25      | 2.0000%  |  | $29969911.51       | $27072889.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.8338%  |  | $33160269.95       | $33426896.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $14552367.84       | $14630218.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA      | 2052-02-20      | 5.0000%  |  | $41517215.04       | $41603141.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $14114388.02       | $14160367.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 H       | 2055-03-20      | 5.0000%  |  | $7694018.87        | $7738356.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  |  | $5770942.92        | $5806120.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG      | 2050-01-20      | 5.0000%  |  | $12292157.59       | $12368733.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 5.2838%  |  | $67080112.11       | $67233154.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 5.2338%  |  | $43120804.71       | $43197180.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC      | 2054-01-20      | 5.3838%  |  | $45198471.68       | $45324441.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.2838%  |  | $33150897.68       | $33219735.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 4.9838%  |  | $40883864.00       | $40825352.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-045 UE      | 2051-07-20      | 3.0000%  |  | $2291519.82        | $2190122.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLCB5650  | 2053-02-01      | 6.0000%  |  | $34338005.34       | $35716607.58       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0685 M      | 2055-10-20      | 5.0000%  |  | $1887866.11        | $1891918.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0528 M      | 2040-08-20      | 5.0000%  |  | $2314110.80        | $2346593.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M      | 2055-06-20      | 5.0000%  |  | $5012230.14        | $5023385.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9362 C      | 2055-10-20      | 5.5000%  |  | $7529942.00        | $7686085.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1616 C      | 2055-08-20      | 5.5000%  |  | $408121.63         | $416333.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9645 C      | 2055-08-20      | 5.5000%  |  | $136042.99         | $138993.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2208 C      | 2065-06-20      | 6.5000%  |  | $15260834.74       | $15786901.15       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7026        | 2054-10-15      | 5.1800%  |  | $542347.38         | $554260.40         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4190        | 2059-09-15      | 5.2000%  |  | $473855.31         | $484804.84         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7596        | 2064-12-15      | 4.3900%  |  | $143151.33         | $138618.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M      | 2054-05-20      | 4.5000%  |  | $263184.43         | $258204.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  |  | $263200.77         | $258240.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8148 M      | 2052-07-20      | 3.0000%  |  | $547.28            | $494.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  |  | $586171.68         | $509330.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  |  | $2266285.87        | $2094629.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  |  | $144751.59         | $139538.85         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704090 X      | 2038-12-15      | 6.0000%  |  | $8778.02           | $9133.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727742 X      | 2040-03-15      | 6.0000%  |  | $3689.98           | $3811.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M      | 2055-07-20      | 5.5000%  |  | $46148.96          | $46830.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0663 C      | 2055-08-20      | 5.5000%  |  | $1234106.94        | $1258938.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0312 C      | 2055-10-20      | 5.5000%  |  | $3656828.74        | $3734903.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4546 C      | 2055-08-20      | 5.5000%  |  | $209001.83         | $213432.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1253  | 2055-10-01      | 6.0000%  |  | $50572471.67       | $53221407.16       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0594 M      | 2040-09-20      | 5.0000%  |  | $21589434.15       | $21831811.53       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  |  | $122470965.68      | $124182293.27      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M      | 2054-11-20      | 5.0000%  |  | $12322572.69       | $12352204.37       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3171 C      | 2055-03-20      | 5.5000%  |  | $4452478.63        | $4542063.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8523  | 2055-04-01      | 5.0000%  |  | $1402.91           | $1403.43           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700918 X      | 2038-11-15      | 5.5000%  |  | $3131.99           | $3266.65           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  |  | $72528.63          | $74871.79          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680184 X      | 2038-03-15      | 5.5000%  |  | $8737.61           | $9086.65           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  |  | $8054.88           | $8406.65           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  |  | $3951.92           | $4103.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782333 X      | 2038-06-15      | 5.5000%  |  | $11290.01          | $11900.84          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  |  | $10552.76          | $10892.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  |  | $93240.75          | $99802.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9417 C      | 2055-04-20      | 5.5000%  |  | $1608326.19        | $1640687.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6856 C      | 2055-02-20      | 5.5000%  |  | $824472.39         | $841061.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5705 C      | 2055-04-20      | 6.5000%  |  | $23751.13          | $24960.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5704 C      | 2055-04-20      | 6.5000%  |  | $4262106.12        | $4481807.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M      | 2055-10-20      | 5.5000%  |  | $21265402.42       | $21583497.39       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2021-KF1 | 2031-05-25      | 10.7076% |  | $21977257.53       | $21727740.82       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MORTGAGE TR 202 | 2031-11-25      | 10.7076% |  | $4101.86           | $4338.72           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-11-25      | 3.3030%  |  | $1430.21           | $1417.19           | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-06-25      | 6.9721%  |  | $1698.31           | $1637.93           | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2022-KF1 | 2032-06-25      | 9.5576%  |  | $31599291.64       | $30710938.48       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TRUST 2021- | 2031-01-25      | 4.2557%  |  | $19195332.63       | $15672843.94       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KL0 | 2029-06-25      | 3.9584%  |  | $22148000.00       | $18708452.52       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0751%  |  | $17624388.94       | $16830214.59       | Agency Mortgage-Backed Securities         |

### Security 7: 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):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERM 5579CA 09/25/45 | 2045-09-25      | 4.5000%  |  | $5584682.92        | $5554330.17        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54 | 2054-11-25      | 5.4828%  |  | $14123566.57       | $14155850.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG     | 2055-07-20      | 5.5038%  |  | $57695292.83       | $58065680.11       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.6328%  |  | $13515854.84       | $13626587.52       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 5.1828%  |  | $13599483.21       | $13670891.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DM7011 C     | 2055-09-20      | 5.5000%  |  | $5955.40           | $6078.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $64890264.28       | $62266967.17       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7649 M     | 2051-10-20      | 2.5000%  |  | $23338856.00       | $20279209.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7471 M     | 2051-07-20      | 2.0000%  |  | $5171042.06        | $4313640.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1223 | 2055-10-01      | 5.5000%  |  | $101228154.59      | $103393559.75      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  |  | $66728760.20       | $67971472.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135 | 2054-12-01      | 5.0000%  |  | $98551701.00       | $99502889.20       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674510 X     | 2037-10-15      | 6.0000%  |  | $4975.99           | $5177.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671529 X     | 2037-09-15      | 6.5000%  |  | $5886.15           | $6175.24           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662537 X     | 2037-08-15      | 6.5000%  |  | $9366.29           | $9807.69           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X     | 2036-12-15      | 6.0000%  |  | $4599.53           | $4873.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $510459.78         | $540259.07         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  |  | $47991.78          | $49329.63          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744060 X     | 2041-05-15      | 6.0000%  |  | $8719.07           | $8991.55           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726832 X     | 2039-10-15      | 5.0000%  |  | $101913.56         | $105185.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004029 M     | 2037-09-20      | 6.5000%  |  | $89251.66          | $96627.93          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602212 X     | 2033-03-15      | 6.0000%  |  | $8247.59           | $8509.20           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6655 X     | 2047-01-15      | 4.5000%  |  | $38053.25          | $37775.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6657 C     | 2055-03-20      | 5.5000%  |  | $1281712.25        | $1307796.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0681 M     | 2055-10-20      | 3.0000%  |  | $6695138.67        | $6042476.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0621 M     | 2055-09-20      | 4.5000%  |  | $13082931.78       | $12830143.37       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0306 M     | 2055-04-20      | 4.5000%  |  | $411059.76         | $403117.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M     | 2055-02-20      | 5.5000%  |  | $72172965.19       | $73170491.78       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1487 C     | 2055-10-20      | 5.5000%  |  | $1436631.89        | $1465540.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C     | 2043-02-20      | 3.5000%  |  | $415132.48         | $389893.94         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X     | 2038-08-15      | 6.0000%  |  | $10046.84          | $10506.59          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 708520 X     | 2039-04-15      | 5.0000%  |  | $5862.78           | $6051.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  |  | $635.56            | $573.61            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU9418 X     | 2046-09-15      | 4.0000%  |  | $24079.70          | $23193.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0484 M     | 2055-07-20      | 5.0000%  |  | $2263601.90        | $2268574.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1244 | 2055-10-01      | 6.0000%  |  | $106151508.28      | $110284623.40      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654 | 2054-12-01      | 5.0000%  |  | $72843230.35       | $73546288.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0878 | 2055-08-01      | 6.0000%  |  | $92096061.73       | $94922121.48       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0258 M     | 2055-03-20      | 5.0000%  |  | $8473965.12        | $8494782.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4574 C     | 2045-04-20      | 4.0000%  |  | $1385037.40        | $1319881.55        | Agency Mortgage-Backed Securities         |

### Security 8: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  4.160%, 11/3/2025
- **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: 068992007, C.3 - LEI: AC28XWWI3WIBK2824319
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 4.66 FCOR 26-32 FE   | 2032-10-27      | 4.6600%  |  | $7488744.19        | $7448288.33        | Agency Debentures and Agency Strips |
| FCSB 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  |  | $2248.06           | $2289.12           | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $11791085.27       | $11748270.53       | Agency Debentures and Agency Strips |
| FCSB 3.50 FCSB 27 HX      | 2027-10-15      | 3.5000%  |  | $4945736.43        | $4935061.34        | Agency Debentures and Agency Strips |
| FCSB 4.14 FCOR 26-29 JS   | 2029-10-09      | 4.1400%  |  | $5813937.98        | $5819234.48        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $188612.40         | $189583.90         | Agency Debentures and Agency Strips |
| FCSB 3.50 FCSB 28 FU      | 2028-01-03      | 3.5000%  |  | $89922.48          | $89839.14          | Agency Debentures and Agency Strips |
| FCSB 5.72 FCOR 25-44 AC   | 2044-10-28      | 5.7200%  |  | $679364.34         | $678327.40         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 26/04   | 2026-04-21      | 4.3800%  |  | $3821.71           | $3828.01           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FB 26/05   | 2026-05-22      | 4.3400%  |  | $76434.11          | $77096.13          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EX 26/10   | 2026-10-16      | 4.3850%  |  | $33720.93          | $33797.61          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CK 26/03   | 2026-03-11      | 4.3800%  |  | $89922.48          | $90496.06          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CI 26/09   | 2026-09-03      | 4.4100%  |  | $6968.99           | $7022.73           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BV 26/05   | 2026-05-26      | 4.3750%  |  | $7418.60           | $7483.18           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BG 26/03   | 2026-03-24      | 4.1900%  |  | $4271.32           | $4290.31           | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 26 GK     | 2026-08-28      | 4.8750%  |  | $42713.18          | $43429.53          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AV 26/05   | 2026-05-21      | 4.3600%  |  | $71937.98          | $72571.94          | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $114651.16         | $115578.63         | Agency Debentures and Agency Strips |
| FCSB 5.25 FCOR 26-34 DE   | 2034-03-03      | 5.2500%  |  | $843697.67         | $851401.76         | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $603829.46         | $612584.31         | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 FD      | 2026-05-28      | 4.7500%  |  | $7868.22           | $8064.43           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EE 25/12   | 2025-12-15      | 4.4200%  |  | $6294.57           | $6330.75           | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  |  | $38217.05          | $38591.24          | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 28 EE     | 2028-11-01      | 4.8750%  |  | $449.61            | $474.22            | Agency Debentures and Agency Strips |
| FCSB 4.97 FCOR 26-29 HG   | 2029-03-27      | 4.9700%  |  | $404875.97         | $408097.52         | Agency Debentures and Agency Strips |
| FCSB 2.77 FCSB 37 AB      | 2037-03-16      | 2.7700%  |  | $763441.86         | $648438.89         | Agency Debentures and Agency Strips |
| FCSB 3 7/8 FCSB 32 BS     | 2032-09-20      | 3.8750%  |  | $899.22            | $891.33            | Agency Debentures and Agency Strips |
| FCSB 1.16 FCSB 26 DN      | 2026-10-27      | 1.1600%  |  | $285728.68         | $278485.14         | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $437922.48         | $312729.08         | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $1440782.95        | $1098054.30        | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $269767.44         | $208820.50         | Agency Debentures and Agency Strips |
| FCSB 3.35 FCSB 25 CO      | 2025-11-13      | 3.3500%  |  | $5620.16           | $5705.60           | Agency Debentures and Agency Strips |
| FCSB 3.35 FCSB 26 CO      | 2026-10-30      | 3.3500%  |  | $2248.06           | $2238.31           | Agency Debentures and Agency Strips |
| FCSB 3.00 FCSB 26 CE      | 2026-04-02      | 3.0000%  |  | $11240.31          | $11222.40          | Agency Debentures and Agency Strips |
| FCSB 3.30 FCSB 26 CK      | 2026-09-28      | 3.3000%  |  | $2248.06           | $2244.53           | Agency Debentures and Agency Strips |
| FCSB 3.00 FCSB 37 S       | 2037-09-14      | 3.0000%  |  | $2248.06           | $1925.77           | Agency Debentures and Agency Strips |
| FCSB 3.33 FCSB 37 O       | 2037-04-28      | 3.3300%  |  | $1533178.29        | $1381819.10        | Agency Debentures and Agency Strips |
| FCSB 3.03 FCSB 29 AD      | 2029-03-20      | 3.0300%  |  | $8992.25           | $8845.50           | Agency Debentures and Agency Strips |
| FHLB FHDN 03/27/26        | 2026-03-27      | 0.0000%  |  | $22480.62          | $22136.89          | Agency Debentures and Agency Strips |
| FHLB FHDN 02/27/26        | 2026-02-27      | 0.0000%  |  | $22480620.16       | $22198038.76       | Agency Debentures and Agency Strips |
| FHLB FHDN 12/04/25        | 2025-12-04      | 0.0000%  |  | $562015.50         | $559941.67         | Agency Debentures and Agency Strips |
| FHLB 3.00 FHLB 28 EL      | 2028-03-10      | 3.0000%  |  | $113527.13         | $112362.23         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8473 | 2027-10-22      | 4.3950%  |  | $585620.16         | $586342.47         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8453 | 2027-10-22      | 4.4000%  |  | $1498333.33        | $1500709.69        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 05/26 8397 | 2026-05-14      | 4.2750%  |  | $134883.72         | $135154.88         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 05/26 8389 | 2026-05-11      | 4.2750%  |  | $224806.20         | $225361.72         | Agency Debentures and Agency Strips |
| FHLB 3.65 FHLB 26 AU      | 2026-10-15      | 3.6500%  |  | $35968.99          | $35995.58          | Agency Debentures and Agency Strips |
| FHLB 5.35 FHOR 26-40 DQ   | 2040-09-25      | 5.3500%  |  | $490077.52         | $491671.74         | Agency Debentures and Agency Strips |
| FHLB 4.75 FHOR 25-31 1B   | 2031-09-26      | 4.7500%  |  | $70813.95          | $71010.18          | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $76434.11          | $78476.39          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 03/26 8194 | 2026-03-03      | 4.2800%  |  | $224806.20         | $226346.51         | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $1040852.71        | $1066984.07        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $1194844.96        | $1222139.40        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/26 8093 | 2026-02-23      | 4.2900%  |  | $224806.20         | $226659.26         | Agency Debentures and Agency Strips |
| FHLB 4.95 FHOR 26-33 IX   | 2033-04-14      | 4.9500%  |  | $73062.02          | $72849.95          | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $1609612.40        | $1624340.89        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  |  | $437248.06         | $444548.89         | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 27 G6795  | 2027-01-15      | 4.1250%  |  | $227054.26         | $230891.67         | Agency Debentures and Agency Strips |
| FHLB 4.875 FHLB 26 EN     | 2026-09-11      | 4.8750%  |  | $3372.09           | $3425.95           | Agency Debentures and Agency Strips |
| FHLB 1.00 FHLB 28 VB      | 2028-03-10      | 1.0000%  |  | $7868.22           | $7413.20           | Agency Debentures and Agency Strips |
| FHLB 2.15 FHOR 21-41 TT   | 2041-02-25      | 2.1500%  |  | $1124031.01        | $794377.07         | Agency Debentures and Agency Strips |
| FHLB 0.55 FHOR 21-26 5377 | 2026-02-12      | 0.5500%  |  | $7868217.05        | $7796151.62        | Agency Debentures and Agency Strips |
| FHLB 1.85 FHOR 22-36 BJ   | 2036-01-25      | 1.8500%  |  | $832906.98         | $650144.98         | Agency Debentures and Agency Strips |
| FHLB 3.25 FHLB 28 G4973   | 2028-11-16      | 3.2500%  |  | $93294.57          | $93644.04          | Agency Debentures and Agency Strips |
| FHLB 3.00 FHLB 26 HF      | 2026-09-11      | 3.0000%  |  | $19108.53          | $19069.10          | Agency Debentures and Agency Strips |
| TVDB 2.875 TVBD 27 A      | 2027-02-01      | 2.8750%  |  | $11465.12          | $11424.84          | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  |  | $116000.00         | $130385.45         | Agency Debentures and Agency Strips |
| FNMA 6.03 FNNT A 10/27    | 2027-10-08      | 6.0300%  |  | $7868.22           | $8237.89           | Agency Debentures and Agency Strips |
| FNMA 1.31 FNNT A 23-32    | 2032-01-27      | 1.3100%  |  | $60697.67          | $51834.94          | Agency Debentures and Agency Strips |
| FNMA 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  |  | $7418.60           | $7307.70           | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 06/18/26 | 2026-06-18      | 4.3700%  |  | $11240.31          | $11304.89          | Agency Debentures and Agency Strips |
| FNMA 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  |  | $136232.56         | $128897.68         | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  |  | $114426.36         | $100573.70         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $2427682.17        | $2817928.71        | Agency Debentures and Agency Strips |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  |  | $187263.57         | $215592.64         | Agency Debentures and Agency Strips |
| FNMA 6.21 FNSM GDED 08/38 | 2038-08-06      | 6.2100%  |  | $1124.03           | $1336.07           | Agency Debentures and Agency Strips |
| FMAC 4.75 FMNT 26-30 83   | 2030-07-30      | 4.7500%  |  | $196705.43         | $199263.58         | Agency Debentures and Agency Strips |
| FMAC 5.00 FMNT 25-30 K4   | 2030-02-19      | 5.0000%  |  | $942837.21         | $952284.44         | Agency Debentures and Agency Strips |
| FMAC 2.67 FMNT 22-27 M2   | 2027-03-25      | 2.6700%  |  | $57775.19          | $57085.94          | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  |  | $19558.14          | $22573.24          | Agency Debentures and Agency Strips |
| FMAC FMIN 03/15/2031 E    | 2031-03-15      | 0.0000%  |  | $10341.09          | $8379.38           | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $11015.50          | $12324.62          | Agency Debentures and Agency Strips |
| FMAC FMZC 12/11/2025 A    | 2025-12-11      | 0.0000%  |  | $70139.53          | $69802.87          | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  |  | $115775.19         | $129223.00         | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-33 FF   | 2033-09-26      | 4.9500%  |  | $931596.90         | $933481.05         | Agency Debentures and Agency Strips |
| FCSB 4.79 FCOR 25-32 FA   | 2032-03-24      | 4.7900%  |  | $432751.94         | $433558.18         | Agency Debentures and Agency Strips |
| FCSB 3.50 FCSB 30 DE      | 2030-09-23      | 3.5000%  |  | $56201.55          | $55598.70          | Agency Debentures and Agency Strips |
| FHLB 1.78 FHOR 20-37 AE   | 2037-08-12      | 1.7800%  |  | $168604.65         | $127360.43         | Agency Debentures and Agency Strips |
| FCSB 5.59 FCOR 26-45 U    | 2045-09-18      | 5.5900%  |  | $3596.90           | $3610.69           | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AS   | 2040-09-17      | 5.4400%  |  | $3192922.48        | $3202296.55        | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  |  | $124093.02         | $124541.10         | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-34 DP   | 2034-03-15      | 4.9500%  |  | $1913775.19        | $1921606.36        | Agency Debentures and Agency Strips |
| FCSB 4.07 FCOR 26-28 LK   | 2028-08-21      | 4.0700%  |  | $25403.10          | $25617.40          | Agency Debentures and Agency Strips |
| FCSB 5.00 FCOR 26-35 CR   | 2035-10-29      | 5.0000%  |  | $19633449.61       | $19564688.91       | Agency Debentures and Agency Strips |
| FCSB 2.92 FCSB 30 L       | 2030-12-17      | 2.9200%  |  | $11240.31          | $10859.59          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8474 | 2027-10-27      | 4.3950%  |  | $6831860.47        | $6837938.54        | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $314728.68         | $264142.03         | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $224806.20         | $163939.47         | Agency Debentures and Agency Strips |
| FHLB 4.00 FHLB 28 G6378   | 2028-06-30      | 4.0000%  |  | $166356.59         | $170391.29         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EV 27/10   | 2027-10-22      | 4.4000%  |  | $3290488.37        | $3295674.55        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $454108.53         | $463407.76         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AA 26/03   | 2026-03-18      | 4.2250%  |  | $17759.69          | $17850.03          | Agency Debentures and Agency Strips |
| FMAC FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  |  | $3372.09           | $2884.42           | Agency Debentures and Agency Strips |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  |  | $29224.81          | $34230.58          | Agency Debentures and Agency Strips |
| FNMA 7.25 FNSM BB 05/30   | 2030-05-15      | 7.2500%  |  | $13488.37          | $15918.62          | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  |  | $159387.60         | $130728.25         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 11/26 8077 | 2026-11-06      | 4.3550%  |  | $71937.98          | $72690.45          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 05/26 8400 | 2026-05-12      | 4.2750%  |  | $415891.47         | $416675.38         | Agency Debentures and Agency Strips |
| FHLB 2.75 FHLB 29 EQ      | 2029-06-08      | 2.7500%  |  | $19108.53          | $18715.09          | Agency Debentures and Agency Strips |
| FCSB 3.22 FCSB 25 CQ      | 2025-12-10      | 3.2200%  |  | $7418.60           | $7504.82           | Agency Debentures and Agency Strips |
| FHLB FHDN 12/26/25        | 2025-12-26      | 0.0000%  |  | $12041968.99       | $11969476.34       | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 26 P7   | 2026-01-26      | 4.3600%  |  | $24503.88          | $24523.87          | Agency Debentures and Agency Strips |
| TVDB 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  |  | $2168031.01        | $2221750.48        | Agency Debentures and Agency Strips |
| FHLB 2.625 FHLB 25 VQ     | 2025-12-12      | 2.6250%  |  | $10116.28          | $10201.31          | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  |  | $667674.42         | $680077.66         | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AU   | 2040-10-01      | 5.4400%  |  | $2240868.22        | $2250778.08        | Agency Debentures and Agency Strips |
| FHLB 6.00 FHOR 25-54 J    | 2054-10-23      | 6.0000%  |  | $29224.81          | $23401.81          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BR 26/07   | 2026-07-15      | 4.3900%  |  | $3821.71           | $3833.23           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CO 26/06   | 2026-06-15      | 4.3950%  |  | $4046.51           | $4071.34           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 4.2200%  |  | $6968.99           | $6981.47           | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $255379.84         | $260432.54         | Agency Debentures and Agency Strips |
| FHLB 5.19 FHOR 26-32 LC   | 2032-07-07      | 5.1900%  |  | $1458992.25        | $1485378.12        | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 26 M6   | 2026-03-05      | 4.3800%  |  | $101162.79         | $101883.29         | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-40 BK   | 2040-04-02      | 5.7500%  |  | $1157751.94        | $1162025.14        | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-28 5400 | 2028-02-25      | 1.1000%  |  | $60697.67          | $57125.41          | Agency Debentures and Agency Strips |
| FHLB 4.50 FHLB 25 LD      | 2025-12-23      | 4.5000%  |  | $10116.28          | $10282.89          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 4.3950%  |  | $15286.82          | $15368.35          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BU 26/01   | 2026-01-29      | 4.1800%  |  | $5620.16           | $5622.47           | Agency Debentures and Agency Strips |
| FCSB FCFR 03FF BX 26/08   | 2026-08-12      | 4.2600%  |  | $3484496.12        | $3523114.99        | Agency Debentures and Agency Strips |
| FCSB 3.84 FCOR 26-28 LT   | 2028-10-16      | 3.8400%  |  | $1976720.93        | $1977434.53        | Agency Debentures and Agency Strips |
| FCSB 4.25 FCSB 28 EA      | 2028-08-07      | 4.2500%  |  | $4046.51           | $4141.59           | Agency Debentures and Agency Strips |
| FHLB 5.125 FHLB 36 A      | 2036-03-14      | 5.1250%  |  | $21356.59          | $22709.34          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DH 25/11   | 2025-11-03      | 4.4300%  |  | $18434.11          | $18636.76          | Agency Mortgage-Backed Securities   |
| FHLB FHDN 11/03/25        | 2025-11-03      | 0.0000%  |  | $1111217.05        | $1110761.46        | Agency Mortgage-Backed Securities   |

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.195%, 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):** $404805985.02
- **C.18.a - Value (excl. sponsor support):** $404805985.02
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.140%, 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):** $194977599.44
- **C.18.a - Value (excl. sponsor support):** $194977599.44
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.140%, 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):** $204089050.08
- **C.18.a - Value (excl. sponsor support):** $204089050.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.160%, 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):** $330168012.90
- **C.18.a - Value (excl. sponsor support):** $330168012.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.175%, 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):** $50029978.50
- **C.18.a - Value (excl. sponsor support):** $50029978.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.175%, 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):** $170002159.17
- **C.18.a - Value (excl. sponsor support):** $170002159.17
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.125%, 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):** $255020639.70
- **C.18.a - Value (excl. sponsor support):** $255020639.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.185%, 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):** $415113153.26
- **C.18.a - Value (excl. sponsor support):** $415113153.26
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.225%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $418800959.05
- **C.18.a - Value (excl. sponsor support):** $418800959.05
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.150%, 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):** $49997955.00
- **C.18.a - Value (excl. sponsor support):** $49997955.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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,  4.040%, 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):** $339995260.40
- **C.18.a - Value (excl. sponsor support):** $339995260.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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,  4.045%, 12/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $364493978.46
- **C.18.a - Value (excl. sponsor support):** $364493978.46
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.115%, 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):** $240733990.13
- **C.18.a - Value (excl. sponsor support):** $240733990.13
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.115%, 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):** $249982260.00
- **C.18.a - Value (excl. sponsor support):** $249982260.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.160%, 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):** $308946222.22
- **C.18.a - Value (excl. sponsor support):** $308946222.22
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.075%, 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):** $541529674.20
- **C.18.a - Value (excl. sponsor support):** $541529674.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.075%, 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):** $335024766.55
- **C.18.a - Value (excl. sponsor support):** $335024766.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.075%, 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):** $344769499.06
- **C.18.a - Value (excl. sponsor support):** $344769499.06
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694385789.48
- **C.18.a - Value (excl. sponsor support):** $694385789.48
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $739368620.43
- **C.18.a - Value (excl. sponsor support):** $739368620.43
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.135%, 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):** $399976692.00
- **C.18.a - Value (excl. sponsor support):** $399976692.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.040%, 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):** $679688988.86
- **C.18.a - Value (excl. sponsor support):** $679688988.86
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.040%, 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):** $184996999.30
- **C.18.a - Value (excl. sponsor support):** $184996999.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.040%, 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):** $499990820.00
- **C.18.a - Value (excl. sponsor support):** $499990820.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.065%, 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):** $308493626.39
- **C.18.a - Value (excl. sponsor support):** $308493626.39
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.065%, 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):** $699984530.00
- **C.18.a - Value (excl. sponsor support):** $699984530.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 35: 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):** $560395674.14
- **C.18.a - Value (excl. sponsor support):** $560395674.14
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GB4, C.4 - ISIN: US3130B7GB41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500004215.00
- **C.18.a - Value (excl. sponsor support):** $500004215.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GM0, C.4 - ISIN: US3130B7GM06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $734305267.73
- **C.18.a - Value (excl. sponsor support):** $734305267.73
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.100%, 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):** $100007697.00
- **C.18.a - Value (excl. sponsor support):** $100007697.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KD5, C.4 - ISIN: US3130B7KD50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $891160427.65
- **C.18.a - Value (excl. sponsor support):** $891160427.65
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KS2, C.4 - ISIN: US3130B7KS20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499874400.00
- **C.18.a - Value (excl. sponsor support):** $499874400.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.100%, 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):** $84004908.12
- **C.18.a - Value (excl. sponsor support):** $84004908.12
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 42: 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):** $747380029.47
- **C.18.a - Value (excl. sponsor support):** $747380029.47
- **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 43: 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):** $771073055.42
- **C.18.a - Value (excl. sponsor support):** $771073055.42
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.220%, 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):** $362834684.10
- **C.18.a - Value (excl. sponsor support):** $362834684.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 45: 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):** $201019176.88
- **C.18.a - Value (excl. sponsor support):** $201019176.88
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 46: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.165%, 11/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199892778.00
- **C.18.a - Value (excl. sponsor support):** $199892778.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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,  4.140%, 11/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $637791165.99
- **C.18.a - Value (excl. sponsor support):** $637791165.99
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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,  4.235%, 11/28/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $368889178.60
- **C.18.a - Value (excl. sponsor support):** $368889178.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.070%, 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):** $364222865.04
- **C.18.a - Value (excl. sponsor support):** $364222865.04
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 50: 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):** $191899900.00
- **C.18.a - Value (excl. sponsor support):** $191899900.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 51: 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):** $462644611.88
- **C.18.a - Value (excl. sponsor support):** $462644611.88
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: 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):** $714672895.50
- **C.18.a - Value (excl. sponsor support):** $714672895.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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? 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,  3.970%, 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):** $357298364.82
- **C.18.a - Value (excl. sponsor support):** $357298364.82
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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? No, C.23 Categorized at Level 3? No

### Security 54: 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):** $312284233.83
- **C.18.a - Value (excl. sponsor support):** $312284233.83
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  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):** $183394508.95
- **C.18.a - Value (excl. sponsor support):** $183394508.95
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  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):** $75466130.75
- **C.18.a - Value (excl. sponsor support):** $75466130.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 57: 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):** $128747992.10
- **C.18.a - Value (excl. sponsor support):** $128747992.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 58: 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):** $117603776.25
- **C.18.a - Value (excl. sponsor support):** $117603776.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 59: 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):** $147743437.50
- **C.18.a - Value (excl. sponsor support):** $147743437.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 60: 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):** $88627387.50
- **C.18.a - Value (excl. sponsor support):** $88627387.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 61: 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):** $981499079.13
- **C.18.a - Value (excl. sponsor support):** $981499079.13
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $95033690.80
- **C.18.a - Value (excl. sponsor support):** $95033690.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.080%, 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):** $100005278.00
- **C.18.a - Value (excl. sponsor support):** $100005278.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 64: 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: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $182889371.68
- **C.18.a - Value (excl. sponsor support):** $182889371.68
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.120%, 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):** $139916671.66
- **C.18.a - Value (excl. sponsor support):** $139916671.66
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.095%, 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):** $44968916.23
- **C.18.a - Value (excl. sponsor support):** $44968916.23
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.130%, 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):** $232922310.89
- **C.18.a - Value (excl. sponsor support):** $232922310.89
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.145%, 5/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107950505.21
- **C.18.a - Value (excl. sponsor support):** $107950505.21
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.140%, 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):** $95002305.65
- **C.18.a - Value (excl. sponsor support):** $95002305.65
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.120%, 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):** $210038656.80
- **C.18.a - Value (excl. sponsor support):** $210038656.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $112952363.02
- **C.18.a - Value (excl. sponsor support):** $112952363.02
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.165%, 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):** $46022636.60
- **C.18.a - Value (excl. sponsor support):** $46022636.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.145%, 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):** $301770238.37
- **C.18.a - Value (excl. sponsor support):** $301770238.37
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.140%, 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):** $176975801.65
- **C.18.a - Value (excl. sponsor support):** $176975801.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 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):** $125911192.51
- **C.18.a - Value (excl. sponsor support):** $125911192.51
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.140%, 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):** $170036488.80
- **C.18.a - Value (excl. sponsor support):** $170036488.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 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):** $190003601.84
- **C.18.a - Value (excl. sponsor support):** $190003601.84
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.125%, 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):** $80022027.20
- **C.18.a - Value (excl. sponsor support):** $80022027.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 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):** $100005027.87
- **C.18.a - Value (excl. sponsor support):** $100005027.87
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.165%, 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):** $349875756.11
- **C.18.a - Value (excl. sponsor support):** $349875756.11
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.160%, 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):** $200167776.00
- **C.18.a - Value (excl. sponsor support):** $200167776.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System 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: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244888321.47
- **C.18.a - Value (excl. sponsor support):** $244888321.47
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $329911312.52
- **C.18.a - Value (excl. sponsor support):** $329911312.52
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $357944204.59
- **C.18.a - Value (excl. sponsor support):** $357944204.59
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.140%, 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):** $90017595.90
- **C.18.a - Value (excl. sponsor support):** $90017595.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit 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: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304926910.61
- **C.18.a - Value (excl. sponsor support):** $304926910.61
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $252041547.04
- **C.18.a - Value (excl. sponsor support):** $252041547.04
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $225965538.11
- **C.18.a - Value (excl. sponsor support):** $225965538.11
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.095%, 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):** $147013992.93
- **C.18.a - Value (excl. sponsor support):** $147013992.93
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $85057214.35
- **C.18.a - Value (excl. sponsor support):** $85057214.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $384924536.67
- **C.18.a - Value (excl. sponsor support):** $384924536.67
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $172058266.72
- **C.18.a - Value (excl. sponsor support):** $172058266.72
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.185%, 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):** $201936850.79
- **C.18.a - Value (excl. sponsor support):** $201936850.79
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.185%, 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):** $178960119.35
- **C.18.a - Value (excl. sponsor support):** $178960119.35
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.175%, 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):** $193024298.97
- **C.18.a - Value (excl. sponsor support):** $193024298.97
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $80045927.20
- **C.18.a - Value (excl. sponsor support):** $80045927.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.180%, 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):** $106075536.66
- **C.18.a - Value (excl. sponsor support):** $106075536.66
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 98: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $476987707.55
- **C.18.a - Value (excl. sponsor support):** $476987707.55
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.120%, 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):** $113934222.10
- **C.18.a - Value (excl. sponsor support):** $113934222.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 100: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $264886291.43
- **C.18.a - Value (excl. sponsor support):** $264886291.43
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 101: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.120%, 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):** $445572659.83
- **C.18.a - Value (excl. sponsor support):** $445572659.83
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 102: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.145%, 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):** $126020338.92
- **C.18.a - Value (excl. sponsor support):** $126020338.92
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 103: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $309988275.80
- **C.18.a - Value (excl. sponsor support):** $309988275.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 104: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 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):** $424810024.92
- **C.18.a - Value (excl. sponsor support):** $424810024.92
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 105: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.155%, 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):** $193888833.30
- **C.18.a - Value (excl. sponsor support):** $193888833.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 106: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.145%, 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):** $559714299.15
- **C.18.a - Value (excl. sponsor support):** $559714299.15
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 107: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.135%, 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):** $214670435.13
- **C.18.a - Value (excl. sponsor support):** $214670435.13
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 108: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $464770480.55
- **C.18.a - Value (excl. sponsor support):** $464770480.55
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 109: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.100%, 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):** $35002716.70
- **C.18.a - Value (excl. sponsor support):** $35002716.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 110: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.100%, 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):** $164992251.60
- **C.18.a - Value (excl. sponsor support):** $164992251.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 111: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.150%, 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):** $387820244.15
- **C.18.a - Value (excl. sponsor support):** $387820244.15
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 112: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 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):** $270012398.40
- **C.18.a - Value (excl. sponsor support):** $270012398.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 113: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $394810147.79
- **C.18.a - Value (excl. sponsor support):** $394810147.79
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 114: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.180%, 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):** $339054170.68
- **C.18.a - Value (excl. sponsor support):** $339054170.68
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 115: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.150%, 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):** $212098681.76
- **C.18.a - Value (excl. sponsor support):** $212098681.76
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 116: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.170%, 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):** $572946017.67
- **C.18.a - Value (excl. sponsor support):** $572946017.67
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.140%, 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):** $731940437.16
- **C.18.a - Value (excl. sponsor support):** $731940437.16
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 118: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.180%, 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):** $549974183.00
- **C.18.a - Value (excl. sponsor support):** $549974183.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 119: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.180%, 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):** $482978830.11
- **C.18.a - Value (excl. sponsor support):** $482978830.11
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 120: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.135%, 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):** $399629209.44
- **C.18.a - Value (excl. sponsor support):** $399629209.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 121: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.140%, 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):** $350209118.00
- **C.18.a - Value (excl. sponsor support):** $350209118.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 122: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.160%, 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):** $105047025.30
- **C.18.a - Value (excl. sponsor support):** $105047025.30
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 123: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.180%, 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):** $341026621.78
- **C.18.a - Value (excl. sponsor support):** $341026621.78
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 124: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.180%, 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):** $253224714.60
- **C.18.a - Value (excl. sponsor support):** $253224714.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 125: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.180%, 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):** $237057680.64
- **C.18.a - Value (excl. sponsor support):** $237057680.64
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 126: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  4.210%, 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):** $260722296.00
- **C.18.a - Value (excl. sponsor support):** $260722296.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 127: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.180%, 11/3/2025
- **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: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.06              | $0.07              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FC      | 2067-05-20      | 5.4250%  |  | $269484.19         | $273727.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-10O FC     | 2071-05-20      | 5.0838%  |  | $256.36            | $256.69            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $11.63             | $12.12             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FE      | 2068-02-20      | 4.9235%  |  | $39057.08          | $39214.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O FB      | 2069-09-20      | 4.8817%  |  | $53.08             | $53.56             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-6O FL      | 2067-02-20      | 5.6275%  |  | $38.65             | $39.07             | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  |  | $2538669.10        | $2615387.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4698 | 2029-02-01      | 2.3000%  |  | $524.10            | $499.16            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.060 WNWN1390 | 2029-07-01      | 4.0600%  |  | $159.36            | $158.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH9196 | 2054-01-01      | 7.0000%  |  | $105.05            | $112.65            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOCB6354 | 2053-05-01      | 4.9530%  |  | $135.52            | $137.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $157.23            | $157.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6820 | 2053-02-01      | 5.5000%  |  | $136827.70         | $142696.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $777660.99         | $805873.76         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $158.88            | $161.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $158.79            | $166.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $150.09            | $156.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $10553365.98       | $11100185.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $64786.52          | $66634.10          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5097 | 2032-10-01      | 4.4800%  |  | $158.88            | $160.40            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7503 | 2037-11-01      | 3.5100%  |  | $151.74            | $136.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $732.97            | $724.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $915871.03         | $942018.23         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $174.77            | $179.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $4477770.51        | $4095539.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $2952215.29        | $3030323.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $124.12            | $101.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0982 | 2052-04-01      | 3.5000%  |  | $4144151.01        | $3851634.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $30.27             | $27.60             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841648 G        | 2053-09-01      | 4.8140%  |  | $1133181.98        | $1143341.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $1900944.95        | $1938103.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $183305.92         | $193277.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $215089.72         | $226946.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $2620320.68        | $2706096.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $158.58            | $163.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $1210.45           | $1294.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0078 | 2055-03-01      | 6.0000%  |  | $156.68            | $162.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  |  | $8603658.30        | $8792976.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0856 | 2055-08-01      | 5.5000%  |  | $161.27            | $165.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $8501036.31        | $7902163.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  |  | $180.34            | $188.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $304.37            | $304.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  |  | $4242541.50        | $4288435.91        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4919 | 2032-10-01      | 4.5900%  |  | $158.88            | $162.00            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $158.88            | $162.00            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ5324 | 2035-02-01      | 4.8500%  |  | $365.42            | $375.99            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4196 | 2035-06-01      | 5.0800%  |  | $476.64            | $499.94            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4128 | 2035-06-01      | 5.2150%  |  | $1528536.89        | $1606580.67        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  |  | $158.88            | $163.58            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4482 | 2032-09-01      | 4.2250%  |  | $635.51            | $632.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4323 | 2053-06-01      | 6.5000%  |  | $130996.29         | $138389.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7626 | 2053-07-01      | 5.5000%  |  | $172895.77         | $178355.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX6271 | 2053-01-01      | 6.5000%  |  | $101044.54         | $105830.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX2861 | 2052-11-01      | 5.5000%  |  | $138669.25         | $143968.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $39.05             | $38.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1183 | 2055-09-01      | 6.0000%  |  | $158.75            | $163.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 DLDF1153 | 2055-09-01      | 6.5000%  |  | $54495.80          | $55956.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  |  | $644.61            | $677.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9658 | 2055-09-01      | 6.0000%  |  | $317.76            | $335.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $157338.39         | $167564.55         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8580 | 2038-04-01      | 3.5100%  |  | $158.88            | $144.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3523 | 2042-09-01      | 3.5000%  |  | $2284642.44        | $2202616.17        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.3750%  |  | $5.91              | $5.95              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $1036.02           | $1062.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $243.38            | $246.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  |  | $115454.18         | $118922.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ7882 | 2054-11-01      | 5.0000%  |  | $135.13            | $136.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIRR0036 | 2040-11-01      | 4.0000%  |  | $158.88            | $157.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  |  | $126.27            | $130.12            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $24.70             | $23.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $116.61            | $112.32            | Agency Mortgage-Backed Securities         |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $317.76            | $329.68            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  |  | $15.89             | $15.63             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $111.21            | $102.01            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $2351783.18        | $2401720.15        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $79.44             | $82.04             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $15.89             | $15.06             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $15.89             | $16.58             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $174.77            | $176.97            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $15.89             | $16.41             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $15.89             | $15.99             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $15.89             | $14.94             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $3971962.62        | $3924274.19        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $15.89             | $15.83             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $768.22            | $706.55            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $6590343.93        | $6575911.07        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  |  | $15.89             | $15.86             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $15.89             | $15.90             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $15.89             | $15.92             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $15.89             | $15.98             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $15.89             | $16.01             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $79.44             | $80.76             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $317.76            | $324.11            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $15.89             | $15.98             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $15.89             | $16.07             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $15.89             | $16.73             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $15.89             | $16.53             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $15.89             | $16.30             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $31.78             | $33.08             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $31.78             | $33.40             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $31.78             | $32.85             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $31.78             | $32.83             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $7264767.29        | $7474164.14        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $15.89             | $16.15             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $220825.23         | $221606.96         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $15.89             | $16.15             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $15.89             | $15.99             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $476.64            | $478.73            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $492.52            | $503.14            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $15.89             | $16.41             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $6066489.72        | $6153446.58        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $63.55             | $65.58             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $794408.41         | $805267.99         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $158.88            | $161.88            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $15.89             | $16.10             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $310051.40         | $314644.86         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $31.78             | $33.04             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $15.89             | $16.39             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $15.89             | $15.93             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $31.78             | $32.51             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $285.98            | $290.92            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $31.78             | $31.11             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $15.89             | $16.26             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $15.89             | $16.22             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $15.89             | $15.66             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $15.89             | $15.96             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $15.89             | $15.81             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $15.89             | $15.28             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  |  | $12571453.13       | $12467071.66       | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $1097056.07        | $1025192.32        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $31.78             | $30.10             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $15.89             | $13.97             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $36181671.96       | $31622685.14       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $15.89             | $16.09             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $317.76            | $300.63            | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $3678911.21        | $3510979.95        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $15.89             | $14.82             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $15.89             | $15.82             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $15.89             | $15.79             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $142.99            | $139.32            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $14696420.56       | $14698349.07       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $63.55             | $60.12             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $63.55             | $59.99             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $3491386.92        | $3255077.69        | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $8044225.23        | $7354212.23        | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  |  | $260.63            | $203.50            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $15.89             | $12.61             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $31.78             | $32.26             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  |  | $331.75            | $338.38            | U.S. Treasuries (including strips)        |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  |  | $15.89             | $15.60             | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $15.89             | $15.64             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $31.78             | $32.26             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $31.78             | $31.66             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $6260194.39        | $5016632.91        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $7525693.46        | $7592819.37        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $15.89             | $14.94             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $47.66             | $46.75             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $212849.53         | $212308.40         | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $15.89             | $15.42             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $31.78             | $31.80             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $15.89             | $16.22             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $15.89             | $16.40             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $15.89             | $16.63             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $142.99            | $145.22            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $15.89             | $16.26             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $15.89             | $15.04             | U.S. Treasuries (including strips)        |

### Security 128: 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:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  |  | $1555000.00        | $1311612.26        | Agency Debentures and Agency Strips |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $2948280.00        | $2535203.04        | Agency Debentures and Agency Strips |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  |  | $823372.50         | $856285.30         | Agency Debentures and Agency Strips |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $777.50            | $558.00            | Agency Debentures and Agency Strips |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  |  | $2005172.50        | $1723699.98        | Agency Debentures and Agency Strips |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  |  | $4108464.02        | $4143676.30        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAB6218 | 2042-09-01      | 3.5000%  |  | $22286548.08       | $21323249.18       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CLDA9503 | 2054-02-01      | 7.0000%  |  | $648090.86         | $692717.32         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $15014315.46       | $15347488.11       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $599.82            | $591.89            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $777.50            | $792.78            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $19063209.97       | $18992466.40       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1050606.07        | $1102444.72        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $23531333.02       | $24150238.45       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $4305679.66        | $4363202.10        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $56653052.83       | $56006301.57       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  |  | $1806781.28        | $1868452.75        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBW7379 | 2052-12-01      | 5.0000%  |  | $701.57            | $709.64            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $6942016.85        | $7305577.21        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  |  | $648.92            | $651.97            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  |  | $2305812.10        | $2313565.78        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $97208757.30       | $99347771.17       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  |  | $34759090.98       | $35523941.59       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  |  | $22552763.62       | $22699800.13       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  |  | $40490386.63       | $42438541.09       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4696 | 2054-02-01      | 6.0000%  |  | $22608809.28       | $23751322.84       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $30617376.78       | $27918210.08       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $11398656.90       | $10987013.41       | Agency Mortgage-Backed Securities   |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $2667058.25        | $2857046.03        | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $30921019.50       | $32085686.25       | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $6960180.00        | $7137413.04        | U.S. Treasuries (including strips)  |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $4133889.75        | $4117270.52        | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $26743745.25       | $25239427.31       | U.S. Treasuries (including strips)  |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $173635343.00      | $160409732.38      | U.S. Treasuries (including strips)  |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $1485647.00        | $1373049.84        | U.S. Treasuries (including strips)  |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $3865574.50        | $3264786.60        | U.S. Treasuries (including strips)  |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $155.50            | $142.16            | U.S. Treasuries (including strips)  |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $8707378.00        | $6558714.31        | U.S. Treasuries (including strips)  |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $5199997.75        | $4859366.70        | U.S. Treasuries (including strips)  |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $155.50            | $147.06            | U.S. Treasuries (including strips)  |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $17724589.75       | $16769190.05       | U.S. Treasuries (including strips)  |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $77.75             | $75.75             | U.S. Treasuries (including strips)  |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $5829695.00        | $5830459.99        | U.S. Treasuries (including strips)  |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $32729640.00       | $20752649.81       | U.S. Treasuries (including strips)  |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $116624922.25      | $69833578.59       | U.S. Treasuries (including strips)  |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $10882512.00       | $7239281.37        | U.S. Treasuries (including strips)  |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $22548744.00       | $11590010.18       | U.S. Treasuries (including strips)  |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $50275949.00       | $38438887.76       | U.S. Treasuries (including strips)  |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $29544766.75       | $25371164.29       | U.S. Treasuries (including strips)  |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $17056173.00       | $15544765.26       | U.S. Treasuries (including strips)  |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $155.50            | $129.34            | U.S. Treasuries (including strips)  |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $19437266.75       | $22038448.19       | U.S. Treasuries (including strips)  |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $2171635.25        | $2163634.43        | U.S. Treasuries (including strips)  |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $77.75             | $39.21             | U.S. Treasuries (including strips)  |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $88364119.00       | $66456544.21       | U.S. Treasuries (including strips)  |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $96868647.25       | $97347983.32       | U.S. Treasuries (including strips)  |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $622.00            | $610.21            | U.S. Treasuries (including strips)  |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $2674755.50        | $1820780.64        | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $28741842.50       | $28481441.41       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $77.75             | $80.26             | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $39574.75          | $41411.88          | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $77.75             | $80.56             | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $12957659.50       | $13347773.29       | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $19437422.25       | $19947127.03       | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $4733886.50        | $4832981.18        | U.S. Treasuries (including strips)  |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $4402127.25        | $3380451.51        | U.S. Treasuries (including strips)  |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $4404459.75        | $4588999.60        | U.S. Treasuries (including strips)  |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $1141370.00        | $910113.80         | U.S. Treasuries (including strips)  |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $48012646.50       | $47907498.81       | U.S. Treasuries (including strips)  |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $96099.00          | $95685.49          | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $77.75             | $78.86             | U.S. Treasuries (including strips)  |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $155.50            | $158.71            | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $3887266.75        | $3930703.19        | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $77.75             | $78.73             | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $5703273.50        | $5932530.84        | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $15534994.25       | $15772873.85       | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $1555000.00        | $1576802.83        | U.S. Treasuries (including strips)  |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $6390739.00        | $6755750.92        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $8551100.50        | $8821904.22        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $8252929.25        | $8614695.36        | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $38875000.00       | $39940611.86       | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $311.00            | $315.36            | U.S. Treasuries (including strips)  |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $36624992.75       | $35860604.27       | U.S. Treasuries (including strips)  |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $67033406.50       | $68302371.11       | U.S. Treasuries (including strips)  |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $77.75             | $72.94             | U.S. Treasuries (including strips)  |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $35224326.50       | $33272563.89       | U.S. Treasuries (including strips)  |

### Security 129: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  4.140%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $8260671.08        | $7835129.61        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $16396472.91       | $15615867.13       | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  |  | $12008803.48       | $11840180.56       | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $7077526.30        | $7408230.48        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $47136960.00       | $46723097.49       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $12128007.85       | $12577495.54       | U.S. Treasuries (including strips) |

### Security 130: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  4.140%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $33675360.00       | $33730587.59       | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $13425040.00       | $12552976.25       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $15075680.00       | $14108374.90       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $12267866.67       | $12503066.81       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $28540695.00       | $29104995.07       | U.S. Treasuries (including strips) |

### Security 131: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.150%, 11/3/2025
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 05.500 CLDE8267 | 2055-09-01      | 5.5000%  |  | $811817.21         | $830062.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4444 | 2054-10-01      | 6.0000%  |  | $1155.52           | $1188.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB9724 | 2054-08-01      | 5.5000%  |  | $495691.12         | $509796.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA1013 | 2053-09-01      | 5.5000%  |  | $197259.65         | $200719.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU6743 | 2043-10-01      | 4.0000%  |  | $1289.16           | $1266.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4456 | 2045-02-01      | 3.5000%  |  | $1645915.75        | $1565176.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  |  | $1827.61           | $1779.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8593 | 2043-06-01      | 3.5000%  |  | $2106904.77        | $2015177.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC0330 | 2045-12-01      | 3.0000%  |  | $13285.27          | $12212.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM4905 | 2033-11-01      | 3.5000%  |  | $3505.54           | $3468.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1149 | 2051-07-01      | 3.0000%  |  | $3026.26           | $2704.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 ZLFP0015 | 2050-09-01      | 2.5000%  |  | $34152.66          | $29128.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC5763 | 2051-08-01      | 3.0000%  |  | $1006.14           | $902.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBP5140 | 2050-04-01      | 4.0000%  |  | $106565.75         | $104232.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG9740 | 2053-09-01      | 6.5000%  |  | $768729.16         | $813773.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CQCA4693 | 2049-03-01      | 5.0000%  |  | $7752.15           | $7990.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 GLCA0079 | 2047-07-01      | 4.0000%  |  | $8475.71           | $8171.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5214 | 2050-12-01      | 2.0000%  |  | $140582.28         | $115832.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5902 | 2053-03-01      | 5.5000%  |  | $3454216.82        | $3526348.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB7770 | 2054-01-01      | 4.5000%  |  | $644858.90         | $639357.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY3370 | 2055-05-01      | 6.5000%  |  | $250184.01         | $260567.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  |  | $1152.35           | $1187.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $2211.46           | $1971.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9637 | 2055-06-01      | 6.0000%  |  | $261733.31         | $274192.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CICC0491 | 2040-05-01      | 6.5000%  |  | $575196.29         | $602177.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9011 | 2053-04-01      | 6.0000%  |  | $211595.61         | $221513.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD0181 | 2055-04-01      | 7.0000%  |  | $154487.21         | $164809.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI9256 | 2054-07-01      | 7.0000%  |  | $173305.65         | $185044.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7791 | 2052-08-01      | 5.0000%  |  | $14398306.56       | $14580800.30       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0429 | 2053-09-01      | 6.5000%  |  | $1179.77           | $1249.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD6536 | 2052-02-01      | 3.0000%  |  | $187206.88         | $167948.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4756 | 2054-02-01      | 6.0000%  |  | $916.55            | $963.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  |  | $3696.88           | $3423.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  |  | $2616596.87        | $2728063.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2158 | 2054-08-01      | 6.0000%  |  | $5360267.93        | $5527133.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX1995 | 2054-12-01      | 6.0000%  |  | $1321.58           | $1364.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $890.96            | $894.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  |  | $296595.98         | $229571.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0604 | 2055-06-01      | 6.5000%  |  | $966689.32         | $1011734.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4040 | 2053-02-01      | 5.0000%  |  | $12798.50          | $12929.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  |  | $753574.30         | $671148.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9204 | 2054-09-01      | 5.0000%  |  | $330320.84         | $330441.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  |  | $2764350.84        | $2822784.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4658 | 2052-09-01      | 3.5000%  |  | $14199.41          | $13301.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  |  | $36582.43          | $29995.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA7747 | 2050-11-01      | 3.0000%  |  | $104597.41         | $95307.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8045 | 2050-12-01      | 2.5000%  |  | $191930.46         | $165002.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  |  | $660540.42         | $544778.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $1611301.89        | $1386076.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  |  | $1044.25           | $890.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1913 | 2053-05-01      | 5.0000%  |  | $445073.32         | $445685.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX7077 | 2053-02-01      | 6.0000%  |  | $574353.55         | $594605.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV3216 | 2052-02-01      | 2.5000%  |  | $23334.54          | $19959.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBT6626 | 2038-04-01      | 4.5000%  |  | $48869.25          | $49034.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR4034 | 2051-02-01      | 2.0000%  |  | $61092.29          | $50518.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ5094 | 2050-10-01      | 2.0000%  |  | $65097.72          | $53628.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO7504 | 2050-01-01      | 3.0000%  |  | $927.03            | $838.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0827 | 2064-06-01      | 4.5000%  |  | $7339533.33        | $7182540.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8441 | 2055-08-01      | 6.0000%  |  | $170279.25         | $176632.88         | Agency Mortgage-Backed Securities |

### Security 132: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.150%, 11/3/2025
- **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: 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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 04.500 CLRJ2835 | 2054-11-01      | 4.5000%  |  | $8064683.43        | $7894760.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1356 | 2055-05-01      | 6.0000%  |  | $3483303.20        | $3618413.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3955 | 2035-03-01      | 2.5000%  |  | $188160.22         | $178201.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA0560 | 2030-10-01      | 3.5000%  |  | $25458.46          | $25100.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1596 | 2055-05-01      | 5.5000%  |  | $11511452.08       | $11766906.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAH0946 | 2040-12-01      | 4.0000%  |  | $170469.56         | $167788.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2360 | 2054-08-01      | 6.5000%  |  | $698831.17         | $738197.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD2358 | 2053-02-01      | 6.5000%  |  | $2823695.73        | $3013715.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  |  | $35841.11          | $36608.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $5970.57           | $5751.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0578 | 2055-06-01      | 6.0000%  |  | $30868020.95       | $32314990.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0393 | 2055-05-01      | 5.5000%  |  | $16264268.83       | $16739564.97       | Agency Mortgage-Backed Securities |

### Security 133: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.150%, 11/3/2025
- **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: 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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLAS5272 | 2045-06-01      | 3.5000%  |  | $48310.82          | $45981.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $8788918.51        | $9144919.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  |  | $102081.66         | $102524.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY5612 | 2045-06-01      | 3.5000%  |  | $6240555.56        | $5934061.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1707 | 2052-10-01      | 5.0000%  |  | $815405.84         | $818229.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  |  | $19196132.68       | $18874981.38       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9994 | 2053-10-01      | 6.0000%  |  | $40409878.00       | $42155786.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $12760.30          | $13097.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX4844 | 2055-02-01      | 6.5000%  |  | $3566437.87        | $3761071.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9726 | 2055-09-01      | 6.0000%  |  | $5510876.25        | $5710805.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2918 | 2054-11-01      | 6.0000%  |  | $3130308.43        | $3268899.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0247 | 2055-04-01      | 5.5000%  |  | $4273402.00        | $4365713.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS9882 | 2053-11-01      | 4.5000%  |  | $972046.38         | $960945.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM8480 | 2050-11-01      | 3.0000%  |  | $502016.57         | $451005.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  |  | $83849.85          | $78839.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  |  | $115229.93         | $100685.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2708 | 2048-05-01      | 4.0000%  |  | $183338.42         | $178097.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBY1847 | 2053-05-01      | 4.5000%  |  | $1429834.20        | $1407365.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0721 | 2053-05-01      | 5.0000%  |  | $1559818.49        | $1589956.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3512 | 2055-09-01      | 6.5000%  |  | $252408.00         | $262894.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1975 | 2055-11-01      | 6.5000%  |  | $211900.00         | $223678.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1645 | 2055-06-01      | 5.5000%  |  | $2322297.65        | $2387921.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT0966 | 2043-04-01      | 3.0000%  |  | $174866.96         | $162538.32         | Agency Mortgage-Backed Securities |

### Security 134: Fixed Income Clearing Corporation ("FICC") - MIZUHO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  4.170%, 11/3/2025
- **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: 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:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.500 CLCA7025 | 2050-09-01      | 2.5000%  |  | $571.70            | $500.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2205 | 2048-08-01      | 4.5000%  |  | $72.62             | $72.35             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBV8336 | 2037-05-01      | 3.0000%  |  | $609.26            | $585.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1363 | 2050-09-01      | 2.0000%  |  | $18028.92          | $14867.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3856 | 2055-10-01      | 6.0000%  |  | $465027.00         | $483169.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIDF3190 | 2040-11-01      | 5.5000%  |  | $608003.00         | $626918.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF2976 | 2055-10-01      | 6.0000%  |  | $1691.00           | $1757.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDF2618 | 2040-11-01      | 5.0000%  |  | $18366.00          | $18657.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1518 | 2055-11-01      | 5.5000%  |  | $1440810.00        | $1473191.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF1315 | 2055-10-01      | 6.0000%  |  | $1915258.00        | $1999619.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0844 | 2055-10-01      | 5.5000%  |  | $1258450.00        | $1283360.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  |  | $176757.85         | $172791.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB4648 | 2050-10-01      | 2.5000%  |  | $848014.03         | $731304.68         | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.500 WNWN2380 | 2029-12-01      | 4.5000%  |  | $3282179.00        | $3340339.21        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC U99084 G | 2044-02-01      | 4.5000%  |  | $139467.81         | $140145.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  |  | $87992.81          | $80914.84          | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G05394 G | 2035-05-01      | 7.0000%  |  | $182072.35         | $191440.58         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC D98784 G | 2031-09-01      | 4.0000%  |  | $4278.52           | $4263.63           | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51408 G | 2027-11-01      | 6.0000%  |  | $2923.40           | $2941.54           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC P00063 G | 2034-02-01      | 5.0000%  |  | $46490.85          | $47021.89          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 699281 X     | 2038-09-15      | 6.5000%  |  | $30.54             | $32.44             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003171 M     | 2031-12-20      | 5.5000%  |  | $108.81            | $111.88            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0689 M     | 2055-10-20      | 7.0000%  |  | $1848751.00        | $1929603.04        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0683 M     | 2055-10-20      | 4.0000%  |  | $314966.00         | $299303.48         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0682 M     | 2055-10-20      | 3.5000%  |  | $1021.00           | $938.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $1111.19           | $1113.66           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $927.33            | $940.29            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN0769 C     | 2055-09-20      | 5.5000%  |  | $1214152.00        | $1238582.36        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM3560 C     | 2055-10-20      | 5.5000%  |  | $1023.00           | $1043.58           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL3847 C     | 2055-10-20      | 6.0000%  |  | $1000.00           | $1033.57           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  |  | $110362.67         | $110668.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 763450 C     | 2031-05-20      | 5.0000%  |  | $84444.63          | $85364.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  |  | $3069170.00        | $3004502.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL3080 | 2055-10-01      | 6.5000%  |  | $1905233.00        | $2010264.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ7420 | 2055-11-01      | 6.0000%  |  | $2865012.00        | $2981294.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7304 | 2055-11-01      | 5.5000%  |  | $3775586.00        | $3880767.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ7049 | 2055-10-01      | 6.5000%  |  | $1011684.00        | $1071463.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIRR0040 | 2040-11-01      | 6.0000%  |  | $9712960.00        | $10090308.50       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3508 | 2055-09-01      | 6.0000%  |  | $1013648.00        | $1051198.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF1512 | 2055-10-01      | 5.0000%  |  | $1393652.00        | $1394165.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB1675 | 2040-11-01      | 5.5000%  |  | $481118.00         | $496674.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRQ0061 | 2055-11-01      | 4.0000%  |  | $171267.00         | $163276.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7030 | 2055-10-01      | 5.5000%  |  | $1383450.00        | $1425792.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ7039 | 2055-10-01      | 6.0000%  |  | $1136682.00        | $1183024.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 GLCA3795 | 2049-04-01      | 4.5000%  |  | $505.98            | $495.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1696 | 2040-10-01      | 6.0000%  |  | $1024.00           | $1069.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL3083 | 2055-10-01      | 6.5000%  |  | $2571224.00        | $2728630.91        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5263 | 2035-10-01      | 4.6800%  |  | $48593.00          | $49355.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA3277 | 2055-10-01      | 6.5000%  |  | $1056.00           | $1108.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7015 | 2055-10-01      | 5.5000%  |  | $1707122.00        | $1757013.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ7435 | 2055-11-01      | 6.0000%  |  | $2656578.00        | $2755633.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  |  | $1000.00           | $978.93            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0087 M     | 2054-12-20      | 3.0000%  |  | $1125.20           | $1016.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRBM4482 | 2043-01-01      | 4.0000%  |  | $240.53            | $236.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7019 | 2055-10-01      | 5.5000%  |  | $2888529.00        | $2962742.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7011 | 2055-10-01      | 5.5000%  |  | $1724566.00        | $1778940.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ7031 | 2055-10-01      | 6.0000%  |  | $1613911.00        | $1687106.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7028 | 2055-10-01      | 5.5000%  |  | $3899081.00        | $3997612.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ6826 | 2055-10-01      | 6.0000%  |  | $1293437.00        | $1346840.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2333 | 2048-09-01      | 4.0000%  |  | $349.87            | $342.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3095 | 2052-03-01      | 2.0000%  |  | $841.13            | $684.50            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  |  | $947.45            | $949.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ6665 | 2055-10-01      | 6.0000%  |  | $4498513.00        | $4670923.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7077 | 2055-10-01      | 5.5000%  |  | $230809.00         | $237872.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ5848 | 2055-09-01      | 5.5000%  |  | $9157.00           | $9362.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1831 | 2052-05-01      | 4.0000%  |  | $739.78            | $714.54            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785587 M     | 2044-12-20      | 3.5000%  |  | $532.79            | $499.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0551 | 2052-02-01      | 2.5000%  |  | $744.12            | $645.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA3273 | 2055-10-01      | 6.5000%  |  | $2326592.00        | $2423321.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3851 | 2052-06-01      | 4.0000%  |  | $30105.25          | $29122.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  |  | $2548.97           | $2227.24           | Agency Mortgage-Backed Securities  |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $121000.00         | $125907.94         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $800.00            | $826.19            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $2998500.00        | $3098181.42        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $694400.00         | $515933.70         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $5599600.00        | $5671626.59        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $6214100.00        | $6362172.68        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $954900.00         | $939553.69         | U.S. Treasuries (including strips) |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $200.00            | $196.90            | U.S. Treasuries (including strips) |
| USTR BILL 01/20/26        | 2026-01-20      | 0.0000%  |  | $221800.00         | $220018.28         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $8886500.00        | $9224161.79        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $999300.00         | $996957.64         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $900.00            | $918.65            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $258413100.00      | $264009205.13      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $999700.00         | $1019905.10        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $5700500.00        | $5936551.79        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $16000000.00       | $16535533.64       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $999900.00         | $1023224.06        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $190619600.00      | $197193815.15      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $473000.00         | $480834.30         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $700.00            | $711.84            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $600.00            | $604.05            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $1000.00           | $1000.77           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $8560100.00        | $8601731.41        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $1447000.00        | $1486796.12        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $6899500.00        | $7139990.10        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $1466200.00        | $1535493.31        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $25969300.00       | $27173514.93       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $3300800.00        | $3406633.55        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $728100.00         | $759026.78         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $749200.00         | $765164.74         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $3265800.00        | $3204271.94        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $2998600.00        | $2955601.84        | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $37000.00          | $39551.70          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $4600.00           | $4737.91           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $737100.00         | $696555.07         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $10161100.00       | $9326737.40        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $58446900.00       | $59560842.36       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $755200.00         | $595988.79         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $400.00            | $405.44            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11935800.00       | $12168784.55       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $19999900.00       | $20423274.08       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $10600.00          | $10543.70          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $600000.00         | $623779.72         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $6491600.00        | $6705101.32        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $1000.00           | $981.03            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $10977200.00       | $9334214.14        | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $9999800.00        | $9494575.76        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $15535000.00       | $13446627.16       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $1174600.00        | $875124.19         | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $200000.00         | $172308.45         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $3994400.00        | $2932105.80        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $100599800.00      | $75631878.23       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $14157600.00       | $8943821.43        | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $5000900.00        | $3585914.26        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $1517700.00        | $881344.68         | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $437000.00         | $300545.30         | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $266300.00         | $158962.13         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $999600.00         | $1026022.03        | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $12365400.00       | $12475100.45       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $460300.00         | $470518.66         | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $4999800.00        | $5081426.57        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $15032900.00       | $15892192.00       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $4996300.00        | $5155946.14        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $1000.00           | $1044.34           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $499500.00         | $506070.96         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $999800.00         | $1027518.69        | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $200.00            | $204.52            | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $5001200.00        | $5118886.06        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $180307900.00      | $183677992.82      | U.S. Treasuries (including strips) |
| USTR 4  NOTE AV 25        | 2025-12-15      | 4.0000%  |  | $80900.00          | $82123.37          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $1800.00           | $1839.08           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $1300.00           | $1343.14           | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $700.00            | $708.59            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $2177500.00        | $2205570.26        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $7433000.00        | $7514005.86        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $6932800.00        | $6909144.48        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $1346400.00        | $1307104.64        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $5000300.00        | $5089261.48        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $200.00            | $203.11            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $300.00            | $297.65            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $999200.00         | $1000371.41        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $726700.00         | $740804.03         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $3400100.00        | $3336696.19        | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $4999700.00        | $5041915.29        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $4935500.00        | $4943939.71        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $208212900.00      | $121144976.69      | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $100.00            | $66.43             | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $4419700.00        | $2434497.32        | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $3153600.00        | $1584480.56        | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $100.00            | $60.90             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $1000900.00        | $993115.00         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $359300.00         | $361042.16         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $15000000.00       | $14932055.41       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $47348500.00       | $46171510.99       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $5762900.00        | $5467341.20        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $46412800.00       | $41522433.35       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $2231500.00        | $2114308.31        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $15630500.00       | $15262182.73       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $104300.00         | $98568.66          | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1400.00           | $1365.33           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $84400.00          | $79036.51          | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $2900500.00        | $2714394.40        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $150000500.00      | $156988237.42      | U.S. Treasuries (including strips) |
| USTR BILL 02/10/26        | 2026-02-10      | 0.0000%  |  | $933000.00         | $923359.31         | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  |  | $59000.00          | $58128.81          | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $100.00            | $98.66             | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $124174400.00      | $120069194.34      | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $53100.00          | $52467.31          | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $176100.00         | $170785.83         | U.S. Treasuries (including strips) |
| USTR BILL 11/25/25        | 2025-11-25      | 0.0000%  |  | $141000.00         | $140665.69         | U.S. Treasuries (including strips) |
| USTR BILL 11/18/25        | 2025-11-18      | 0.0000%  |  | $900.00            | $898.55            | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  |  | $332000.00         | $328749.39         | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $890000.00         | $865496.52         | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $397800.00         | $388034.41         | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25        | 2025-11-13      | 0.0000%  |  | $100.00            | $99.89             | U.S. Treasuries (including strips) |
| USTR BILL 11/06/25        | 2025-11-06      | 0.0000%  |  | $73900.00          | $73876.28          | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  |  | $257600.00         | $254715.65         | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $87000.00          | $86274.07          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $268719000.00      | $267667771.27      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $2875000.00        | $2877969.21        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $107000.00         | $107278.86         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $1238300.00        | $1235976.55        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $5841100.00        | $5856049.86        | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $600.00            | $610.23            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $3340000.00        | $3386501.15        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $915600.00         | $932409.76         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $7000000.00        | $7142651.36        | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $244700.00         | $251964.24         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $800.00            | $816.71            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $161706900.00      | $167004201.85      | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $500.00            | $504.20            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $22000000.00       | $22168124.00       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $748800.00         | $753471.87         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $1000.00           | $1011.48           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $15607500.00       | $15960619.17       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $4438400.00        | $3867246.67        | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $707500.00         | $661542.22         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $2400000.00        | $2348605.20        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $15800500.00       | $14239231.04       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $2072000.00        | $1956676.62        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $9000100.00        | $8525565.77        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $1031900.00        | $1021562.98        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $94700.00          | $89701.14          | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $981600.00         | $863650.89         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $54600.00          | $51375.87          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $2500000.00        | $2359171.76        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $2750500.00        | $2602552.09        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $622800.00         | $592802.96         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $19016600.00       | $16655655.73       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $6580200.00        | $6429822.69        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  |  | $618700.00         | $580448.68         | U.S. Treasuries (including strips) |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $100.00            | $99.93             | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $800.00            | $800.31            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $150001900.00      | $149345060.43      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $27200.00          | $26851.27          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE S 25      | 2025-11-30      | 2.8750%  |  | $200.00            | $202.22            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $4000500.00        | $4094167.14        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $999900.00         | $1023330.62        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $3700600.00        | $3502945.40        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $5999100.00        | $6114115.04        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $381700.00         | $373853.39         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  |  | $2034000.00        | $2031326.23        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $2419100.00        | $1881191.76        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $999900.00         | $1015662.11        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $4000000.00        | $3920086.12        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $999800.00         | $954323.26         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $2269900.00        | $2389533.51        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $200.00            | $130.02            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $3061500.00        | $2295736.57        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $7400100.00        | $5640949.51        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $936200.00         | $773687.21         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $16100.00          | $10650.78          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $100.00            | $102.47            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $29999100.00       | $29612591.60       | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $1000.00           | $927.03            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $657800.00         | $678354.67         | U.S. Treasuries (including strips) |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $55000.00          | $54304.09          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $1214000.00        | $1252474.46        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $91100.00          | $87632.98          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $999100.00         | $1005276.50        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $812000.00         | $763955.58         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $400.00            | $413.92            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25      | 2025-11-15      | 2.2500%  |  | $200.00            | $201.95            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $29999500.00       | $19428229.40       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $4180000.00        | $4262646.00        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $3147000.00        | $3200720.86        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $1199500.00        | $1183095.50        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $1513400.00        | $1116908.99        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $313.15            | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $500.00            | $399.63            | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $1495100.00        | $1201338.53        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $505800.00         | $433631.61         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1800400.00        | $1588507.18        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $2000000.00        | $1656531.45        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $2897300.00        | $2295531.01        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $353600.00         | $325539.53         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2180500.00        | $2171107.85        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $1000000.00        | $944912.02         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $178600.00         | $182426.64         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $1100.00           | $1110.92           | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $2570000.00        | $1943693.26        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $2719900.00        | $2756099.06        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $44800400.00       | $45921560.20       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $999900.00         | $1017909.72        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $1300.00           | $1004.88           | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $3200.00           | $3173.23           | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $103000.00         | $96890.93          | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $7000500.00        | $6535352.73        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $100.00            | $102.30            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $142200.00         | $141229.45         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $300.00            | $203.68            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $4133900.00        | $3953476.45        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $418800.00         | $435647.01         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $1439500.00        | $1248115.23        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $121408300.00      | $120342335.13      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $5206500.00        | $5475216.63        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $262400.00         | $239215.01         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $39896700.00       | $39168421.71       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $191000.00         | $186617.85         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $8411300.00        | $8699890.46        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $6900000.00        | $6464899.80        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $39999800.00       | $29146773.40       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $28679000.00       | $28852384.52       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $34787300.00       | $34070831.92       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $4999100.00        | $4705696.14        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $18942900.00       | $18875387.81       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $200.00            | $177.24            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  4.140%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 69999A006, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3150000000.00
- **C.18.a - Value (excl. sponsor support):** $3150000000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $3200.00           | $3327.72           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $10239900.00       | $10479655.57       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $1064700.00        | $896594.43         | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $1000.00           | $949.48            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $7553000.00        | $5813106.97        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $19503000.00       | $15509042.53       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $491653000.00      | $439849113.25      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $100.00            | $93.58             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $364000900.00      | $344974358.14      | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $300.00            | $283.10            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $4100.00           | $3554.90           | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $8110700.00        | $7677495.35        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $152811000.00      | $155667154.69      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $109010000.00      | $114755296.81      | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/27 | 2027-10-31      | 3.9555%  |  | $32647000.00       | $32655063.81       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $44753900.00       | $46218874.16       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $101000000.00      | $99705086.68       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $140345600.00      | $143520914.55      | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $400.00            | $406.82            | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $5264000.00        | $4535158.52        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $272873200.00      | $258485840.59      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $100.00            | $81.43             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $883000.00         | $918520.32         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $6638500.00        | $6645356.04        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $947600.00         | $950025.31         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $8528000.00        | $8802668.57        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $3473800.00        | $3546379.73        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $175805400.00      | $181837257.34      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $274587200.00      | $282585270.01      | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $359000400.00      | $343331872.42      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $156000000.00      | $165640022.56      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $404317000.00      | $423425213.64      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $50570900.00       | $51396518.86       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $63005900.00       | $64126852.43       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $160900.00         | $151015.44         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  4.140%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $195000000.00      | $183434289.29      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $214000000.00      | $160887217.88      | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $175000000.00      | $168779100.00      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $151430000.00      | $156390644.34      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $46500300.00       | $47589940.01       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $159000000.00      | $158433326.59      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $167691100.00      | $173256032.14      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $200000000.00      | $178926646.74      | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $162710000.00      | $159644524.15      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $175000000.00      | $171736664.67      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $154600000.00      | $159904303.19      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $150000000.00      | $153899823.91      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $162625000.00      | $167821336.07      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  4.160%, 11/3/2025
- **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: 795991009, 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:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  |  | $1252.37           | $1237.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS9689 | 2032-05-01      | 3.0000%  |  | $106.63            | $103.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  |  | $2146.73           | $2125.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS9518 | 2032-03-01      | 3.5000%  |  | $126.76            | $125.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  |  | $1106.79           | $1104.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  |  | $939.64            | $938.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $216.59            | $197.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7796 | 2046-08-01      | 3.0000%  |  | $1684.21           | $1540.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS7712 | 2031-08-01      | 3.0000%  |  | $2271.03           | $2222.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  |  | $33.49             | $33.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAS6709 | 2036-02-01      | 3.5000%  |  | $742.15            | $723.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8137 | 2037-01-01      | 2.0000%  |  | $633.84            | $584.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  |  | $25323.83          | $23483.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  |  | $66311.29          | $70249.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $21010.32          | $19601.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  |  | $56900.04          | $53777.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  |  | $815.75            | $755.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  |  | $48554.09          | $47978.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3116 | 2052-11-01      | 5.0000%  |  | $9234.64           | $9357.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  |  | $2588.86           | $2204.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  |  | $842.40            | $782.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS3489 | 2037-01-01      | 2.0000%  |  | $4818.10           | $4450.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFS2429 | 2034-09-01      | 3.5000%  |  | $3271.24           | $3222.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  |  | $3183.09           | $2726.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1977 | 2051-11-01      | 2.0000%  |  | $55922593.63       | $45807408.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1911 | 2051-08-01      | 3.0000%  |  | $696.30            | $629.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  |  | $3369.91           | $3002.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $2490.24           | $2308.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4692 | 2037-08-01      | 2.5000%  |  | $769.48            | $725.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $3732.22           | $3627.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $4000.65           | $3831.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $2447.84           | $2269.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $20275.05          | $18799.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8092 | 2036-03-01      | 1.5000%  |  | $307828.05         | $277254.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8085 | 2036-01-01      | 2.5000%  |  | $279727.20         | $264127.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  |  | $3234.33           | $3158.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  |  | $222704.53         | $212149.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB1467 | 2037-02-01      | 1.5000%  |  | $55464288.28       | $49955907.96       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB0955 | 2038-08-01      | 5.5000%  |  | $62925.24          | $64646.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  |  | $730.89            | $710.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  |  | $3285219.86        | $3096790.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  |  | $4578.77           | $4317.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  |  | $1757.32           | $1698.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0355 | 2035-06-01      | 3.5000%  |  | $855.57            | $835.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  |  | $1091.92           | $1078.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0100 | 2034-10-01      | 2.5000%  |  | $1759.67           | $1678.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  |  | $1807.59           | $1752.47           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT1953 | 2049-05-01      | 4.5000%  |  | $2662.07           | $2646.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIZT1800 | 2034-03-01      | 4.0000%  |  | $72308.98          | $72461.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZT1799 | 2034-03-01      | 3.5000%  |  | $340.53            | $336.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  |  | $582611.59         | $519280.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  |  | $827.33            | $704.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1386 | 2051-10-01      | 3.0000%  |  | $42331.46          | $38176.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX4887 | 2044-12-01      | 4.0000%  |  | $891.17            | $867.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  |  | $1811.38           | $1764.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAX2187 | 2029-11-01      | 3.5000%  |  | $603.42            | $597.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  |  | $1005.82           | $982.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ8203 | 2042-01-01      | 4.5000%  |  | $96.81             | $97.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAJ5336 | 2026-11-01      | 3.0000%  |  | $54.69             | $54.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ3591 | 2041-10-01      | 4.0000%  |  | $39.70             | $39.07             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ1415 | 2041-09-01      | 4.5000%  |  | $38.70             | $39.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI4815 | 2041-06-01      | 4.5000%  |  | $850.64            | $858.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI3534 | 2041-06-01      | 4.5000%  |  | $1165.51           | $1162.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFS1377 | 2034-11-01      | 3.5000%  |  | $131.34            | $131.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW8154 | 2042-01-01      | 3.5000%  |  | $2177.94           | $2099.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  |  | $1810.93           | $1806.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW3616 | 2044-06-01      | 4.0000%  |  | $1061.53           | $1039.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAW3187 | 2044-06-01      | 5.0000%  |  | $2716.49           | $2741.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW1543 | 2029-03-01      | 3.5000%  |  | $474.17            | $470.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  |  | $316.72            | $314.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL776591 | 2034-04-01      | 5.0000%  |  | $1.52              | $1.57              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2040 | 2052-12-01      | 6.0000%  |  | $3458438.44        | $3613514.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  |  | $4576.69           | $4634.70           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  |  | $444307.97         | $397948.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $4644.43           | $4604.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1454 | 2052-08-01      | 4.5000%  |  | $286512.66         | $283245.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  |  | $1019776.85        | $1024739.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0972 | 2052-04-01      | 4.0000%  |  | $569369.09         | $550481.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  |  | $3115.42           | $3215.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  |  | $926.50            | $824.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2465 | 2055-06-01      | 6.5000%  |  | $1020.73           | $1074.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2246 | 2055-07-01      | 5.5000%  |  | $627612.05         | $647012.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA1430 | 2037-06-01      | 2.5000%  |  | $909.43            | $859.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1031 | 2055-02-01      | 5.0000%  |  | $83708752.43       | $83843244.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  |  | $4862.21           | $4875.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9281 | 2054-10-01      | 4.5000%  |  | $969.41            | $948.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9200 | 2054-09-01      | 4.5000%  |  | $996.98            | $975.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8751 | 2054-06-01      | 4.5000%  |  | $4498.90           | $4426.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  |  | $827.18            | $813.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  |  | $2583.57           | $2472.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  |  | $6570.00           | $6384.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  |  | $8387.45           | $8419.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  |  | $42701.47          | $39583.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $2565.31           | $2287.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $2150443.96        | $2061121.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBK0677 | 2050-02-01      | 3.0000%  |  | $3964.02           | $3569.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ9480 | 2048-03-01      | 4.5000%  |  | $5646.16           | $5630.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ1999 | 2047-10-01      | 3.5000%  |  | $2107.72           | $2004.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH9277 | 2048-02-01      | 3.5000%  |  | $325.23            | $306.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  |  | $1841.35           | $1834.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8068 | 2054-05-01      | 5.5000%  |  | $44608.70          | $45392.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  |  | $1755.20           | $1564.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  |  | $897.03            | $798.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  |  | $18197.20          | $16852.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  |  | $1765.31           | $1634.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6598 | 2052-08-01      | 3.5000%  |  | $1726.30           | $1599.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTFS5700 | 2042-07-01      | 4.0000%  |  | $4320.15           | $4275.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS5692 | 2053-06-01      | 4.5000%  |  | $6739.02           | $6611.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  |  | $3753.83           | $3875.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS5447 | 2052-09-01      | 2.5000%  |  | $1736.96           | $1487.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  |  | $874.63            | $812.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  |  | $855.61            | $728.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  |  | $365650.84         | $344031.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL5931 | 2028-09-01      | 3.5000%  |  | $166.88            | $166.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5876 | 2042-01-01      | 4.5000%  |  | $1059.24           | $1072.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $4437.03           | $4235.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIMA5088 | 2038-07-01      | 6.0000%  |  | $68912.87          | $71636.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $1234.27           | $1268.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $5627.55           | $5723.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  |  | $36673.05          | $35066.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $4277.19           | $3960.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $177651.93         | $183296.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA5036 | 2053-04-01      | 3.0000%  |  | $4379.45           | $3896.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  |  | $8167.32           | $7568.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $3072.29           | $3132.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $2403.33           | $2414.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $47697051.36       | $49243723.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  |  | $1362.63           | $1324.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $762.16            | $778.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  |  | $4664.52           | $4327.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD1719 | 2052-10-01      | 5.5000%  |  | $2291.21           | $2334.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0406 | 2041-12-01      | 2.0000%  |  | $3578576.01        | $3097302.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTSC0050 | 2040-02-01      | 3.0000%  |  | $18507120.53       | $17326847.43       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTSC0792 | 2045-09-01      | 6.0000%  |  | $13639536.00       | $14120029.57       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8371 | 2040-03-01      | 5.0000%  |  | $846.46            | $858.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  |  | $554.54            | $569.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8243 | 2038-07-01      | 5.0000%  |  | $610.96            | $620.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  |  | $6392.58           | $6025.67           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $4818.96           | $4684.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  |  | $3884.10           | $3775.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKBE2954 | 2036-12-01      | 3.0000%  |  | $87.98             | $82.49             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD7883 | 2046-09-01      | 3.5000%  |  | $398.58            | $376.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $730.57            | $691.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD1002 | 2046-03-01      | 3.5000%  |  | $414.94            | $394.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBC6175 | 2031-07-01      | 2.5000%  |  | $1683.62           | $1630.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3392 | 2033-06-01      | 3.5000%  |  | $180.83            | $178.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $68240.66          | $58367.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $4928.80           | $4215.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $2353.89           | $2255.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $4209.05           | $3902.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $8972.21           | $8319.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $61337.49          | $50159.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $172034.72         | $147358.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5326 | 2054-04-01      | 4.5000%  |  | $923.13            | $903.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  |  | $421326.53         | $438392.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $4503.44           | $4511.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  |  | $3744.80           | $3571.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  |  | $157900.27         | $135381.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  |  | $556.11            | $476.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2839 | 2055-10-01      | 5.5000%  |  | $1000.00           | $1016.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2301 | 2055-09-01      | 5.5000%  |  | $1004.00           | $1022.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2299 | 2055-09-01      | 5.5000%  |  | $1011.00           | $1027.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF2290 | 2055-09-01      | 4.5000%  |  | $1000.00           | $982.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF1940 | 2055-10-01      | 4.5000%  |  | $1402844.00        | $1378001.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS9469 | 2042-05-01      | 4.5000%  |  | $320720.69         | $324216.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH6231 | 2041-03-01      | 4.5000%  |  | $247.28            | $248.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAH4407 | 2026-01-01      | 3.5000%  |  | $3.29              | $3.29              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAH3431 | 2026-01-01      | 3.5000%  |  | $273.17            | $273.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  |  | $6.71              | $6.70              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH0057 | 2041-02-01      | 4.5000%  |  | $1548.31           | $1553.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL624329 | 2032-02-01      | 6.5000%  |  | $148.66            | $156.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3563 | 2049-01-01      | 4.0000%  |  | $348.62            | $338.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  |  | $460.20            | $454.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $1486.66           | $1478.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $2274.64           | $2208.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $4490.51           | $4359.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  |  | $309.28            | $307.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA2539 | 2046-02-01      | 4.0000%  |  | $110.20            | $107.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA2371 | 2045-08-01      | 4.0000%  |  | $439.11            | $427.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA2161 | 2030-01-01      | 3.5000%  |  | $828.35            | $821.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  |  | $1578.40           | $1580.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  |  | $25.85             | $25.88             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  |  | $401.68            | $403.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIAL3757 | 2027-03-01      | 5.0000%  |  | $4105.48           | $4163.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2120 | 2041-02-01      | 4.0000%  |  | $4554.34           | $4482.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL1953 | 2027-01-01      | 4.5000%  |  | $5.48              | $5.50              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL1867 | 2026-06-01      | 4.5000%  |  | $1294.65           | $1297.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  |  | $232.27            | $232.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAL2596 | 2027-11-01      | 2.5000%  |  | $682.56            | $673.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  |  | $2367.01           | $2396.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL0519 | 2026-03-01      | 4.0000%  |  | $22.40             | $22.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  |  | $1821.32           | $1836.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  |  | $576.54            | $582.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAK5982 | 2027-03-01      | 3.5000%  |  | $1359.64           | $1353.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAK5980 | 2027-03-01      | 3.5000%  |  | $1564.98           | $1558.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAK5978 | 2027-03-01      | 3.5000%  |  | $1127.39           | $1122.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  |  | $106.30            | $105.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1449 | 2049-09-01      | 3.5000%  |  | $473.21            | $443.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1090 | 2049-05-01      | 4.0000%  |  | $1193.33           | $1156.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFM1043 | 2039-06-01      | 4.5000%  |  | $3322.98           | $3362.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFM1007 | 2034-05-01      | 4.0000%  |  | $495.11            | $496.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3329 | 2055-08-01      | 6.0000%  |  | $14395053.00       | $15083006.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  |  | $3548.43           | $3581.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  |  | $1087.15           | $1097.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAH9694 | 2026-04-01      | 4.0000%  |  | $26.44             | $26.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAH6500 | 2026-03-01      | 3.5000%  |  | $128.47            | $128.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAH5801 | 2026-02-01      | 3.5000%  |  | $148.43            | $148.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAH5695 | 2041-02-01      | 4.0000%  |  | $973.81            | $957.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  |  | $3308.34           | $3255.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $3284.57           | $3234.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  |  | $5969.58           | $5534.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  |  | $2609.66           | $2546.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  |  | $35842.07          | $35286.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $7284580.87        | $6972657.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $2499.48           | $2317.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8263 | 2052-11-01      | 3.0000%  |  | $108468.55         | $96614.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  |  | $572231.79         | $547936.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $9139.66           | $8145.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8259 | 2052-10-01      | 5.5000%  |  | $1499.60           | $1528.47           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $1374031.98        | $1350905.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  |  | $165.90            | $151.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA0949 | 2032-01-01      | 3.5000%  |  | $121.89            | $120.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  |  | $65133.78          | $65166.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  |  | $187121.93         | $194701.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  |  | $2145.35           | $2206.66           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $349838214.95      | $355279015.36      | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8452 | 2054-08-01      | 5.0000%  |  | $112135.76         | $112182.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  |  | $2427.92           | $2497.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA3389 | 2038-06-01      | 4.0000%  |  | $2069.54           | $2045.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3383 | 2048-06-01      | 3.5000%  |  | $3583.82           | $3365.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3357 | 2048-05-01      | 4.0000%  |  | $92.46             | $89.63             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  |  | $3451.95           | $3289.24           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08615 G | 2044-11-01      | 3.5000%  |  | $79.98             | $76.23             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08542 G | 2043-08-01      | 4.0000%  |  | $68.16             | $67.01             | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  |  | $101.93            | $92.20             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  |  | $307.31            | $298.52            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  |  | $67.22             | $65.31             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08851 G | 2048-12-01      | 3.5000%  |  | $398.57            | $374.93            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  |  | $223.27            | $217.02            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  |  | $255.20            | $254.44            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08807 G | 2048-04-01      | 3.0000%  |  | $168.09            | $152.55            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  |  | $1389.92           | $1347.78           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16308 G | 2032-09-01      | 3.5000%  |  | $122.04            | $121.01            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  |  | $1755.10           | $1673.29           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G05497 G | 2039-06-01      | 4.5000%  |  | $44.38             | $44.81             | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G30485 G | 2029-08-01      | 5.0000%  |  | $3133.66           | $3158.47           | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G30333 G | 2027-03-01      | 5.0000%  |  | $52.27             | $52.54             | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G01233 G | 2031-04-01      | 7.0000%  |  | $25.33             | $26.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  |  | $9386.11           | $8955.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7229 | 2053-10-01      | 5.5000%  |  | $1686.40           | $1717.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  |  | $1716.97           | $1686.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7106 | 2053-09-01      | 5.5000%  |  | $862.67            | $882.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB6012 | 2053-04-01      | 4.0000%  |  | $313472.21         | $299450.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  |  | $38369.24          | $38650.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF0404 | 2055-09-01      | 4.5000%  |  | $1000.00           | $982.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $1000.00           | $981.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7246 | 2055-09-01      | 5.5000%  |  | $1001.87           | $1017.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7994 | 2055-09-01      | 5.5000%  |  | $998.15            | $1014.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2855 | 2055-06-01      | 5.5000%  |  | $995.86            | $1012.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE0708 | 2055-06-01      | 6.5000%  |  | $3843.68           | $4041.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $9080.05           | $8691.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  |  | $105357.97         | $100884.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  |  | $3578357.66        | $3318020.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $97767.51          | $83349.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  |  | $833.07            | $680.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  |  | $4013.41           | $3884.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  |  | $586.30            | $581.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  |  | $1997.91           | $1935.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $2201.35           | $1987.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $195.81            | $187.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  |  | $2209.56           | $2184.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  |  | $4359.47           | $4148.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1027 | 2051-07-01      | 2.5000%  |  | $32176.87          | $27513.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  |  | $871.36            | $868.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7594 | 2046-07-01      | 3.5000%  |  | $376.05            | $356.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  |  | $1424.40           | $1455.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL2088 | 2026-09-01      | 4.0000%  |  | $77.94             | $77.91             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  |  | $220.43            | $219.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $2036.58           | $2014.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL9259 | 2031-08-01      | 3.5000%  |  | $858.03            | $851.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  |  | $510871.56         | $455508.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  |  | $3299.64           | $3137.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0490 | 2045-01-01      | 4.0000%  |  | $1799817.18        | $1770414.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $643.60            | $602.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL7969 | 2031-02-01      | 3.0000%  |  | $102857.51         | $101064.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH9980 | 2047-10-01      | 3.5000%  |  | $1853436.17        | $1741641.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  |  | $1024.53           | $1073.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CQAL6777 | 2044-07-01      | 5.0000%  |  | $555.57            | $570.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTZJ9356 | 2027-05-01      | 5.0000%  |  | $4925.47           | $4940.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBE3667 | 2047-06-01      | 3.5000%  |  | $954.29            | $903.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3664 | 2049-05-01      | 4.0000%  |  | $616.53            | $597.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  |  | $9166382.42        | $9192925.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBM5279 | 2033-12-01      | 4.0000%  |  | $1117.78           | $1120.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA7009 | 2049-05-01      | 4.5000%  |  | $1973.05           | $1956.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1543 | 2048-11-01      | 3.5000%  |  | $4268.09           | $4021.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1963 | 2054-09-01      | 5.5000%  |  | $66613.01          | $67696.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  |  | $348.17            | $325.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $2357.41           | $2110.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  |  | $288.04            | $282.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS7802 | 2037-03-01      | 2.5000%  |  | $4236.29           | $3993.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7734 | 2055-04-01      | 6.0000%  |  | $2981.16           | $3089.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7436 | 2055-04-01      | 6.5000%  |  | $816.05            | $858.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6713 | 2055-04-01      | 6.5000%  |  | $995.40            | $1047.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6320 | 2055-04-01      | 6.0000%  |  | $3675.98           | $3820.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7155 | 2055-10-01      | 5.5000%  |  | $1000.00           | $1016.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  |  | $4507.74           | $3693.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8134 | 2051-03-01      | 2.0000%  |  | $295142.66         | $242004.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  |  | $10190540.84       | $8349351.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7574 | 2054-09-01      | 6.0000%  |  | $63696637.12       | $66350812.30       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $15817897.60       | $16705228.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  |  | $4180.77           | $3814.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $2554.20           | $2478.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $481038.59         | $425665.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL9924 | 2045-07-01      | 4.0000%  |  | $623115.71         | $606304.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL5915 | 2043-05-01      | 3.5000%  |  | $259460.90         | $247733.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL5724 | 2043-05-01      | 3.5000%  |  | $244382.65         | $233335.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 4UZL1047 | 2035-05-01      | 5.0000%  |  | $55026.35          | $54528.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK6912 | 2029-06-01      | 2.5000%  |  | $684507.38         | $675093.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI1265 | 2033-11-01      | 6.0000%  |  | $62711.47          | $64420.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  |  | $3652.08           | $3452.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CT256639 | 2027-02-01      | 5.0000%  |  | $3096.33           | $3108.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CT256126 | 2026-02-01      | 6.5000%  |  | $8.50              | $8.53              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CT256107 | 2026-01-01      | 6.5000%  |  | $299.86            | $311.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  |  | $499.53            | $514.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 GO254485 | 2031-11-01      | 7.0000%  |  | $436.36            | $439.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 K2254360 | 2032-05-01      | 7.0000%  |  | $625.47            | $632.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 GO254125 | 2031-10-01      | 8.0000%  |  | $263.94            | $266.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 GO254071 | 2030-12-01      | 8.0000%  |  | $2705.84           | $2753.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL254009 | 2031-10-01      | 7.5000%  |  | $118.38            | $121.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL253959 | 2031-08-01      | 8.5000%  |  | $391.24            | $398.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL253671 | 2031-01-01      | 8.5000%  |  | $3009.25           | $3146.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  |  | $640650.39         | $649974.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  |  | $35255.23          | $30321.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  |  | $3881.47           | $3455.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  |  | $2408.99           | $2059.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2666 | 2052-01-01      | 3.0000%  |  | $399841.35         | $355861.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB0998 | 2051-07-01      | 3.0000%  |  | $10108.06          | $8993.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0988 | 2051-07-01      | 2.5000%  |  | $39327.50          | $33852.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5090 | 2052-11-01      | 6.0000%  |  | $777.79            | $813.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4959 | 2052-10-01      | 4.5000%  |  | $3184.47           | $3130.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  |  | $59992.91          | $60968.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8010 | 2049-09-01      | 3.0000%  |  | $750.63            | $677.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  |  | $2805.41           | $2629.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB8283 | 2039-02-01      | 6.0000%  |  | $1063.05           | $1105.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  |  | $4871.80           | $5011.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTAL6720 | 2034-06-01      | 4.0000%  |  | $2071.33           | $2059.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  |  | $14890.22          | $14211.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3381 | 2055-03-01      | 6.0000%  |  | $753.22            | $774.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1295 | 2046-08-01      | 3.5000%  |  | $935.21            | $891.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  |  | $250000.78         | $253889.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $24703.27          | $24182.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2087 | 2055-06-01      | 5.5000%  |  | $110369.45         | $112865.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  |  | $109.66            | $99.07             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5242 | 2035-04-01      | 4.5000%  |  | $12058.40          | $12200.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF1859 | 2055-10-01      | 5.0000%  |  | $1016.00           | $1019.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  |  | $1077120.00        | $1129315.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CTMA5869 | 2045-08-01      | 7.0000%  |  | $141115.06         | $148754.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  |  | $2834.54           | $2313.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $2488.65           | $2489.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  |  | $2363.85           | $2105.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ6556 | 2051-09-01      | 3.0000%  |  | $289313.63         | $257852.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  |  | $3378.19           | $3008.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  |  | $27606.27          | $25437.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8670 | 2032-09-01      | 3.5000%  |  | $1138.09           | $1127.08           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  |  | $1151.14           | $1120.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  |  | $23827104.90       | $24249591.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIMA5747 | 2040-06-01      | 6.0000%  |  | $8173.76           | $8490.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  |  | $698.02            | $598.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $1036250.66        | $1070066.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1936 | 2052-06-01      | 3.5000%  |  | $1196219.40        | $1113628.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $4265.89           | $4144.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $17599.95          | $17704.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  |  | $4847.22           | $4979.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  |  | $2570.52           | $2289.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP889151 | 2038-01-01      | 6.5000%  |  | $423.16            | $441.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL985626 | 2033-04-01      | 6.0000%  |  | $4471.38           | $4652.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL6146 | 2030-01-01      | 3.5000%  |  | $126.99            | $126.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  |  | $1790.32           | $1690.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  |  | $1803.82           | $1638.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  |  | $2339.81           | $2107.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNRD5261 | 2035-09-01      | 5.5000%  |  | $1467437.76        | $1509763.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5219 | 2034-11-01      | 5.0000%  |  | $4824.83           | $4893.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7659 | 2052-07-01      | 3.5000%  |  | $230401.30         | $213354.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA1374 | 2049-09-01      | 3.5000%  |  | $141937.82         | $132851.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  |  | $55723.43          | $56765.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN5269 | 2036-02-01      | 2.0000%  |  | $6105958.58        | $5640786.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG1199 | 2053-04-01      | 6.0000%  |  | $2687774.55        | $2800612.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE7095 | 2052-08-01      | 4.0000%  |  | $319446.31         | $306003.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC0945 | 2051-04-01      | 2.5000%  |  | $597088.14         | $512936.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBC0912 | 2031-05-01      | 3.0000%  |  | $128.54            | $125.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  |  | $2386.82           | $2298.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAZ8597 | 2030-08-01      | 3.0000%  |  | $1619.68           | $1587.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  |  | $23.83             | $23.78             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAZ7833 | 2030-08-01      | 3.0000%  |  | $4399.40           | $4289.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3381 | 2055-10-01      | 5.5000%  |  | $461528.00         | $470124.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3264 | 2055-11-01      | 5.0000%  |  | $1000.00           | $1003.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3196 | 2055-11-01      | 5.5000%  |  | $1907500.00        | $1960639.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3277 | 2048-02-01      | 4.0000%  |  | $504.42            | $490.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  |  | $1298.13           | $1264.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  |  | $1236.66           | $1201.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  |  | $2249.28           | $2124.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3147 | 2047-10-01      | 3.0000%  |  | $699.29            | $638.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3143 | 2047-09-01      | 3.0000%  |  | $191.28            | $173.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3087 | 2047-08-01      | 3.5000%  |  | $480.99            | $452.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $882.66            | $896.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  |  | $53494754.93       | $54417075.82       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8417 | 2054-03-01      | 4.5000%  |  | $16188678.63       | $15847583.17       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8413 | 2054-02-01      | 4.0000%  |  | $11259.26          | $10734.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  |  | $41555586.21       | $42321178.61       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8369 | 2053-10-01      | 6.5000%  |  | $3201186.06        | $3333768.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8365 | 2053-10-01      | 4.5000%  |  | $2481493.83        | $2431685.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8364 | 2053-09-01      | 6.5000%  |  | $333112.82         | $346682.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5762 | 2055-07-01      | 6.5000%  |  | $945.89            | $984.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $23382077.55       | $24042621.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  |  | $4894.85           | $4532.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5738 | 2055-06-01      | 7.0000%  |  | $912.91            | $960.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  |  | $1000.29           | $953.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5746 | 2040-06-01      | 5.5000%  |  | $4604.42           | $4726.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0743 | 2036-06-01      | 2.0000%  |  | $137076.26         | $126333.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB0738 | 2051-06-01      | 3.0000%  |  | $4369.02           | $3890.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  |  | $887.37            | $917.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $12401.93          | $11499.03          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  |  | $245.41            | $244.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9829 | 2047-06-01      | 3.5000%  |  | $222.16            | $209.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  |  | $13064.32          | $11774.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  |  | $16441.36          | $15390.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAX3298 | 2030-08-01      | 3.0000%  |  | $4599.23           | $4504.14           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD0785 | 2051-12-01      | 2.0000%  |  | $748.55            | $618.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  |  | $259580.40         | $230994.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU3058 | 2051-12-01      | 2.5000%  |  | $473720.01         | $403822.78         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  |  | $115.74            | $104.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1423 | 2032-05-01      | 2.5000%  |  | $171.37            | $165.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  |  | $933.76            | $916.69            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08699 G | 2046-03-01      | 4.0000%  |  | $110.20            | $107.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $166.86            | $165.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $13368.22          | $11912.25          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  |  | $8944.52           | $8070.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  |  | $4733.19           | $4406.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTAL8083 | 2029-03-01      | 6.0000%  |  | $4806.53           | $4937.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  |  | $4972472.09        | $4762252.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  |  | $641.63            | $637.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5849 | 2050-12-01      | 2.0000%  |  | $1019480.89        | $829637.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6240 | 2052-04-01      | 3.0000%  |  | $254330.47         | $229087.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $2575.47           | $2555.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  |  | $3341.23           | $3241.94           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  |  | $643.37            | $641.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ6973 | 2045-11-01      | 4.0000%  |  | $193.62            | $186.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBV7970 | 2037-08-01      | 3.0000%  |  | $21113.55          | $20295.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $1670.14           | $1655.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $833.39            | $743.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA0901 | 2052-10-01      | 2.0000%  |  | $1913.75           | $1563.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB1547 | 2035-07-01      | 3.0000%  |  | $139711.01         | $136100.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $1596.13           | $1494.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIFS4803 | 2038-06-01      | 4.5000%  |  | $4589.63           | $4607.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3494 | 2048-10-01      | 3.5000%  |  | $92.33             | $86.57             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $1933.97           | $1810.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3610 | 2034-03-01      | 3.5000%  |  | $696.74            | $688.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $18863583.50       | $15445552.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  |  | $7891677.75        | $6463384.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  |  | $5758.12           | $5435.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  |  | $1974.38           | $1868.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  |  | $1424.39           | $1162.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7799 | 2050-11-01      | 2.0000%  |  | $5288.44           | $4339.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $41170.05          | $35831.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7021 | 2050-09-01      | 2.0000%  |  | $2066.81           | $1688.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $3623.41           | $3254.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICA5939 | 2035-06-01      | 2.0000%  |  | $126026.37         | $118045.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICA5476 | 2035-03-01      | 3.5000%  |  | $4286.33           | $4194.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5070 | 2035-01-01      | 3.0000%  |  | $327902.39         | $318865.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  |  | $6235.36           | $5621.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5649 | 2055-04-01      | 5.5000%  |  | $986.77            | $1012.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD5147 | 2055-04-01      | 5.0000%  |  | $1986.79           | $2001.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4905 | 2055-03-01      | 6.0000%  |  | $985.61            | $1013.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4013 | 2055-02-01      | 6.0000%  |  | $26016.14          | $26758.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDD2310 | 2055-02-01      | 4.5000%  |  | $986.77            | $967.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDD0628 | 2055-08-01      | 4.5000%  |  | $301633.68         | $295278.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9987 | 2055-01-01      | 6.0000%  |  | $874.45            | $898.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9628 | 2055-01-01      | 6.0000%  |  | $948.49            | $980.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8769 | 2055-01-01      | 5.0000%  |  | $3056.63           | $3089.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4904 | 2054-10-01      | 5.5000%  |  | $973.06            | $988.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $921.62            | $936.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC2615 | 2055-04-01      | 6.0000%  |  | $1985.30           | $2061.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0241 | 2054-08-01      | 6.0000%  |  | $2767812.13        | $2889789.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6539 | 2054-08-01      | 5.5000%  |  | $983.59            | $999.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $10700359.67       | $10750615.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  |  | $19233.38          | $17810.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  |  | $835.68            | $847.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  |  | $166669.93         | $171362.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $10596.75          | $10102.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  |  | $2086.50           | $2167.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  |  | $14184.53          | $14757.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL836865 | 2035-11-01      | 5.0000%  |  | $2723.34           | $2806.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL832244 | 2035-08-01      | 5.0000%  |  | $1928.91           | $1988.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CT831587 | 2026-07-01      | 6.5000%  |  | $119.71            | $124.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  |  | $1489.26           | $1442.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  |  | $444.55            | $441.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6755 | 2052-11-01      | 3.5000%  |  | $52039.52          | $48850.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $3736.98           | $3667.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  |  | $6493.78           | $6020.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6429 | 2054-05-01      | 5.5000%  |  | $926.99            | $944.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  |  | $1781.80           | $1729.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  |  | $1940.86           | $1877.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  |  | $4817.23           | $4517.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  |  | $1377.64           | $1253.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  |  | $554027.75         | $544214.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3913 | 2050-11-01      | 2.5000%  |  | $416784.25         | $363419.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  |  | $7681227.33        | $7920728.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  |  | $22810.48          | $22431.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $156683718.63      | $161155315.28      | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  |  | $1595.41           | $1580.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY6525 | 2045-03-01      | 3.5000%  |  | $78.59             | $74.50             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3340 | 2033-04-01      | 3.5000%  |  | $106.82            | $105.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $1410597.51        | $1455419.24        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  |  | $1935.95           | $1772.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $9786.15           | $9159.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $2331.27           | $1996.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $1873.29           | $1873.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  |  | $4748.39           | $4442.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAA0862 | 2039-01-01      | 5.0000%  |  | $17731.00          | $18152.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $12539.59          | $11625.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZJ6315 | 2032-08-01      | 6.5000%  |  | $295.58            | $307.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5467 | 2054-09-01      | 4.0000%  |  | $933.43            | $889.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  |  | $611.36            | $622.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $26279.31          | $26368.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $278519.53         | $247846.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  |  | $780.70            | $739.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  |  | $834500.00         | $856556.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  |  | $4838.98           | $4480.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1541 | 2055-11-01      | 6.0000%  |  | $1688464.00        | $1747501.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $989.60            | $990.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1190 | 2055-08-01      | 5.5000%  |  | $999.08            | $1019.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $665669.53         | $676022.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  |  | $11751.53          | $10882.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  |  | $2165.57           | $2100.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL745820 | 2036-08-01      | 6.5000%  |  | $48.09             | $51.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL725704 | 2034-08-01      | 6.0000%  |  | $752.83            | $786.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL669954 | 2033-01-01      | 6.0000%  |  | $668.76            | $686.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL647012 | 2032-06-01      | 7.0000%  |  | $42.24             | $44.37             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAZ2881 | 2030-08-01      | 3.5000%  |  | $435.75            | $429.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ2323 | 2045-07-01      | 4.0000%  |  | $85.99             | $83.48             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7086 | 2053-10-01      | 5.5000%  |  | $15550940.00       | $16053022.83       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5709 | 2054-07-01      | 6.0000%  |  | $255518.47         | $266246.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD5696 | 2054-06-01      | 6.5000%  |  | $854.44            | $910.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD5185 | 2052-09-01      | 4.0000%  |  | $1738.59           | $1663.54           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD4958 | 2052-06-01      | 2.0000%  |  | $1556965.18        | $1274744.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  |  | $2772.66           | $2567.67           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD4556 | 2054-01-01      | 4.0000%  |  | $1743.56           | $1667.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL906693 | 2036-12-01      | 5.5000%  |  | $668.85            | $693.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL899717 | 2037-09-01      | 6.0000%  |  | $1096.03           | $1167.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  |  | $328.23            | $347.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL889072 | 2037-12-01      | 6.5000%  |  | $228.00            | $243.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 NP888412 | 2037-04-01      | 7.0000%  |  | $688.45            | $706.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  |  | $270.09            | $282.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9426 | 2054-10-01      | 5.0000%  |  | $198085.96         | $198164.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  |  | $918.31            | $786.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS9270 | 2051-09-01      | 4.5000%  |  | $4177.50           | $4159.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAO7976 | 2027-06-01      | 3.0000%  |  | $156.08            | $154.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO3048 | 2042-06-01      | 3.5000%  |  | $4842.10           | $4634.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL8271 | 2031-04-01      | 3.5000%  |  | $2359.65           | $2341.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL8238 | 2030-08-01      | 3.5000%  |  | $2664.36           | $2646.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  |  | $3079.32           | $3025.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9563 | 2046-11-01      | 3.0000%  |  | $7255.35           | $6638.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  |  | $562.74            | $512.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  |  | $279.61            | $279.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  |  | $3139.76           | $3034.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  |  | $1511.85           | $1414.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  |  | $881.86            | $784.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $1539.11           | $1571.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $578197.38         | $568406.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $4297.53           | $3979.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  |  | $4122.13           | $4185.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  |  | $8568.24           | $8168.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5468 | 2054-09-01      | 4.5000%  |  | $82786.76          | $81042.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  |  | $8639.05           | $8236.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  |  | $729.89            | $759.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  |  | $934.67            | $936.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIMA5407 | 2039-06-01      | 6.0000%  |  | $38586.59          | $40077.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $41063.81          | $41161.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  |  | $11856.61          | $10981.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5207 | 2053-11-01      | 4.0000%  |  | $1812.86           | $1733.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAZ2297 | 2030-07-01      | 3.0000%  |  | $3978.21           | $3874.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAZ0084 | 2030-06-01      | 3.5000%  |  | $526.41            | $520.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAY8351 | 2045-05-01      | 4.0000%  |  | $28.06             | $27.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  |  | $3110774.20        | $2864105.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  |  | $14647.78          | $15064.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  |  | $920.26            | $789.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  |  | $2741.25           | $2238.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  |  | $1525367.61        | $1434173.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3TSF3003 | 2033-10-01      | 2.5000%  |  | $8230.33           | $7809.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  |  | $1443.65           | $1437.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $3939.22           | $3667.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  |  | $15768.95          | $14621.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK4284 | 2048-09-01      | 4.5000%  |  | $3939.81           | $3911.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $15222.32          | $13561.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM8347 | 2033-12-01      | 3.0000%  |  | $346.97            | $339.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8390 | 2053-11-01      | 4.0000%  |  | $1813.31           | $1730.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $766.87            | $782.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 GL252409 | 2029-03-01      | 6.5000%  |  | $691.48            | $706.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 GL252670 | 2029-07-01      | 7.0000%  |  | $220.06            | $226.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL253183 | 2030-04-01      | 7.5000%  |  | $57.42             | $59.33             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  |  | $169.74            | $165.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAX5294 | 2027-01-01      | 4.0000%  |  | $24.59             | $24.57             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  |  | $1351.67           | $1265.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  |  | $3881.53           | $3619.36           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  |  | $183.24            | $182.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTFM3350 | 2040-04-01      | 3.5000%  |  | $2639.93           | $2547.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTFM7334 | 2040-03-01      | 4.0000%  |  | $2287.42           | $2262.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  |  | $1059.18           | $1029.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  |  | $1629.15           | $1449.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0097 | 2034-10-01      | 2.5000%  |  | $1638.16           | $1562.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0409 | 2052-09-01      | 5.0000%  |  | $2094820.64        | $2117165.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $5214.02           | $4273.08           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  |  | $6231.35           | $5929.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICA5477 | 2035-03-01      | 3.5000%  |  | $917.92            | $898.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAA6652 | 2039-06-01      | 4.5000%  |  | $63.62             | $63.98             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL931307 | 2039-06-01      | 4.5000%  |  | $3410.67           | $3452.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  |  | $71.29             | $70.74             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZJ6519 | 2032-10-01      | 6.0000%  |  | $250.21            | $257.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5645 | 2045-08-01      | 3.5000%  |  | $117.55            | $111.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $2639.62           | $2352.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5159 | 2038-08-01      | 3.5000%  |  | $738.22            | $717.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $87637888.45       | $89238185.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  |  | $2642.80           | $2528.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $368891.54         | $379702.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  |  | $33028.63          | $33149.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU4112 | 2053-07-01      | 5.0000%  |  | $928.66            | $933.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3372 | 2053-07-01      | 5.0000%  |  | $252022.38         | $255202.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLSD3020 | 2035-06-01      | 7.5000%  |  | $439.59            | $460.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  |  | $875.45            | $745.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  |  | $1610.05           | $1622.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  |  | $4176.64           | $3880.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAL7800 | 2030-11-01      | 2.5000%  |  | $645.19            | $627.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL7504 | 2030-11-01      | 3.5000%  |  | $708.39            | $702.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  |  | $2921.99           | $2902.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $3633.04           | $3456.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL8081 | 2031-02-01      | 3.5000%  |  | $176.90            | $176.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL6970 | 2035-07-01      | 3.5000%  |  | $1233.37           | $1195.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  |  | $111.70            | $111.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL6598 | 2030-04-01      | 3.5000%  |  | $1287.95           | $1279.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  |  | $343.00            | $344.27            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC J40517 G | 2034-04-01      | 3.5000%  |  | $138.30            | $135.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5417 | 2054-07-01      | 4.0000%  |  | $8660.02           | $8256.06           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC E02892 G | 2026-05-01      | 3.5000%  |  | $6.22              | $6.21              | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC A94713 G | 2040-11-01      | 4.0000%  |  | $58.17             | $57.33             | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A89385 G | 2039-10-01      | 4.5000%  |  | $997.78            | $1011.24           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  |  | $391.48            | $389.43            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  |  | $2067.76           | $2014.93           | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC C90987 G | 2026-06-01      | 5.0000%  |  | $1496.64           | $1501.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5035 | 2050-07-01      | 4.0000%  |  | $238.60            | $231.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM4579 | 2050-10-01      | 2.5000%  |  | $104786.11         | $90149.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM4317 | 2050-09-01      | 3.0000%  |  | $26227.84          | $23569.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $8674.73           | $8121.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $27231.22          | $26359.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $1438.75           | $1418.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  |  | $1201.02           | $1166.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM3081 | 2033-04-01      | 3.0000%  |  | $1412.15           | $1383.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  |  | $19.92             | $19.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $1031.31           | $937.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM2547 | 2035-02-01      | 3.0000%  |  | $808.34            | $783.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM2414 | 2035-02-01      | 3.5000%  |  | $4958.44           | $4852.10           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  |  | $478.36            | $470.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $3166.65           | $3114.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS4169 | 2044-12-01      | 4.0000%  |  | $190.28            | $185.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  |  | $2469.10           | $2302.35           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  |  | $1200.28           | $1170.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7245 | 2046-05-01      | 3.5000%  |  | $104.28            | $98.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CI890838 | 2033-05-01      | 4.0000%  |  | $1021.13           | $1023.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  |  | $72813381.32       | $76264444.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  |  | $500000.17         | $507272.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  |  | $213.46            | $200.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI1886 | 2041-05-01      | 4.5000%  |  | $338.19            | $341.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  |  | $2707.03           | $2732.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  |  | $185.14            | $186.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD5146 | 2055-04-01      | 5.0000%  |  | $993.57            | $1001.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4195 | 2050-10-01      | 4.5000%  |  | $1046.68           | $1032.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $847.54            | $851.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0178 | 2055-08-01      | 5.5000%  |  | $999.07            | $1019.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  |  | $995.31            | $847.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2601 | 2055-04-01      | 6.5000%  |  | $1990.46           | $2089.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  |  | $4765.54           | $4895.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF4523 | 2052-12-01      | 6.5000%  |  | $979758.41         | $1028625.49        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  |  | $87.29             | $83.19             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $32933369.23       | $33496968.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $125352694.53      | $128873601.02      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  |  | $4705.57           | $4901.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7344 | 2055-01-01      | 5.5000%  |  | $27360947.45       | $28160498.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  |  | $948.86            | $945.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3278 | 2048-11-01      | 3.5000%  |  | $795.88            | $750.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $1659.63           | $1479.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  |  | $121.44            | $114.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $28680.97          | $26243.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $76094697.12       | $77396931.01       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $2427.99           | $2439.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  |  | $8056207.28        | $8281265.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL253348 | 2030-06-01      | 8.5000%  |  | $229.91            | $238.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL253438 | 2030-09-01      | 8.5000%  |  | $176.34            | $184.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 K2253553 | 2030-10-01      | 8.0000%  |  | $1999.14           | $2065.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL253642 | 2031-02-01      | 7.0000%  |  | $2950.59           | $3099.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  |  | $761.56            | $711.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $595.11            | $489.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1886 | 2049-06-01      | 3.5000%  |  | $3869.12           | $3628.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM2574 | 2035-02-01      | 2.5000%  |  | $1476.66           | $1419.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM1649 | 2030-07-01      | 3.0000%  |  | $1785.99           | $1763.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  |  | $424.30            | $418.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  |  | $2539.50           | $2567.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1567 | 2049-08-01      | 3.5000%  |  | $2112.67           | $1977.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBU1256 | 2037-03-01      | 1.5000%  |  | $25905.54          | $23266.28          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC J40419 G | 2034-03-01      | 3.5000%  |  | $186.47            | $182.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  |  | $214604.56         | $175292.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  |  | $9798.90           | $9469.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO6225 | 2049-12-01      | 3.0000%  |  | $1546.92           | $1394.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  |  | $1173.02           | $1136.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBN5296 | 2034-02-01      | 4.0000%  |  | $3065.54           | $3072.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN3009 | 2048-11-01      | 4.0000%  |  | $830.59            | $804.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  |  | $5207.20           | $4861.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTBM5440 | 2038-11-01      | 4.5000%  |  | $495.45            | $500.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM5108 | 2033-02-01      | 3.0000%  |  | $4443.37           | $4341.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM3403 | 2030-02-01      | 2.5000%  |  | $844.49            | $829.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM3174 | 2032-05-01      | 3.5000%  |  | $97.65             | $96.82             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1896 | 2031-11-01      | 2.5000%  |  | $824.53            | $798.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  |  | $6680.51           | $6497.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM1064 | 2030-11-01      | 3.5000%  |  | $972.66            | $966.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1036 | 2032-02-01      | 2.5000%  |  | $1539.69           | $1489.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  |  | $684.90            | $665.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3983 | 2054-05-01      | 6.0000%  |  | $913.31            | $949.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB1267 | 2054-04-01      | 6.0000%  |  | $335910.13         | $346487.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  |  | $4359.60           | $4399.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL995713 | 2038-10-01      | 6.0000%  |  | $969.38            | $1029.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL995094 | 2035-11-01      | 4.5000%  |  | $26.75             | $27.08             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL993203 | 2039-06-01      | 4.5000%  |  | $45.35             | $45.61             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL985615 | 2034-04-01      | 5.5000%  |  | $22.34             | $22.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 GL931104 | 2039-05-01      | 5.0000%  |  | $821.75            | $838.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL930672 | 2039-03-01      | 4.5000%  |  | $1583.41           | $1602.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL928560 | 2037-07-01      | 5.5000%  |  | $155.12            | $160.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  |  | $17690.00          | $16561.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $1772.36           | $1717.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  |  | $1564.54           | $1555.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  |  | $1734.91           | $1684.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $37139110.37       | $37799010.45       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8361 | 2053-09-01      | 5.0000%  |  | $129352.48         | $129796.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  |  | $7053.51           | $6604.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5781 | 2054-07-01      | 6.0000%  |  | $981264.98         | $1019995.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6853 | 2053-08-01      | 4.5000%  |  | $860.66            | $843.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  |  | $180.37            | $178.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $7565.85           | $7595.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  |  | $1114.25           | $1098.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6520 | 2046-01-01      | 3.5000%  |  | $878.80            | $834.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $5755.42           | $4915.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $7368.78           | $7251.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  |  | $5051.05           | $4494.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3275 | 2048-02-01      | 3.0000%  |  | $517.91            | $471.28            | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  |  | $16.61             | $17.46             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL253796 | 2031-05-01      | 7.5000%  |  | $18.35             | $18.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL253891 | 2031-07-01      | 7.5000%  |  | $361.55            | $373.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL253950 | 2031-09-01      | 7.0000%  |  | $1937.66           | $2035.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 K2254107 | 2031-11-01      | 7.0000%  |  | $955.06            | $966.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL622321 | 2032-02-01      | 6.5000%  |  | $265.87            | $280.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL254312 | 2032-05-01      | 7.0000%  |  | $12.06             | $12.67             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  |  | $83.24             | $87.84             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL254766 | 2033-06-01      | 5.0000%  |  | $69.76             | $71.00             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL3803 | 2028-06-01      | 3.0000%  |  | $151.16            | $150.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4077 | 2050-07-01      | 2.0000%  |  | $532.87            | $437.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $80238.69          | $83488.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  |  | $818.98            | $809.85            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08701 G | 2046-04-01      | 3.0000%  |  | $286.40            | $262.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH1166 | 2040-12-01      | 4.5000%  |  | $100.57            | $101.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH3401 | 2041-01-01      | 4.5000%  |  | $385.11            | $388.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAH5616 | 2026-02-01      | 3.5000%  |  | $2.07              | $2.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  |  | $11278.40          | $10723.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBC2628 | 2031-11-01      | 2.5000%  |  | $5604.26           | $5396.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1846 | 2055-10-01      | 5.5000%  |  | $5236016.00        | $5338774.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  |  | $508849.14         | $516763.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ6554 | 2055-09-01      | 5.0000%  |  | $1317138.00        | $1320069.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA3326 | 2055-08-01      | 4.5000%  |  | $46035298.00       | $45065426.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  |  | $101.98            | $95.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $275.75            | $259.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  |  | $737.36            | $690.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3632 | 2034-04-01      | 3.5000%  |  | $75.08             | $74.17             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  |  | $559.29            | $523.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $316.68            | $314.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $11463870.16       | $11240095.41       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8381 | 2053-12-01      | 4.5000%  |  | $902125.11         | $884515.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  |  | $116788.38         | $121783.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $254821.85         | $255888.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  |  | $28943.69          | $26815.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $8006461.73        | $8143470.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  |  | $775387.09         | $798932.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  |  | $1715.40           | $1685.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  |  | $2017635.93        | $2054020.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $595056.11         | $606566.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  |  | $287833.93         | $292023.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5710 | 2040-05-01      | 4.5000%  |  | $925.29            | $927.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5706 | 2045-05-01      | 5.5000%  |  | $3530120.49        | $3606859.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $8040407.60        | $8265024.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $3667353.34        | $3323648.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $196200.76         | $178175.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  |  | $1922.70           | $1882.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7380 | 2055-01-01      | 5.0000%  |  | $1164762.53        | $1165189.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  |  | $8832.31           | $8513.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  |  | $1849.41           | $1831.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  |  | $239.78            | $223.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $3079.55           | $2762.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  |  | $8259.49           | $7727.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  |  | $467.26            | $437.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8043 | 2050-02-01      | 2.5000%  |  | $4346.71           | $3749.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  |  | $1223.87           | $1183.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  |  | $539.69            | $486.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  |  | $661.91            | $655.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0318 | 2030-02-01      | 4.5000%  |  | $13.53             | $13.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC4807 | 2039-10-01      | 4.5000%  |  | $45.64             | $46.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC0391 | 2039-07-01      | 4.5000%  |  | $68.69             | $69.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAB4493 | 2027-02-01      | 3.5000%  |  | $952.54            | $948.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAB3387 | 2041-08-01      | 4.0000%  |  | $227.54            | $223.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6675 | 2046-02-01      | 4.0000%  |  | $966.47            | $939.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAS6431 | 2031-01-01      | 2.5000%  |  | $1149.19           | $1114.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6406 | 2045-12-01      | 4.0000%  |  | $706.61            | $686.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  |  | $2044.47           | $1988.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS4813 | 2045-04-01      | 4.0000%  |  | $232.29            | $228.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  |  | $5320.27           | $5063.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS4198 | 2029-12-01      | 3.5000%  |  | $501.60            | $498.44            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC C90968 G | 2026-05-01      | 5.0000%  |  | $1437.74           | $1442.82           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  |  | $166.14            | $164.31            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G18689 G | 2033-05-01      | 3.5000%  |  | $96.37             | $95.44             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  |  | $85.58             | $84.74             | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  |  | $229.08            | $209.76            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  |  | $6089.71           | $5576.14           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08713 G | 2046-06-01      | 4.5000%  |  | $77.41             | $77.56             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08706 G | 2046-05-01      | 3.5000%  |  | $111.14            | $105.45            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08694 G | 2046-02-01      | 4.0000%  |  | $100.17            | $96.72             | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08674 G | 2045-10-01      | 4.5000%  |  | $412.25            | $413.23            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  |  | $444.03            | $445.10            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  |  | $108.29            | $103.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 K2253607 | 2030-11-01      | 7.5000%  |  | $27.41             | $27.57             | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL253517 | 2030-11-01      | 8.5000%  |  | $566.16            | $597.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL253482 | 2030-10-01      | 8.5000%  |  | $857.02            | $878.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL253395 | 2030-07-01      | 8.5000%  |  | $1379.23           | $1459.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3082 | 2047-07-01      | 3.0000%  |  | $753.55            | $689.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $32500.97          | $28956.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $18064.87          | $16879.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  |  | $935.98            | $935.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $3020.08           | $2474.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $1786.34           | $1697.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $8112.08           | $7515.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  |  | $433.98            | $447.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL255898 | 2035-10-01      | 5.0000%  |  | $108.16            | $111.44            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G18642 G | 2032-04-01      | 3.5000%  |  | $100.69            | $99.88             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  |  | $6166.00           | $5493.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  |  | $1917.42           | $1827.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  |  | $3242.03           | $3175.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $107281.81         | $95512.99          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1840 | 2052-06-01      | 3.0000%  |  | $386392.30         | $347192.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2269 | 2052-01-01      | 3.0000%  |  | $4872.18           | $4341.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS3208 | 2052-05-01      | 2.0000%  |  | $2563.46           | $2091.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  |  | $130398.89         | $111543.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ3142 | 2041-10-01      | 4.5000%  |  | $317.97            | $320.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAJ9386 | 2026-12-01      | 3.0000%  |  | $153.51            | $152.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAJ9355 | 2027-01-01      | 3.0000%  |  | $9.29              | $9.24              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  |  | $976.73            | $880.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  |  | $11621.62          | $11204.17          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G18713 G | 2033-11-01      | 3.5000%  |  | $816.35            | $808.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS3955 | 2044-12-01      | 4.0000%  |  | $1439.08           | $1401.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAS4488 | 2030-02-01      | 2.5000%  |  | $589.80            | $574.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAS4485 | 2030-02-01      | 2.5000%  |  | $317.95            | $309.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  |  | $4024.78           | $4039.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $1313.12           | $1306.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  |  | $6251.37           | $5568.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  |  | $751.61            | $676.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0303 | 2052-01-01      | 3.0000%  |  | $809.54            | $721.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  |  | $831.70            | $739.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  |  | $5637.11           | $5463.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  |  | $98797.14          | $85433.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  |  | $2949.82           | $2627.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM9086 | 2051-10-01      | 2.5000%  |  | $15345.51          | $13082.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8601 | 2051-08-01      | 2.5000%  |  | $2314.43           | $1976.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  |  | $1771.22           | $1818.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $113768066.21      | $116946290.90      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $495222408.37      | $509132710.60      | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  |  | $2897.80           | $2762.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  |  | $2896.13           | $2681.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $202999957.99      | $193529874.55      | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5606 | 2055-01-01      | 7.5000%  |  | $33753.92          | $36008.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  |  | $1794115.30        | $1710420.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  |  | $2969.92           | $2884.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  |  | $251.41            | $250.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2054 | 2048-07-01      | 4.5000%  |  | $364.94            | $363.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  |  | $486.82            | $463.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  |  | $13234.35          | $12427.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0635 | 2047-10-01      | 3.5000%  |  | $329.80            | $312.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICA0251 | 2032-08-01      | 3.5000%  |  | $1228.74           | $1217.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0023 | 2047-07-01      | 3.5000%  |  | $198.13            | $187.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBX4573 | 2053-08-01      | 3.0000%  |  | $2801.24           | $2492.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4229 | 2036-01-01      | 2.0000%  |  | $585600.32         | $542114.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS1792 | 2044-02-01      | 4.5000%  |  | $36.54             | $36.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS1756 | 2029-02-01      | 3.5000%  |  | $167.33            | $166.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAS0190 | 2028-08-01      | 2.5000%  |  | $2948.57           | $2898.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  |  | $162.94            | $150.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  |  | $170.18            | $168.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAR4217 | 2043-01-01      | 3.0000%  |  | $672.87            | $625.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ4697 | 2042-11-01      | 3.5000%  |  | $134.28            | $128.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  |  | $581.64            | $575.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  |  | $5325708.99        | $5485000.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  |  | $622.41            | $605.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7019 | 2052-11-01      | 3.5000%  |  | $31705.59          | $29470.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0573 | 2055-01-01      | 5.0000%  |  | $4059789.26        | $4115378.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS0909 | 2043-11-01      | 4.5000%  |  | $69.88             | $70.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV2326 | 2028-12-01      | 3.5000%  |  | $1805.51           | $1795.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  |  | $352504.93         | $301939.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $333.11            | $300.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3548 | 2048-12-01      | 3.5000%  |  | $90.92             | $85.27             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $24532189.99       | $25262218.90       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3414 | 2053-07-01      | 5.5000%  |  | $691688.15         | $704856.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $11188.53          | $9954.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8196 | 2052-02-01      | 3.5000%  |  | $1326.92           | $1234.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAK5983 | 2027-03-01      | 3.5000%  |  | $2822.66           | $2810.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK7376 | 2042-03-01      | 3.5000%  |  | $3039920.83        | $2911322.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK7510 | 2042-04-01      | 3.5000%  |  | $2945.21           | $2824.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAB5004 | 2027-04-01      | 3.5000%  |  | $26.99             | $26.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA1034 | 2027-04-01      | 3.5000%  |  | $25.66             | $25.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  |  | $2591.04           | $2439.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8048 | 2035-06-01      | 2.0000%  |  | $62054.74          | $57522.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL938289 | 2037-07-01      | 5.5000%  |  | $390.48            | $408.20            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G07794 G | 2041-06-01      | 5.5000%  |  | $75.01             | $78.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW7396 | 2027-01-01      | 3.5000%  |  | $223.68            | $223.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2206 | 2053-02-01      | 5.5000%  |  | $2403.58           | $2465.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP256339 | 2036-07-01      | 5.5000%  |  | $231.46            | $231.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS1758 | 2029-02-01      | 3.5000%  |  | $155.62            | $154.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5231 | 2042-09-01      | 4.5000%  |  | $2564.01           | $2591.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS7979 | 2053-12-01      | 2.0000%  |  | $161214.01         | $131433.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  |  | $10478.84          | $9990.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM7941 | 2035-02-01      | 2.5000%  |  | $1383.00           | $1337.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  |  | $312613.42         | $267578.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKMA2252 | 2045-04-01      | 3.5000%  |  | $64.83             | $60.84             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  |  | $990.03            | $978.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  |  | $3806.49           | $3564.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL253355 | 2030-07-01      | 7.5000%  |  | $74.21             | $76.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 CL253266 | 2030-05-01      | 8.0000%  |  | $24.42             | $25.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL253182 | 2030-04-01      | 7.0000%  |  | $1.88              | $1.97              | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL253872 | 2031-05-01      | 8.5000%  |  | $132.85            | $135.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL252805 | 2029-10-01      | 7.0000%  |  | $691.52            | $726.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL252498 | 2029-06-01      | 7.0000%  |  | $5.85              | $6.15              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8691 | 2033-03-01      | 3.5000%  |  | $204.26            | $202.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  |  | $598.71            | $592.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTZS8890 | 2026-02-01      | 5.0000%  |  | $76.02             | $76.13             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  |  | $2931.60           | $2754.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS4399 | 2039-10-01      | 5.0000%  |  | $21.34             | $22.03             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA4803 | 2047-02-01      | 3.5000%  |  | $21389.57          | $20248.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  |  | $3338.93           | $3227.70           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2497 | 2038-02-01      | 3.0000%  |  | $4758515.52        | $4508631.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTZA2119 | 2029-05-01      | 5.0000%  |  | $4371.59           | $4414.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8203 | 2051-07-01      | 2.5000%  |  | $1485803.31        | $1265337.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $11227.32          | $10506.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $21211.59          | $19838.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7313 | 2049-04-01      | 4.5000%  |  | $443.14            | $440.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  |  | $2272.07           | $2227.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  |  | $5245.36           | $4944.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6099 | 2051-02-01      | 2.0000%  |  | $6878.93           | $5615.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM5594 | 2033-01-01      | 2.5000%  |  | $1458.60           | $1411.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $15234.70          | $14657.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL607695 | 2031-11-01      | 6.5000%  |  | $45.68             | $47.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 09.000 CL564318 | 2030-11-01      | 9.0000%  |  | $38.95             | $39.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL545993 | 2032-11-01      | 6.0000%  |  | $3.16              | $3.28              | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 GO535441 | 2030-03-01      | 8.0000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL491672 | 2029-03-01      | 6.5000%  |  | $201.76            | $210.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL323979 | 2029-04-01      | 6.5000%  |  | $1006.59           | $1046.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 ZL310151 | 2034-11-01      | 5.5000%  |  | $3569.29           | $3678.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  |  | $1475.04           | $1522.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7907 | 2055-11-01      | 5.5000%  |  | $1177442.00        | $1197927.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7875 | 2055-10-01      | 5.5000%  |  | $1440672.00        | $1477076.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7436 | 2055-11-01      | 5.5000%  |  | $5793464.00        | $5899596.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ7426 | 2055-11-01      | 5.0000%  |  | $2252250.00        | $2262699.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAE8226 | 2025-12-01      | 3.5000%  |  | $2853.92           | $2853.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  |  | $34.51             | $34.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5895 | 2040-09-01      | 6.5000%  |  | $999993.20         | $1047794.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  |  | $597000.00         | $602406.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA5889 | 2045-11-01      | 4.5000%  |  | $1000.00           | $995.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5859 | 2040-10-01      | 4.5000%  |  | $1922120.06        | $1927069.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  |  | $4065920.00        | $4067410.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  |  | $2015.00           | $1972.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $10081.17          | $10368.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  |  | $996.00            | $922.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 GL252284 | 2029-01-01      | 6.5000%  |  | $463.58            | $472.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 GL252285 | 2028-12-01      | 7.0000%  |  | $3569.63           | $3642.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL251568 | 2028-03-01      | 6.5000%  |  | $1.07              | $1.12              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 GL252033 | 2028-09-01      | 6.5000%  |  | $752.80            | $767.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL250701 | 2026-10-01      | 7.5000%  |  | $3.05              | $3.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL190404 | 2040-05-01      | 4.5000%  |  | $1391.62           | $1407.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO4145 | 2040-09-01      | 4.5000%  |  | $1429382.66        | $1433723.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  |  | $2747.48           | $2670.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $192.95            | $176.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9830 | 2047-06-01      | 4.0000%  |  | $1904.61           | $1851.54           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  |  | $195425.46         | $199844.09         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G30955 G | 2031-09-01      | 5.0000%  |  | $697.45            | $706.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL8272 | 2031-03-01      | 3.5000%  |  | $548.06            | $543.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA3890 | 2040-01-01      | 3.0000%  |  | $4125.38           | $3872.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5164 | 2033-10-01      | 5.0000%  |  | $253173.89         | $257815.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  |  | $9199.78           | $8930.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9490 | 2047-04-01      | 4.5000%  |  | $582.21            | $580.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBE7150 | 2032-02-01      | 3.5000%  |  | $298.81            | $296.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0954 | 2035-06-01      | 3.5000%  |  | $54572.85          | $53837.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  |  | $2440.56           | $2175.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTZS8807 | 2026-08-01      | 5.0000%  |  | $4233.13           | $4242.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  |  | $3932.85           | $3891.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM9088 | 2035-06-01      | 3.5000%  |  | $850.91            | $839.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB0546 | 2036-01-01      | 2.0000%  |  | $634551.70         | $589856.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  |  | $317.24            | $308.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2327 | 2048-09-01      | 4.0000%  |  | $5140.88           | $5021.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO2881 | 2042-05-01      | 3.5000%  |  | $4867.98           | $4677.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2118 | 2042-05-01      | 4.0000%  |  | $4584.18           | $4511.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $1911.03           | $1940.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $5564.86           | $4956.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  |  | $2891.88           | $2745.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  |  | $2760.98           | $2633.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3617 | 2055-10-01      | 5.5000%  |  | $1040.00           | $1059.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4333 | 2055-03-01      | 6.0000%  |  | $994.85            | $1023.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  |  | $3443.03           | $3345.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  |  | $715.85            | $716.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2896 | 2052-02-01      | 3.0000%  |  | $4172.96           | $3712.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  |  | $2596.36           | $2310.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6270 | 2051-03-01      | 2.0000%  |  | $669799.67         | $555319.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0480 | 2055-10-01      | 5.0000%  |  | $1008.00           | $1010.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $54793616.46       | $56357864.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5790 | 2055-08-01      | 4.5000%  |  | $11665738.73       | $11419941.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $1822.90           | $1871.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  |  | $14139.55          | $13536.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW8874 | 2052-09-01      | 4.0000%  |  | $331715.13         | $317200.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  |  | $2447.63           | $2339.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  |  | $3387.14           | $3014.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7491 | 2051-08-01      | 3.0000%  |  | $926.60            | $825.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6028 | 2055-09-01      | 5.5000%  |  | $999.09            | $1015.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6176 | 2055-09-01      | 6.0000%  |  | $1000.00           | $1035.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV4199 | 2052-03-01      | 3.0000%  |  | $799.84            | $712.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV3787 | 2052-03-01      | 3.5000%  |  | $4874.01           | $4519.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU8853 | 2052-05-01      | 3.0000%  |  | $835.09            | $742.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4938 | 2054-08-01      | 6.5000%  |  | $1938603.25        | $2063720.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $949.81            | $815.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  |  | $330.41            | $296.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  |  | $3776.72           | $3636.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  |  | $3949.61           | $3553.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  |  | $1593.80           | $1432.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $26034.32          | $25131.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $1955.17           | $1759.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  |  | $1422.96           | $1224.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  |  | $171.91            | $165.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  |  | $3278.20           | $2937.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $1779.94           | $1738.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  |  | $3067.66           | $2755.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  |  | $3585.46           | $3345.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  |  | $595.01            | $558.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  |  | $4134.06           | $3724.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3866 | 2034-12-01      | 3.5000%  |  | $911.48            | $891.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $18843.69          | $17571.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  |  | $6660.25           | $5932.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  |  | $165939.06         | $154599.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $22737.21          | $21054.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  |  | $9251.33           | $8861.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $9457.37           | $8836.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3745 | 2052-03-01      | 3.0000%  |  | $4982.97           | $4437.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $4086.76           | $3855.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  |  | $3524.54           | $3263.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  |  | $2365.20           | $2304.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7034 | 2055-04-01      | 5.5000%  |  | $1988.07           | $2045.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  |  | $149.90            | $146.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  |  | $3919.67           | $3934.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  |  | $223.48            | $210.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3306 | 2048-03-01      | 4.0000%  |  | $727.83            | $708.44            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  |  | $4452.87           | $4060.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  |  | $9103.07           | $8178.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC1158 | 2046-02-01      | 3.5000%  |  | $243.44            | $230.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA4795 | 2037-11-01      | 3.0000%  |  | $730.13            | $701.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9972 | 2047-07-01      | 4.0000%  |  | $2016.31           | $1959.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  |  | $4844.68           | $4317.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $424080.02         | $383809.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0461 | 2055-10-01      | 6.0000%  |  | $1000.00           | $1040.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  |  | $1413.59           | $1302.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $3184.96           | $2839.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4118 | 2050-08-01      | 4.5000%  |  | $1294.27           | $1275.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  |  | $202080661.06      | $207770444.16      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  |  | $980.12            | $995.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD5580 | 2052-10-01      | 4.0000%  |  | $2747.55           | $2628.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $2634.42           | $2585.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  |  | $180.22            | $173.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  |  | $5938.30           | $5501.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $2300.97           | $2275.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  |  | $846.38            | $831.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  |  | $2968.65           | $2830.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1945 | 2055-02-01      | 5.5000%  |  | $39841.15          | $40475.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO3738 | 2040-06-01      | 4.5000%  |  | $959536.34         | $962582.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1667 | 2055-10-01      | 5.5000%  |  | $1003.00           | $1022.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV1457 | 2055-04-01      | 5.5000%  |  | $927.81            | $943.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $5131.03           | $4767.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8335 | 2053-04-01      | 3.0000%  |  | $83530.69          | $74332.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7538 | 2046-07-01      | 3.0000%  |  | $533.51            | $487.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  |  | $5737.35           | $5571.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  |  | $2831640.77        | $2414855.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  |  | $78827.04          | $77805.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3110 | 2047-03-01      | 2.5000%  |  | $3238.27           | $2812.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  |  | $1064.41           | $1051.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  |  | $10089.89          | $9228.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD1154 | 2055-02-01      | 5.0000%  |  | $2975.61           | $3000.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $1604.99           | $1430.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  |  | $1870.69           | $1527.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  |  | $6602.45           | $5923.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  |  | $5441.82           | $5202.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  |  | $1900.95           | $1860.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  |  | $29771.74          | $30977.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $45564173.74       | $46867719.18       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $3572.17           | $3628.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $9637.44           | $8936.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  |  | $16586.01          | $15465.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $2979.97           | $2553.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  |  | $61831.77          | $53001.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  |  | $2327.45           | $1904.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  |  | $3697.29           | $3297.28           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  |  | $4263.07           | $3803.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1611 | 2055-11-01      | 5.5000%  |  | $1529840.00        | $1557630.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0427 | 2055-10-01      | 5.5000%  |  | $1001.00           | $1019.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $618.56            | $595.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  |  | $431.77            | $421.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA2995 | 2047-05-01      | 4.0000%  |  | $5136.34           | $4992.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  |  | $1098.70           | $1067.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  |  | $1266.07           | $1155.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  |  | $426.88            | $370.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV9316 | 2044-03-01      | 4.5000%  |  | $50.74             | $50.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV8516 | 2029-03-01      | 3.5000%  |  | $238.31            | $236.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  |  | $663.37            | $659.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV4892 | 2043-12-01      | 4.5000%  |  | $146.10            | $145.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB3745 | 2050-09-01      | 2.5000%  |  | $111427.65         | $95829.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA9393 | 2050-05-01      | 5.0000%  |  | $528096.87         | $535534.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA8518 | 2050-04-01      | 3.0000%  |  | $390497.36         | $353033.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA1790 | 2049-08-01      | 3.0000%  |  | $65515.94          | $58906.50          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q54461 G | 2048-02-01      | 4.0000%  |  | $2776984.93        | $2712240.45        | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G31106 G | 2031-09-01      | 5.0000%  |  | $511.47            | $517.29            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G31077 G | 2031-09-01      | 5.0000%  |  | $332.50            | $335.42            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U95046 G | 2042-12-01      | 3.5000%  |  | $6222309.41        | $5954281.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $51575643.52       | $51594554.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV1710 | 2043-11-01      | 4.5000%  |  | $3473.08           | $3494.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV0692 | 2043-12-01      | 4.0000%  |  | $3418.07           | $3354.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAU7552 | 2028-10-01      | 3.5000%  |  | $65.11             | $64.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU6735 | 2043-10-01      | 3.0000%  |  | $202.64            | $187.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAT2062 | 2028-04-01      | 2.5000%  |  | $39.83             | $39.22             | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.160%, 11/3/2025
- **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: 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:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 05.000 CLQF0086 | 2052-09-01      | 5.0000%  |  | $910785.19         | $917814.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9651 | 2052-09-01      | 4.5000%  |  | $890638.79         | $877382.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  |  | $1111076.98        | $1140043.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9215 | 2052-09-01      | 5.0000%  |  | $981329.52         | $1006198.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8748 | 2052-08-01      | 5.0000%  |  | $6905.95           | $7064.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8632 | 2052-08-01      | 5.0000%  |  | $955500.52         | $965488.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8230 | 2052-08-01      | 5.0000%  |  | $6565.60           | $6629.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8165 | 2052-08-01      | 5.0000%  |  | $1118427.48        | $1140161.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7760 | 2052-07-01      | 5.0000%  |  | $1095379.41        | $1103010.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7656 | 2052-08-01      | 5.0000%  |  | $5534.00           | $5612.05           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE7496 | 2052-08-01      | 4.5000%  |  | $5473.32           | $5426.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE6730 | 2052-07-01      | 5.0000%  |  | $708377.45         | $715343.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE6082 | 2052-07-01      | 5.0000%  |  | $922449.23         | $939560.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5508 | 2052-07-01      | 5.0000%  |  | $139354.78         | $142425.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5395 | 2052-07-01      | 5.0000%  |  | $6508.38           | $6680.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5959 | 2049-05-01      | 4.5000%  |  | $928886.73         | $926786.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6203 | 2049-05-01      | 4.5000%  |  | $303.39            | $302.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5053 | 2049-04-01      | 4.5000%  |  | $279.53            | $276.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE8750 | 2047-05-01      | 4.5000%  |  | $801826.26         | $800924.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE2669 | 2047-04-01      | 4.0000%  |  | $618287.54         | $600737.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRBC0100 | 2045-12-01      | 3.5000%  |  | $51809.72          | $49005.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  |  | $348082.71         | $331105.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA3085 | 2045-12-01      | 3.5000%  |  | $1052488.92        | $1003880.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA7586 | 2054-04-01      | 6.5000%  |  | $878829.99         | $938196.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA5463 | 2053-11-01      | 6.5000%  |  | $986909.84         | $1049600.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL879177 | 2036-01-01      | 6.0000%  |  | $675426.42         | $713790.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  |  | $261584.47         | $268009.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  |  | $269624.73         | $284088.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP871040 | 2037-02-01      | 5.5000%  |  | $280027.25         | $283378.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  |  | $149288.17         | $154951.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL850088 | 2035-11-01      | 6.0000%  |  | $264418.24         | $278595.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831404 | 2036-03-01      | 6.0000%  |  | $119763.36         | $125484.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831276 | 2036-02-01      | 6.0000%  |  | $382687.72         | $404422.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  |  | $976469.44         | $927728.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $977441.18         | $952078.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  |  | $15141.37          | $15157.25          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4978 | 2049-04-01      | 4.5000%  |  | $248.44            | $248.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4932 | 2049-04-01      | 4.5000%  |  | $1089.07           | $1090.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4710 | 2049-04-01      | 4.5000%  |  | $403.23            | $400.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4032 | 2049-03-01      | 4.5000%  |  | $338.42            | $335.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3987 | 2049-03-01      | 4.5000%  |  | $269.79            | $267.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3962 | 2049-03-01      | 4.5000%  |  | $851.45            | $852.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3922 | 2049-03-01      | 4.5000%  |  | $427.60            | $428.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3194 | 2049-02-01      | 4.5000%  |  | $567654.10         | $565548.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3186 | 2049-02-01      | 4.5000%  |  | $305.31            | $304.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3183 | 2049-02-01      | 4.5000%  |  | $216.25            | $215.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3205 | 2049-02-01      | 4.5000%  |  | $154.59            | $153.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  |  | $229.48            | $229.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  |  | $307.31            | $307.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  |  | $262.82            | $258.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0565 | 2042-12-01      | 4.0000%  |  | $176.64            | $173.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU9237 | 2038-10-01      | 4.0000%  |  | $560493.32         | $558201.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4327 | 2052-06-01      | 5.0000%  |  | $951146.93         | $963729.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE3851 | 2052-06-01      | 5.0000%  |  | $885064.76         | $898836.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE4399 | 2052-06-01      | 3.0000%  |  | $843133.04         | $764295.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4375 | 2052-06-01      | 5.0000%  |  | $1090375.39        | $1101448.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE2559 | 2047-05-01      | 3.0000%  |  | $6068.18           | $5487.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  |  | $185040.75         | $184942.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6087 | 2049-12-01      | 3.5000%  |  | $731541.54         | $694126.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA5971 | 2050-01-01      | 3.5000%  |  | $995208.90         | $944344.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA5745 | 2049-12-01      | 3.5000%  |  | $590526.48         | $554949.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA6190 | 2050-01-01      | 4.5000%  |  | $516412.70         | $516139.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA1394 | 2049-07-01      | 3.5000%  |  | $1057926.34        | $1000483.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0455 | 2049-06-01      | 3.5000%  |  | $692697.79         | $659743.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0281 | 2049-04-01      | 5.0000%  |  | $169285.97         | $172443.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0121 | 2049-06-01      | 3.5000%  |  | $524330.79         | $494171.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0086 | 2049-06-01      | 3.5000%  |  | $898089.70         | $855357.39         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59601 G | 2048-11-01      | 5.0000%  |  | $250210.49         | $255219.12         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59891 G | 2048-11-01      | 5.0000%  |  | $505666.89         | $519549.80         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58716 G | 2048-09-01      | 5.0000%  |  | $470277.75         | $482556.07         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q57654 G | 2048-08-01      | 5.0000%  |  | $164299.19         | $168227.03         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58036 G | 2048-08-01      | 5.0000%  |  | $479751.66         | $490457.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM8446 | 2048-09-01      | 4.5000%  |  | $376.67            | $372.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM8410 | 2048-09-01      | 4.5000%  |  | $88.90             | $88.27             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7829 | 2048-08-01      | 4.5000%  |  | $381022.98         | $380821.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7413 | 2048-07-01      | 4.5000%  |  | $173.08            | $173.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7301 | 2048-07-01      | 4.5000%  |  | $323.82            | $324.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  |  | $218.03            | $217.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7256 | 2048-07-01      | 4.5000%  |  | $411927.11         | $412359.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7250 | 2048-07-01      | 4.5000%  |  | $214.75            | $213.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7203 | 2048-07-01      | 4.5000%  |  | $852587.93         | $845955.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7187 | 2048-07-01      | 4.5000%  |  | $862258.44         | $861804.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7156 | 2048-07-01      | 4.5000%  |  | $184.57            | $182.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5455 | 2048-01-01      | 4.5000%  |  | $730837.52         | $731272.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4959 | 2047-11-01      | 4.5000%  |  | $669258.30         | $670596.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4713 | 2047-11-01      | 4.5000%  |  | $303.79            | $301.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5367 | 2048-01-01      | 4.5000%  |  | $651389.33         | $649183.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5359 | 2048-01-01      | 4.5000%  |  | $418394.24         | $414743.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4366 | 2047-10-01      | 4.5000%  |  | $726461.28         | $727357.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  |  | $682662.24         | $682301.80         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q51218 G | 2047-10-01      | 4.0000%  |  | $964838.42         | $944792.30         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48791 G | 2047-06-01      | 4.0000%  |  | $895232.45         | $875525.10         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  |  | $1125024.40        | $1101653.52        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  |  | $750034.37         | $733527.86         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  |  | $488978.94         | $475210.44         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62244 G | 2049-03-01      | 4.0000%  |  | $484054.76         | $468736.04         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q61920 G | 2049-03-01      | 4.0000%  |  | $221904.45         | $216674.90         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q37989 G | 2045-12-01      | 4.0000%  |  | $992897.70         | $966709.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $11942449.32       | $12121088.45       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0555 M     | 2055-08-20      | 5.0000%  |  | $11957365.44       | $11983368.73       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $29659983.90       | $29731335.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA2633 | 2046-04-01      | 3.5000%  |  | $119898.84         | $113410.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  |  | $980391.42         | $1045308.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAT1349 | 2043-03-01      | 4.0000%  |  | $310023.30         | $304857.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY3620 | 2053-06-01      | 6.0000%  |  | $1090208.65        | $1141306.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7808 | 2053-01-01      | 5.5000%  |  | $5173.47           | $5365.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3660 | 2047-07-01      | 4.5000%  |  | $305.12            | $305.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG1643 | 2053-04-01      | 6.0000%  |  | $660091.97         | $690689.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  |  | $793646.65         | $844483.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9963 M     | 2054-10-20      | 4.5000%  |  | $10578859.22       | $10374581.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU2598 | 2043-08-01      | 4.0000%  |  | $337579.72         | $331251.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM5392 | 2048-01-01      | 3.5000%  |  | $242711.40         | $227496.71         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $10128083.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  |  | $407764.98         | $400886.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5724 | 2048-02-01      | 4.5000%  |  | $862422.73         | $861084.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4154 | 2047-09-01      | 4.5000%  |  | $233.47            | $233.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6041 | 2049-05-01      | 4.5000%  |  | $3142.39           | $3145.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8625 | 2052-08-01      | 5.0000%  |  | $5546.79           | $5661.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA2878 | 2045-10-01      | 4.0000%  |  | $30362.24          | $29740.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  |  | $629346.95         | $619406.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL851630 | 2036-04-01      | 6.0000%  |  | $277738.38         | $292277.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831440 | 2036-05-01      | 6.0000%  |  | $462669.06         | $488962.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  |  | $5026.13           | $5108.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM8462 | 2048-10-01      | 4.5000%  |  | $951908.74         | $948376.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3472 | 2049-02-01      | 4.5000%  |  | $477.32            | $477.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA3343 | 2049-09-01      | 3.5000%  |  | $554908.05         | $519097.98         | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC A61350 G | 2036-11-01      | 6.5000%  |  | $934222.48         | $989085.32         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H09047 G | 2037-07-01      | 5.5000%  |  | $401115.40         | $413084.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  |  | $633696.70         | $677645.05         | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC G03344 G | 2037-10-01      | 6.5000%  |  | $437545.35         | $465924.40         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G03442 G | 2037-10-01      | 7.0000%  |  | $1053965.54        | $1132965.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW5818 | 2044-08-01      | 4.0000%  |  | $281564.46         | $275544.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4967 | 2049-04-01      | 4.5000%  |  | $180.49            | $179.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4893 | 2052-07-01      | 5.0000%  |  | $654887.35         | $661538.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF5318 | 2052-12-01      | 6.0000%  |  | $561470.99         | $579496.46         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P51363 G | 2036-09-01      | 5.5000%  |  | $84.94             | $85.87             | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  |  | $208.45            | $212.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  |  | $136223.52         | $133534.92         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H02223 G | 2038-01-01      | 6.0000%  |  | $41.45             | $42.16             | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC H05119 G | 2038-04-01      | 5.0000%  |  | $220948.57         | $222645.38         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  |  | $22.08             | $23.43             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA6203 | 2050-01-01      | 4.0000%  |  | $812434.94         | $794026.25         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H09192 G | 2038-04-01      | 5.5000%  |  | $1.89              | $1.90              | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC L10220 G | 2034-01-01      | 5.5000%  |  | $949424.45         | $965556.44         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A90326 G | 2039-12-01      | 5.5000%  |  | $575368.60         | $599035.43         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  |  | $797824.56         | $832807.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5232 | 2049-04-01      | 4.5000%  |  | $1853.49           | $1847.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1412 | 2054-08-01      | 6.0000%  |  | $981072.31         | $1027660.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2854 | 2042-03-01      | 4.0000%  |  | $144416.23         | $141905.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8760 | 2053-08-01      | 5.5000%  |  | $687547.99         | $705914.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5308 | 2047-12-01      | 4.5000%  |  | $726691.02         | $726672.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0512 | 2052-09-01      | 5.0000%  |  | $797692.65         | $805564.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5269 | 2052-07-01      | 5.0000%  |  | $6567.84           | $6643.54           | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58465 G | 2048-09-01      | 5.0000%  |  | $758815.52         | $781133.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0702 | 2052-09-01      | 5.0000%  |  | $672071.53         | $678016.45         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A97236 G | 2041-03-01      | 4.5000%  |  | $59.07             | $59.52             | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC L10310 G | 2048-07-01      | 5.0000%  |  | $246654.19         | $248650.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  |  | $586306.52         | $586921.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2319 | 2053-07-01      | 6.5000%  |  | $605336.29         | $645359.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN1278 | 2049-03-01      | 4.5000%  |  | $1130271.04        | $1122350.10        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q29156 G | 2044-10-01      | 4.0000%  |  | $374425.72         | $367657.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4387 | 2047-10-01      | 4.5000%  |  | $433534.18         | $434809.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM8026 | 2048-09-01      | 4.5000%  |  | $1012532.96        | $1001534.82        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q53142 G | 2047-12-01      | 4.5000%  |  | $517278.93         | $515530.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7186 | 2048-07-01      | 4.5000%  |  | $804727.11         | $806223.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  |  | $5083.25           | $5156.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQB0734 | 2050-07-01      | 3.5000%  |  | $703990.42         | $658472.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE8679 | 2052-08-01      | 4.0000%  |  | $812471.38         | $776463.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  |  | $657946.51         | $669182.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  |  | $1079878.35        | $1112975.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8680 | 2053-08-01      | 6.5000%  |  | $1004020.74        | $1060829.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4963 | 2047-11-01      | 4.5000%  |  | $923784.34         | $924924.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE7501 | 2052-08-01      | 4.5000%  |  | $876471.62         | $866560.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF9073 | 2053-02-01      | 4.5000%  |  | $1140800.82        | $1123015.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4271 | 2047-09-01      | 4.5000%  |  | $925783.10         | $925732.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0495 | 2042-10-01      | 4.0000%  |  | $115.35            | $113.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY9004 | 2053-08-01      | 6.0000%  |  | $767515.85         | $801957.35         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G07175 G | 2041-12-01      | 3.5000%  |  | $796683.84         | $768946.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  |  | $5351.75           | $5448.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  |  | $932452.78         | $883166.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  |  | $8427.28           | $8422.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAQ9541 | 2042-11-01      | 4.0000%  |  | $179100.02         | $176077.95         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48688 G | 2047-06-01      | 4.0000%  |  | $706371.69         | $687114.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH6683 | 2047-07-01      | 4.0000%  |  | $623932.26         | $606315.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6422 | 2052-08-01      | 5.0000%  |  | $518281.77         | $526874.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4750 | 2049-04-01      | 4.5000%  |  | $381182.38         | $380867.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3160 | 2049-02-01      | 4.5000%  |  | $374714.06         | $375208.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  |  | $7463.36           | $7422.75           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4707 | 2035-09-01      | 4.8400%  |  | $19305000.00       | $19915334.00       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4047 | 2035-06-01      | 4.8900%  |  | $20100000.00       | $20694437.40       | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q35715 G | 2045-09-01      | 4.5000%  |  | $685828.43         | $687912.66         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q20119 G | 2043-07-01      | 4.0000%  |  | $264020.44         | $256001.97         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  |  | $268567.90         | $259105.36         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q17730 G | 2043-04-01      | 4.0000%  |  | $804257.53         | $789848.72         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q05105 G | 2041-12-01      | 4.0000%  |  | $345697.26         | $339199.31         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q01903 G | 2041-07-01      | 4.5000%  |  | $1027985.81        | $1038270.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  |  | $963799.23         | $953907.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD0984 | 2052-04-01      | 4.5000%  |  | $484.03            | $478.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZA3576 | 2042-06-01      | 4.0000%  |  | $285.24            | $280.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6326 | 2049-05-01      | 4.5000%  |  | $165.20            | $163.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6096 | 2049-05-01      | 4.5000%  |  | $70.17             | $70.13             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6095 | 2049-05-01      | 4.5000%  |  | $484451.08         | $484959.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.660 ML957499 | 2038-02-01      | 5.6600%  |  | $142689.09         | $142948.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  |  | $72685.76          | $73626.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  |  | $189619.66         | $193677.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  |  | $362414.74         | $382497.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  |  | $96579.93          | $101451.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3180 | 2047-05-01      | 4.5000%  |  | $687191.13         | $688830.08         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5065 | 2032-09-01      | 4.4800%  |  | $11625000.00       | $11744543.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  |  | $7337.69           | $7469.77           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0623 M     | 2055-09-20      | 5.5000%  |  | $39893530.40       | $40458914.80       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4541 | 2047-10-01      | 4.5000%  |  | $867457.57         | $868528.01         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5203 | 2035-10-01      | 4.4900%  |  | $15886456.00       | $15890215.80       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA1381 | 2049-07-01      | 3.5000%  |  | $1101226.48        | $1036201.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0791 | 2052-09-01      | 5.0000%  |  | $820075.84         | $826557.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA7162 | 2054-01-01      | 6.5000%  |  | $943835.13         | $1004137.39        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  |  | $495557.23         | $470828.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0006 | 2052-08-01      | 5.0000%  |  | $846856.73         | $857642.86         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $13520000.00       | $13376971.92       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0866 C     | 2055-10-20      | 6.0000%  |  | $26419234.00       | $27346549.11       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6331 | 2049-05-01      | 4.5000%  |  | $583528.68         | $583221.16         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3549 | 2032-04-01      | 4.9200%  |  | $20853000.00       | $21620849.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH7668 | 2047-10-01      | 4.5000%  |  | $316660.42         | $313897.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4129 | 2049-03-01      | 4.5000%  |  | $1003676.85        | $1002515.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7661 | 2052-09-01      | 5.0000%  |  | $1129996.11        | $1141742.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $86018801.40       | $86225647.97       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7299 | 2048-05-01      | 4.5000%  |  | $489.29            | $489.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  |  | $5393.41           | $5330.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZN4057 | 2049-03-01      | 5.0000%  |  | $999163.74         | $1018294.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  |  | $869641.43         | $900783.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7402 | 2048-07-01      | 4.5000%  |  | $635168.51         | $635952.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP940520 | 2037-07-01      | 6.5000%  |  | $253043.79         | $260638.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  |  | $5560.86           | $5631.58           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5205 | 2035-10-01      | 4.4900%  |  | $35517000.00       | $35525405.70       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4277 | 2047-09-01      | 4.5000%  |  | $465091.14         | $465367.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  |  | $535269.99         | $533571.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3779 | 2047-07-01      | 4.5000%  |  | $294.97            | $294.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3408 | 2047-06-01      | 4.5000%  |  | $495345.34         | $495083.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3288 | 2047-05-01      | 4.5000%  |  | $224393.10         | $224670.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3542 | 2047-06-01      | 4.5000%  |  | $498071.98         | $498686.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL3002 | 2042-04-01      | 4.0000%  |  | $696134.52         | $683575.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2943 | 2042-04-01      | 4.0000%  |  | $41.21             | $39.90             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2849 | 2042-03-01      | 4.0000%  |  | $256105.67         | $251485.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2698 | 2042-02-01      | 4.0000%  |  | $204217.69         | $200879.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2666 | 2042-02-01      | 4.0000%  |  | $571701.03         | $561937.71         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC K39033 G | 2047-04-01      | 5.5000%  |  | $546609.33         | $559827.08         | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC K39030 G | 2047-12-01      | 6.5000%  |  | $195375.05         | $202046.46         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC K39025 G | 2048-04-01      | 5.5000%  |  | $288888.05         | $295874.32         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC K30411 G | 2048-07-01      | 5.0000%  |  | $961221.20         | $968633.82         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC K30272 G | 2047-08-01      | 5.5000%  |  | $137151.63         | $140208.51         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC K00031 G | 2037-04-01      | 5.5000%  |  | $48227.97          | $49998.92          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A97806 G | 2041-03-01      | 4.5000%  |  | $327107.98         | $330431.72         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A94284 G | 2040-10-01      | 4.5000%  |  | $631258.88         | $637963.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  |  | $701969.15         | $686653.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  |  | $300473.03         | $295841.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR5851 | 2043-02-01      | 3.5000%  |  | $1180152.64        | $1137295.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  |  | $190620.95         | $184269.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAQ9096 | 2042-12-01      | 4.0000%  |  | $805097.98         | $791516.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  |  | $643412.96         | $618584.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAQ0017 | 2042-10-01      | 4.0000%  |  | $565263.64         | $560739.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  |  | $351443.48         | $336572.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  |  | $477910.47         | $490676.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2676 | 2042-11-01      | 3.5000%  |  | $355990.93         | $341152.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK1516 | 2042-02-01      | 4.0000%  |  | $236445.82         | $232432.70         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4860 | 2035-09-01      | 4.6650%  |  | $53951000.00       | $54976959.19       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4830 | 2035-09-01      | 4.7600%  |  | $18743000.00       | $19135884.52       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4811 | 2035-09-01      | 4.8100%  |  | $34870000.00       | $35793578.43       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4804 | 2035-09-01      | 4.8500%  |  | $14263000.00       | $14663913.92       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4619 | 2035-08-01      | 4.9600%  |  | $21175000.00       | $21968624.88       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4521 | 2032-08-01      | 4.4100%  |  | $21702000.00       | $21828739.68       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4484 | 2032-09-01      | 4.2250%  |  | $38406000.00       | $38209585.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  |  | $69796.06          | $70656.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH7736 | 2054-01-01      | 6.5000%  |  | $926861.35         | $986752.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  |  | $844487.28         | $902932.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  |  | $844450.57         | $902898.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG7619 | 2053-07-01      | 6.5000%  |  | $765363.34         | $816868.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  |  | $543993.81         | $569307.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG6539 | 2053-07-01      | 6.5000%  |  | $509123.38         | $538058.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG6448 | 2053-07-01      | 6.5000%  |  | $1020975.57        | $1093262.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2843 | 2053-05-01      | 5.5000%  |  | $1044217.87        | $1075522.82        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3233 | 2032-03-01      | 4.6600%  |  | $9771000.00        | $9994407.40        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3550 | 2035-05-01      | 4.4800%  |  | $15897000.00       | $15959671.27       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13605367.91       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0960 | 2034-05-01      | 4.8800%  |  | $8438000.00        | $8699490.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9748 | 2053-09-01      | 6.5000%  |  | $5734.16           | $6108.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  |  | $708912.45         | $757674.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  |  | $955190.19         | $975457.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY7245 | 2053-07-01      | 6.5000%  |  | $879006.56         | $938754.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  |  | $538121.93         | $564224.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  |  | $1037224.83        | $1106301.58        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A90398 G | 2039-12-01      | 4.5000%  |  | $46214.49          | $46838.11          | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC A82560 G | 2038-10-01      | 7.0000%  |  | $14776.32          | $15686.35          | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC A82013 G | 2038-09-01      | 7.0000%  |  | $30.07             | $31.62             | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC H09184 G | 2038-09-01      | 6.5000%  |  | $2.99              | $3.11              | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC H09173 G | 2037-10-01      | 6.5000%  |  | $772540.87         | $806208.72         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC H09186 G | 2038-06-01      | 5.0000%  |  | $112742.55         | $113610.86         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H09089 G | 2037-09-01      | 5.5000%  |  | $12.78             | $12.90             | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H09062 G | 2037-08-01      | 6.0000%  |  | $458471.99         | $477063.49         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H19004 G | 2037-01-01      | 5.5000%  |  | $71021.99          | $71907.02          | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H19029 G | 2037-09-01      | 6.0000%  |  | $1.28              | $1.29              | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H19026 G | 2037-06-01      | 5.5000%  |  | $247700.64         | $252529.65         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H10115 G | 2037-04-01      | 5.5000%  |  | $624786.31         | $643160.23         | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC H01814 G | 2037-10-01      | 6.5000%  |  | $135261.88         | $137116.82         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H02644 G | 2038-05-01      | 6.0000%  |  | $207.79            | $212.13            | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H02643 G | 2038-05-01      | 6.0000%  |  | $178561.83         | $181422.92         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H01482 G | 2036-06-01      | 6.0000%  |  | $334029.98         | $340668.83         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC H01001 G | 2037-07-01      | 5.0000%  |  | $144519.64         | $145804.52         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC H00416 G | 2036-12-01      | 6.0000%  |  | $136238.76         | $138944.87         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G07314 G | 2043-01-01      | 4.0000%  |  | $580677.40         | $571533.66         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G04887 G | 2038-11-01      | 7.0000%  |  | $274708.16         | $288843.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  |  | $1031892.55        | $1065053.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  |  | $741020.39         | $776432.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG1280 | 2053-04-01      | 6.0000%  |  | $888457.70         | $941081.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  |  | $1046567.73        | $1078648.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG1780 | 2053-05-01      | 6.0000%  |  | $5393.82           | $5673.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0573 | 2053-04-01      | 5.5000%  |  | $822937.32         | $857284.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX7350 | 2053-09-01      | 6.5000%  |  | $657377.23         | $701352.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX3985 | 2052-10-01      | 4.5000%  |  | $1118718.77        | $1106070.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX2147 | 2053-01-01      | 5.5000%  |  | $675622.87         | $698443.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  |  | $907887.26         | $940954.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1169 | 2052-11-01      | 5.5000%  |  | $910346.46         | $945277.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF9918 | 2053-03-01      | 5.5000%  |  | $1084007.94        | $1103479.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8411 | 2053-02-01      | 6.0000%  |  | $756645.75         | $784608.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8892 | 2053-03-01      | 5.5000%  |  | $1029936.62        | $1048673.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  |  | $921417.83         | $940304.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6811 | 2053-01-01      | 6.0000%  |  | $993135.32         | $1028369.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6648 | 2053-01-01      | 6.0000%  |  | $911652.48         | $957767.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF6337 | 2053-01-01      | 6.5000%  |  | $779411.17         | $834596.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  |  | $615698.65         | $628529.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF4198 | 2052-12-01      | 6.0000%  |  | $884268.23         | $931563.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2770 | 2052-11-01      | 5.5000%  |  | $787592.38         | $815852.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2652 | 2052-11-01      | 5.5000%  |  | $934547.93         | $960491.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1403 | 2052-10-01      | 5.0000%  |  | $236470.19         | $240435.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0731 | 2052-10-01      | 5.0000%  |  | $699134.07         | $703343.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX0215 | 2053-05-01      | 6.5000%  |  | $1066151.74        | $1139684.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8918 | 2052-09-01      | 5.0000%  |  | $1089553.88        | $1100875.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  |  | $8569.52           | $8471.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3598 | 2052-07-01      | 5.0000%  |  | $836494.78         | $853383.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW1844 | 2053-01-01      | 5.5000%  |  | $1090455.95        | $1111048.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  |  | $930928.81         | $949230.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV9112 | 2052-08-01      | 5.0000%  |  | $1091617.51        | $1100529.11        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $50913950.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK0122 | 2048-06-01      | 4.5000%  |  | $470192.80         | $469610.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  |  | $160081.90         | $160422.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH8165 | 2047-07-01      | 4.0000%  |  | $537662.16         | $525887.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH7667 | 2047-10-01      | 4.5000%  |  | $539173.30         | $534979.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  |  | $384592.71         | $385432.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  |  | $8110.51           | $8129.86           | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC G03878 G | 2038-02-01      | 6.0000%  |  | $783519.31         | $818971.21         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G03822 G | 2038-01-01      | 7.0000%  |  | $292563.12         | $310443.80         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G03577 G | 2037-11-01      | 7.0000%  |  | $335508.23         | $353534.20         | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC A67429 G | 2037-11-01      | 6.5000%  |  | $201628.30         | $213113.99         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A61517 G | 2036-10-01      | 6.0000%  |  | $790236.88         | $838609.65         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A48686 G | 2036-05-01      | 6.0000%  |  | $822103.09         | $872389.49         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A48582 G | 2036-04-01      | 6.0000%  |  | $498530.68         | $527410.56         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A48537 G | 2036-05-01      | 6.0000%  |  | $192428.53         | $199748.89         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A44666 G | 2036-04-01      | 6.0000%  |  | $172335.27         | $180412.46         | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC A44247 G | 2036-04-01      | 6.5000%  |  | $355289.09         | $372304.47         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A41752 G | 2036-01-01      | 5.5000%  |  | $645427.21         | $674057.29         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC L10232 G | 2040-06-01      | 5.0000%  |  | $410887.71         | $413970.46         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC L10226 G | 2036-01-01      | 5.5000%  |  | $935500.09         | $953540.59         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  |  | $5802.70           | $5908.34           | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51367 G | 2036-11-01      | 6.0000%  |  | $41.11             | $42.31             | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  |  | $81.43             | $83.88             | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  |  | $471510.02         | $486679.44         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P51359 G | 2036-10-01      | 5.5000%  |  | $199989.83         | $204269.48         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51239 G | 2037-01-01      | 6.0000%  |  | $274236.08         | $282673.22         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  |  | $2502.02           | $2585.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $5802.55           | $5885.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0505 | 2052-09-01      | 5.0000%  |  | $6376.87           | $6437.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  |  | $5352.54           | $5428.03           | Agency Mortgage-Backed Securities |

### Security 139: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.160%, 11/3/2025
- **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: 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:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLAT7607 | 2043-06-01      | 3.5000%  |  | $539482.99         | $515379.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT3038 | 2043-04-01      | 3.0000%  |  | $2458135.98        | $2285663.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT2010 | 2043-04-01      | 3.0000%  |  | $257.38            | $239.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS9937 | 2047-07-01      | 3.0000%  |  | $287.34            | $262.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3793 | 2052-05-01      | 3.5000%  |  | $15950529.01       | $14790074.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  |  | $715.26            | $739.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3315 | 2052-04-01      | 3.5000%  |  | $840.05            | $778.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2853 | 2052-02-01      | 2.0000%  |  | $806.78            | $660.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB0641 | 2036-05-01      | 2.5000%  |  | $588.58            | $558.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8867 | 2051-02-01      | 3.0000%  |  | $7683.15           | $7021.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8285 | 2050-12-01      | 3.0000%  |  | $2456497.08        | $2232562.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  |  | $676.11            | $556.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $142397380.57      | $117291250.99      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $3031551.76        | $2496839.59        | Agency Mortgage-Backed Securities |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $22.93             | $23.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  |  | $14003454.19       | $11568192.83       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  |  | $3694544.05        | $3195726.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7280 | 2050-10-01      | 2.0000%  |  | $140643577.07      | $116156498.96      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  |  | $159223355.65      | $130705125.84      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  |  | $643.38            | $531.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7234 | 2050-10-01      | 2.5000%  |  | $20771728.42       | $17861678.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  |  | $29906654.73       | $30916821.76       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6926 | 2053-08-01      | 6.0000%  |  | $8834495.41        | $9118020.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6920 | 2053-08-01      | 6.0000%  |  | $3059232.43        | $3205797.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  |  | $3416.49           | $3510.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  |  | $28845342.24       | $29723346.38       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5596 | 2055-08-01      | 6.5000%  |  | $2395055.04        | $2523869.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5161 | 2055-06-01      | 5.5000%  |  | $2684405.33        | $2741699.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE4176 | 2055-08-01      | 5.5000%  |  | $2163057.79        | $2203347.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3278 | 2055-07-01      | 6.5000%  |  | $2016304.56        | $2120087.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6732 | 2042-03-01      | 3.5000%  |  | $40151620.95       | $38602196.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK1401 | 2042-01-01      | 3.5000%  |  | $2481158.45        | $2377733.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3PSE9060 | 2052-02-01      | 2.0000%  |  | $862.69            | $673.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  |  | $2318361.41        | $2395530.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $3116777.59        | $3198687.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7935 | 2052-09-01      | 5.0000%  |  | $869.38            | $878.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7553 | 2052-06-01      | 4.0000%  |  | $764.83            | $732.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA7327 | 2052-06-01      | 3.0000%  |  | $3265935.41        | $2937023.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8059 | 2050-12-01      | 2.0000%  |  | $791.92            | $644.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB6435 | 2054-05-01      | 6.0000%  |  | $986.06            | $1016.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $23666510.17       | $24208528.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7111 | 2050-09-01      | 2.0000%  |  | $151759474.38      | $124609653.88      | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4789 | 2045-04-01      | 3.0000%  |  | $19197.33          | $17647.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5302 | 2052-12-01      | 6.0000%  |  | $17202541.41       | $18042765.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  |  | $1525.78           | $1614.54           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $111.18            | $108.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  |  | $39123855.52       | $36836896.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  |  | $112767842.97      | $115751266.57      | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1339 | 2049-09-01      | 3.0000%  |  | $314.12            | $284.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT5906 | 2043-06-01      | 3.5000%  |  | $39093966.38       | $37326984.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU5069 | 2054-09-01      | 4.5000%  |  | $3298908.50        | $3239627.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA4352 | 2049-11-01      | 3.0000%  |  | $397.19            | $359.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4940 | 2053-02-01      | 5.5000%  |  | $5912932.41        | $6096867.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4137 | 2052-12-01      | 5.0000%  |  | $3948.78           | $3985.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  |  | $828.48            | $832.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1348 | 2052-11-01      | 5.0000%  |  | $2897785.56        | $2941413.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1159 | 2052-11-01      | 5.5000%  |  | $2208726.82        | $2264327.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8911 | 2052-10-01      | 5.0000%  |  | $3269192.16        | $3283340.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  |  | $207760.73         | $208046.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0214 | 2055-04-01      | 5.5000%  |  | $33474113.85       | $34210689.39       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFS8579 | 2042-08-01      | 2.0000%  |  | $889.22            | $779.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5909 | 2053-09-01      | 6.0000%  |  | $799.52            | $839.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5228 | 2053-07-01      | 5.5000%  |  | $756.41            | $782.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $6619439.60        | $6803197.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA3124 | 2053-03-01      | 4.5000%  |  | $1024.00           | $1006.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2707 | 2055-07-01      | 6.0000%  |  | $4067.46           | $4205.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2293 | 2055-08-01      | 5.5000%  |  | $1578.86           | $1619.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2250 | 2052-07-01      | 3.0000%  |  | $978.63            | $872.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2124 | 2055-06-01      | 5.5000%  |  | $998.47            | $1021.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1544 | 2055-05-01      | 5.0000%  |  | $518155.31         | $521392.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  |  | $3237229.14        | $3253945.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2458 | 2055-07-01      | 5.5000%  |  | $2025777.31        | $2082208.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2431 | 2055-05-01      | 6.5000%  |  | $2781247.98        | $2925933.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2054 | 2055-06-01      | 5.5000%  |  | $994.79            | $1017.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD8150 | 2055-05-01      | 5.0000%  |  | $2634322.72        | $2638555.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7620 | 2055-04-01      | 6.0000%  |  | $994.90            | $1024.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5375 | 2055-04-01      | 6.0000%  |  | $2090322.67        | $2179437.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD4261 | 2055-03-01      | 5.0000%  |  | $2301465.61        | $2318698.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD4043 | 2055-03-01      | 5.0000%  |  | $1026591.42        | $1035723.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  |  | $994.27            | $1059.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD2775 | 2055-04-01      | 5.0000%  |  | $994.93            | $995.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6886 | 2053-08-01      | 6.5000%  |  | $1576.14           | $1681.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  |  | $27491459.13       | $27760563.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6874 | 2053-08-01      | 6.0000%  |  | $40117651.51       | $41590210.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $25496405.34       | $25998438.05       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  |  | $788.98            | $827.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  |  | $1768.40           | $1796.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  |  | $41763518.74       | $44406175.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6526 | 2053-06-01      | 5.5000%  |  | $16259866.05       | $16762350.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $883.07            | $887.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  |  | $859.76            | $883.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1892 | 2048-06-01      | 4.0000%  |  | $228.75            | $222.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7454 | 2053-02-01      | 6.0000%  |  | $3170739.44        | $3271492.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  |  | $16697318.86       | $17541101.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  |  | $196.74            | $191.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  |  | $790.36            | $799.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6350 | 2053-04-01      | 5.5000%  |  | $15709298.83       | $16086924.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  |  | $10776995.14       | $11125738.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  |  | $10270081.70       | $10715758.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7116 | 2053-09-01      | 6.0000%  |  | $40885401.12       | $42676835.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2135 | 2055-04-01      | 6.0000%  |  | $2762439.19        | $2868475.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD1099 | 2055-01-01      | 6.0000%  |  | $2360349.18        | $2460541.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD1009 | 2055-02-01      | 6.0000%  |  | $990.85            | $1022.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9680 | 2054-12-01      | 5.5000%  |  | $11582999.72       | $11845694.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC9604 | 2055-01-01      | 7.0000%  |  | $1943979.29        | $2055323.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5691 | 2054-10-01      | 6.5000%  |  | $2254977.95        | $2417168.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4995 | 2054-10-01      | 5.0000%  |  | $2789491.50        | $2793691.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4273 | 2054-10-01      | 5.5000%  |  | $2322851.31        | $2382526.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3948 | 2054-11-01      | 5.0000%  |  | $2224971.13        | $2242892.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  |  | $10681766.12       | $11151849.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  |  | $787.85            | $812.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  |  | $2214103.18        | $2309957.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  |  | $12605404.65       | $12470778.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  |  | $808.62            | $835.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  |  | $795.96            | $806.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  |  | $2252400.03        | $2272461.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $851586.73         | $871088.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  |  | $808.96            | $825.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  |  | $764.49            | $781.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  |  | $987860.82         | $1021726.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  |  | $16446362.57       | $16672182.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  |  | $719.65            | $590.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  |  | $103182816.70      | $85051497.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  |  | $11634311.72       | $11623259.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  |  | $1715.51           | $1490.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  |  | $181.30            | $180.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4621 | 2046-03-01      | 3.5000%  |  | $236.12            | $225.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $326.72            | $309.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  |  | $938.94            | $946.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9447 | 2054-11-01      | 4.5000%  |  | $904.99            | $891.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  |  | $1789.98           | $1904.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9802 | 2055-01-01      | 5.5000%  |  | $1894.92           | $1939.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $9455520.98        | $9626782.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  |  | $915.80            | $939.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  |  | $1089681.89        | $1124791.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  |  | $64711451.06       | $66088014.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8551 | 2054-05-01      | 6.5000%  |  | $13793399.57       | $14716118.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3562 | 2048-02-01      | 4.5000%  |  | $222.86            | $222.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $712.36            | $673.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK5262 | 2048-05-01      | 4.5000%  |  | $226.69            | $226.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2018 | 2048-04-01      | 4.5000%  |  | $2443237.01        | $2435880.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $1138616.53        | $1114465.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH7398 | 2047-08-01      | 3.5000%  |  | $199.26            | $188.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  |  | $166.58            | $157.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  |  | $1821108.83        | $1500929.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U3BF0210 | 2041-01-01      | 4.0000%  |  | $36900410.43       | $36734444.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0191 | 2057-06-01      | 4.0000%  |  | $291854.17         | $278788.83         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $274.77            | $276.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  |  | $868.99            | $896.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  |  | $1265.41           | $1214.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN5340 | 2049-03-01      | 5.0000%  |  | $263.69            | $269.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  |  | $2565.62           | $2114.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6984 | 2050-09-01      | 2.0000%  |  | $649.30            | $533.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  |  | $2.46              | $2.51              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7913 | 2046-09-01      | 3.0000%  |  | $40593025.34       | $37126502.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB4925 | 2052-10-01      | 6.0000%  |  | $2382.01           | $2455.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  |  | $533.13            | $469.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7944 | 2052-08-01      | 5.0000%  |  | $857.64            | $863.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  |  | $844.49            | $848.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW3779 | 2052-09-01      | 4.5000%  |  | $2606392.87        | $2558312.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9478 | 2047-04-01      | 4.0000%  |  | $2261237.83        | $2208793.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3910 | 2052-06-01      | 4.0000%  |  | $2711602.48        | $2595983.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $884799.49         | $893458.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  |  | $8751169.88        | $8805905.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  |  | $3026.39           | $3160.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3773 | 2048-11-01      | 3.5000%  |  | $265.22            | $251.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  |  | $1702.76           | $1740.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8694 | 2052-09-01      | 5.0000%  |  | $1976130.93        | $2020488.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4651 | 2045-03-01      | 3.5000%  |  | $25424973.61       | $24185777.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  |  | $1693.81           | $1745.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $7085513.85        | $6453337.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9437 | 2054-11-01      | 5.5000%  |  | $958.95            | $985.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICA3022 | 2034-01-01      | 3.5000%  |  | $216.98            | $214.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4635 | 2052-09-01      | 5.5000%  |  | $2259116.08        | $2306675.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  |  | $30401792.48       | $31901117.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  |  | $726.21            | $760.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5292 | 2052-12-01      | 5.5000%  |  | $23479830.03       | $23959108.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  |  | $1572.93           | $1622.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5989 | 2053-03-01      | 5.5000%  |  | $1044333.73        | $1062850.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  |  | $44973521.47       | $45184882.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $714.13            | $737.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC2692 | 2051-06-01      | 3.0000%  |  | $81994.56          | $74353.98          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G61431 G | 2044-02-01      | 3.5000%  |  | $3000467.10        | $2869030.64        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $2855365.75        | $2778563.07        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  |  | $2088636.76        | $2055747.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $946.95            | $961.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $753.20            | $775.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $769.30            | $795.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6979 | 2054-11-01      | 5.5000%  |  | $947.80            | $968.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  |  | $927.59            | $860.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5388 | 2054-04-01      | 5.0000%  |  | $2537679.40        | $2562611.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2690 | 2053-04-01      | 5.5000%  |  | $788.43            | $813.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2677 | 2053-04-01      | 6.0000%  |  | $877.36            | $917.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $348045.25         | $324862.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $2148490.30        | $2144062.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2759 | 2049-01-01      | 4.5000%  |  | $2691822.91        | $2681836.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  |  | $260.22            | $253.68            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  |  | $93.63             | $92.89             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0187 | 2057-01-01      | 4.5000%  |  | $5916880.32        | $5843670.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  |  | $119.29            | $108.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD5039 | 2047-02-01      | 3.5000%  |  | $799.31            | $755.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $261.48            | $247.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  |  | $900.38            | $943.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  |  | $42248131.06       | $44292982.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8497 | 2054-05-01      | 6.0000%  |  | $894.15            | $923.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8466 | 2054-05-01      | 5.0000%  |  | $3311854.86        | $3316910.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  |  | $1841.90           | $1803.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  |  | $842.40            | $879.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  |  | $849.93            | $884.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8327 | 2054-04-01      | 5.5000%  |  | $2665.91           | $2715.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8139 | 2054-03-01      | 5.5000%  |  | $64051.25          | $65873.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  |  | $7385436.64        | $7460817.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  |  | $236.01            | $214.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8452 | 2046-12-01      | 3.0000%  |  | $2611531.25        | $2388540.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  |  | $1258024.30        | $1150604.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7497 | 2046-07-01      | 3.5000%  |  | $843.42            | $799.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $2303564.39        | $2197171.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5105 | 2045-06-01      | 3.5000%  |  | $201.17            | $191.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  |  | $58.42             | $55.80             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR3916 | 2043-02-01      | 3.5000%  |  | $201.09            | $191.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  |  | $211.83            | $201.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  |  | $70.81             | $65.84             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $98.08             | $93.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO1214 | 2042-04-01      | 3.5000%  |  | $58.58             | $56.36             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $12883684.04       | $12404904.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3907 | 2052-08-01      | 5.0000%  |  | $2020909.04        | $2028359.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3678 | 2052-07-01      | 5.0000%  |  | $2746730.83        | $2791902.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV4011 | 2052-04-01      | 4.0000%  |  | $896.47            | $857.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTBV1454 | 2045-04-01      | 6.0000%  |  | $2257679.41        | $2337197.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU7103 | 2051-12-01      | 2.0000%  |  | $3075453.63        | $2513158.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4775 | 2054-06-01      | 5.5000%  |  | $2030940.37        | $2070838.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4311 | 2053-12-01      | 6.5000%  |  | $625.62            | $666.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4262 | 2053-10-01      | 6.5000%  |  | $2062979.60        | $2184832.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT7961 | 2052-11-01      | 6.0000%  |  | $3038401.75        | $3134706.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT0226 | 2051-09-01      | 2.5000%  |  | $1489.16           | $1289.28           | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $255.18            | $262.28            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $1411.51           | $1436.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFA1447 | 2036-10-01      | 1.5000%  |  | $11148384.78       | $10023445.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1421 | 2050-05-01      | 5.0000%  |  | $1846.12           | $1874.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1417 | 2047-12-01      | 3.0000%  |  | $2920482.92        | $2663007.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA1412 | 2053-12-01      | 4.5000%  |  | $955.86            | $939.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1133 | 2054-05-01      | 5.0000%  |  | $2803.54           | $2810.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0969 | 2055-03-01      | 5.0000%  |  | $1078.86           | $1084.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1737 | 2054-08-01      | 5.0000%  |  | $14702102.43       | $14798528.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0565 | 2054-06-01      | 6.0000%  |  | $51230854.45       | $52896062.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0552 | 2055-01-01      | 5.5000%  |  | $2375280.19        | $2432285.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0199 | 2053-03-01      | 5.5000%  |  | $1864.17           | $1901.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  |  | $2056.48           | $2128.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9961 | 2055-02-01      | 5.0000%  |  | $977.76            | $984.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  |  | $697.68            | $574.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $10261595.27       | $8421523.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7015 | 2050-09-01      | 2.0000%  |  | $835.18            | $688.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  |  | $761.48            | $625.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $29730763.96       | $24439897.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $640.84            | $527.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  |  | $262.88            | $250.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7201 | 2045-08-01      | 3.5000%  |  | $16297856.57       | $15502776.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL5761 | 2044-09-01      | 4.0000%  |  | $188.71            | $185.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL4334 | 2043-10-01      | 4.0000%  |  | $2115503.99        | $2080243.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2952 | 2042-12-01      | 3.5000%  |  | $2435112.83        | $2327579.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $3396770.48        | $3271995.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  |  | $12111867.71       | $9989222.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $495.17            | $425.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  |  | $18217798.51       | $15667531.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $514.96            | $442.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  |  | $24726379.39       | $23485898.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $13868154.47       | $11934009.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCA6179 | 2040-06-01      | 2.5000%  |  | $553.73            | $505.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4353 | 2049-10-01      | 3.5000%  |  | $473.43            | $450.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2310 | 2048-09-01      | 4.5000%  |  | $302.17            | $302.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2167 | 2048-08-01      | 4.5000%  |  | $314.80            | $315.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA2074 | 2038-07-01      | 4.0000%  |  | $2903803.44        | $2870506.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2041 | 2048-07-01      | 4.0000%  |  | $565.56            | $544.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA1585 | 2038-04-01      | 4.0000%  |  | $2422300.44        | $2394839.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  |  | $931.54            | $949.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8990 | 2054-08-01      | 5.5000%  |  | $936.09            | $960.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  |  | $1546.65           | $1659.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4811 | 2048-10-01      | 4.5000%  |  | $1946529.21        | $1948571.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA5570 | 2049-12-01      | 3.5000%  |  | $3453316.82        | $3255775.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  |  | $2956606.75        | $2945637.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $946.59            | $964.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM2003 | 2047-10-01      | 4.0000%  |  | $111.84            | $108.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF1073 | 2055-10-01      | 7.0000%  |  | $1076996.90        | $1148501.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1739 | 2054-10-01      | 5.0000%  |  | $992.94            | $1003.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9834 | 2055-01-01      | 6.5000%  |  | $2542.07           | $2648.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5811 | 2052-08-01      | 5.0000%  |  | $677.27            | $680.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7052 | 2053-09-01      | 6.0000%  |  | $23694072.69       | $24843803.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  |  | $1952895.35        | $2007725.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  |  | $40469737.61       | $38028751.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7126 | 2053-09-01      | 6.0000%  |  | $13900355.94       | $14494526.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $2700691.14        | $2730711.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  |  | $1947.99           | $1959.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  |  | $37554520.75       | $38548113.21       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1419 | 2053-05-01      | 4.0000%  |  | $952.06            | $924.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6410 | 2055-07-01      | 6.5000%  |  | $2098383.97        | $2214062.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  |  | $1959.17           | $1975.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7792 | 2055-07-01      | 6.5000%  |  | $102185.90         | $106571.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1108 | 2055-01-01      | 5.5000%  |  | $899595.56         | $931990.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0840 | 2055-08-01      | 6.0000%  |  | $9286852.14        | $9618977.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9959 | 2055-02-01      | 5.0000%  |  | $2968.66           | $2993.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  |  | $142071699.25      | $117422496.26      | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1015 | 2048-01-01      | 4.0000%  |  | $149.01            | $145.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX9981 | 2053-04-01      | 5.0000%  |  | $993728.38         | $1004015.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2730 | 2055-08-01      | 6.0000%  |  | $52840608.71       | $54932779.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  |  | $920.09            | $942.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  |  | $1889.28           | $1969.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0444 | 2053-09-01      | 5.5000%  |  | $5164486.42        | $5322800.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE0960 | 2055-06-01      | 6.5000%  |  | $1846.64           | $1937.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1148 | 2054-06-01      | 5.5000%  |  | $890.23            | $912.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  |  | $127.91            | $134.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  |  | $2295684.30        | $2337737.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1033 | 2055-09-01      | 6.0000%  |  | $31336742.92       | $32652604.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6434 | 2053-06-01      | 5.0000%  |  | $148062.59         | $148605.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8188 | 2055-07-01      | 6.0000%  |  | $3032933.66        | $3119423.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  |  | $953.66            | $998.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  |  | $6869174.03        | $7129934.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE5583 | 2055-07-01      | 5.0000%  |  | $2825134.47        | $2852997.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9332 | 2055-09-01      | 6.5000%  |  | $313486.06         | $329416.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0977 | 2055-01-01      | 6.5000%  |  | $2271304.39        | $2388209.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2380 | 2055-06-01      | 5.5000%  |  | $995.94            | $1023.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $34390378.95       | $34951675.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9964 | 2055-02-01      | 5.0000%  |  | $2895.11           | $2904.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9208 | 2055-10-01      | 5.5000%  |  | $998.96            | $1014.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  |  | $928.06            | $928.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  |  | $2428.69           | $2506.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1766 | 2045-07-01      | 5.5000%  |  | $1509725.37        | $1552636.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  |  | $1310.70           | $1079.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  |  | $8614476.47        | $8880744.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1556 | 2055-05-01      | 5.5000%  |  | $1958.49           | $2016.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  |  | $142325729.89      | $117545491.99      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR0386 | 2051-01-01      | 2.0000%  |  | $776.56            | $636.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1781 | 2055-10-01      | 6.0000%  |  | $999.46            | $1029.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  |  | $1009.98           | $976.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  |  | $44318499.67       | $45836556.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3296 | 2055-02-01      | 6.0000%  |  | $907.39            | $945.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  |  | $134268763.15      | $121555928.11      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  |  | $29597482.80       | $30346545.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBY6127 | 2053-09-01      | 7.0000%  |  | $837.73            | $892.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  |  | $14692443.36       | $15050135.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3202 | 2048-02-01      | 4.0000%  |  | $198.62            | $193.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4977 | 2045-05-01      | 3.0000%  |  | $6021665.50        | $5544183.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  |  | $6434193.86        | $6670549.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  |  | $11215860.83       | $11512849.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $142.89            | $141.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC1955 | 2051-05-01      | 3.0000%  |  | $2880596.53        | $2591580.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6583 | 2050-08-01      | 2.5000%  |  | $890.72            | $766.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  |  | $2089216.41        | $2190965.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  |  | $43460154.08       | $45497218.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB5943 | 2054-06-01      | 6.0000%  |  | $16930324.27       | $17548094.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ0851 | 2045-07-01      | 3.5000%  |  | $205.09            | $195.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  |  | $42740293.35       | $43708503.45       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA0312 | 2049-06-01      | 4.5000%  |  | $2364980.39        | $2363734.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $2994338.09        | $3090637.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  |  | $3474571.49        | $3177867.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  |  | $2706122.16        | $2716298.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  |  | $30414847.58       | $29412323.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  |  | $787.71            | $731.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  |  | $39525342.54       | $41414100.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY2148 | 2053-06-01      | 6.0000%  |  | $965792.97         | $1014599.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  |  | $2700528.45        | $2321078.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8362 | 2054-04-01      | 6.5000%  |  | $2539597.76        | $2672626.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  |  | $12049670.94       | $9930274.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0454 | 2051-05-01      | 2.5000%  |  | $721.42            | $623.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $785.15            | $732.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  |  | $731.68            | $600.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  |  | $38606589.77       | $41098593.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  |  | $904.83            | $891.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ7745 | 2051-03-01      | 2.0000%  |  | $4383.48           | $3623.91           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  |  | $244.34            | $243.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA5513 | 2050-04-01      | 4.0000%  |  | $356.00            | $344.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4067 | 2052-07-01      | 4.5000%  |  | $17348685.27       | $17186995.52       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7754 | 2053-02-01      | 5.5000%  |  | $2500438.12        | $2569208.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  |  | $980.14            | $1002.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2806 | 2055-09-01      | 5.5000%  |  | $1010.08           | $1033.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV5897 | 2055-07-01      | 6.0000%  |  | $1942216.90        | $2001817.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7053 | 2054-06-01      | 6.0000%  |  | $844.60            | $871.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8446 | 2055-09-01      | 6.5000%  |  | $109637.81         | $115350.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $935.86            | $964.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6919 | 2050-09-01      | 2.5000%  |  | $572.04            | $492.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0814 | 2053-04-01      | 5.5000%  |  | $839566.01         | $863777.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7780 | 2053-03-01      | 5.5000%  |  | $3156868.31        | $3241261.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2141 | 2054-08-01      | 6.5000%  |  | $663.45            | $698.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG6361 | 2053-07-01      | 5.5000%  |  | $37538324.00       | $38273186.73       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8816 | 2053-03-01      | 6.0000%  |  | $2388897.75        | $2500865.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  |  | $955.39            | $938.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  |  | $819.86            | $847.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3482 | 2052-11-01      | 5.5000%  |  | $725.64            | $744.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $707.31            | $724.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $685.20            | $698.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9156 | 2052-09-01      | 4.5000%  |  | $3145576.04        | $3095555.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9091 | 2052-08-01      | 5.0000%  |  | $3128119.44        | $3143787.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6087 | 2052-07-01      | 4.5000%  |  | $2263594.25        | $2253946.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1005 | 2048-01-01      | 4.0000%  |  | $296.54            | $289.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0771 | 2047-11-01      | 3.5000%  |  | $162.19            | $152.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9902 | 2053-11-01      | 6.5000%  |  | $978.08            | $1035.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9857 | 2053-10-01      | 6.5000%  |  | $980.44            | $1037.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6760 | 2053-07-01      | 5.5000%  |  | $848.79            | $863.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  |  | $897131.13         | $914417.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY3392 | 2053-06-01      | 5.0000%  |  | $806.54            | $809.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  |  | $2912735.49        | $2968378.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  |  | $690.13            | $699.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR2103 | 2051-07-01      | 2.5000%  |  | $706.20            | $612.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1017 | 2051-05-01      | 2.0000%  |  | $151914278.92      | $125244613.27      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $2716771.59        | $2229900.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP7125 | 2050-07-01      | 2.5000%  |  | $448.97            | $386.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  |  | $270.56            | $232.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  |  | $408.85            | $370.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3166 | 2054-10-01      | 5.5000%  |  | $687.24            | $699.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1025 | 2054-09-01      | 6.0000%  |  | $2346788.01        | $2438897.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0954 | 2054-07-01      | 7.0000%  |  | $988.92            | $1043.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  |  | $2864.59           | $2956.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9731 | 2055-01-01      | 6.0000%  |  | $966.90            | $996.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9730 | 2055-01-01      | 5.5000%  |  | $2023.70           | $2060.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  |  | $1937.75           | $2005.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6468 | 2054-06-01      | 6.5000%  |  | $850.25            | $900.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  |  | $2130635.80        | $2182114.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB1904 | 2054-09-01      | 7.0000%  |  | $990.52            | $1075.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  |  | $801.89            | $815.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA2948 | 2053-10-01      | 5.5000%  |  | $670349.44         | $682853.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  |  | $612.91            | $638.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA1552 | 2053-09-01      | 7.0000%  |  | $808676.95         | $864694.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1675 | 2053-10-01      | 6.5000%  |  | $787.29            | $837.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8980 | 2054-06-01      | 5.0000%  |  | $2389701.58        | $2397842.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  |  | $898.23            | $915.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC6941 | 2046-03-01      | 4.0000%  |  | $948367.51         | $922389.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  |  | $15497567.99       | $14174246.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  |  | $181.00            | $172.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1098 | 2055-10-01      | 5.5000%  |  | $1000.00           | $1023.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF1095 | 2055-10-01      | 5.0000%  |  | $1212828.00        | $1218530.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  |  | $999.82            | $1028.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0705 | 2055-09-01      | 6.0000%  |  | $1007.11           | $1049.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0309 | 2055-09-01      | 6.0000%  |  | $998.16            | $1026.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9945 | 2055-10-01      | 5.0000%  |  | $1032963.01        | $1037148.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9278 | 2055-09-01      | 6.0000%  |  | $993.42            | $1023.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9205 | 2055-10-01      | 5.5000%  |  | $1260625.91        | $1281222.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  |  | $999.22            | $1040.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8607 | 2055-10-01      | 6.5000%  |  | $999.38            | $1054.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6724 | 2055-08-01      | 5.5000%  |  | $2153144.36        | $2204990.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  |  | $124270793.30      | $128632201.06      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $863.91            | $900.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $834.24            | $865.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  |  | $10049913.07       | $10732972.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $891.64            | $909.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  |  | $2836673.26        | $3030847.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8029 | 2054-02-01      | 7.0000%  |  | $27567354.30       | $29544301.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  |  | $12532868.71       | $12677092.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  |  | $877.97            | $938.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  |  | $817.13            | $855.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL781592 | 2034-10-01      | 6.0000%  |  | $43.25             | $45.67             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL779661 | 2034-07-01      | 5.5000%  |  | $36.92             | $38.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL759432 | 2034-02-01      | 5.5000%  |  | $10.21             | $10.39             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  |  | $265.84            | $250.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAZ0834 | 2045-07-01      | 3.0000%  |  | $2534851.66        | $2333853.13        | Agency Mortgage-Backed Securities |

### Security 140: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.150%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $1001971200.00     | $1009175372.93     | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $1540839000.00     | $1598659234.70     | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $835782300.00      | $851571104.76      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $1654330284.00     | $1640594288.75     | U.S. Treasuries (including strips) |

### Security 141: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  4.160%, 11/3/2025
- **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: 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:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CNMA3680 | 2029-06-01      | 3.5000%  |  | $26797.23          | $26614.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAB9631 | 2028-06-01      | 2.5000%  |  | $132767.87         | $130444.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $240371.75         | $240943.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $113448.59         | $97528.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $467800.07         | $432163.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  |  | $4722856.20        | $4921752.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $154.56            | $152.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $63705.64          | $62692.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $38626.76          | $37323.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  |  | $5283633.31        | $4881208.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  |  | $25607.16          | $25338.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3842 | 2052-04-01      | 3.0000%  |  | $270580.28         | $241108.68         | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G18604 G | 2031-06-01      | 2.5000%  |  | $249309.75         | $241705.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $537275.50         | $511032.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $119837.66         | $111618.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $35998.01          | $36016.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  |  | $5325747.02        | $5331333.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $64111.11          | $67625.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  |  | $298722.68         | $254849.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8893 | 2051-02-01      | 2.0000%  |  | $1339308.17        | $1100343.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $5908533.41        | $4866797.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $165504335.38      | $136367242.03      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $24129875.13       | $19873791.46       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  |  | $78640426.53       | $64612992.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  |  | $147588.83         | $121566.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $185169.20         | $161156.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $129404660.98      | $106587729.25      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1814542.10        | $1498803.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $37055.91          | $31864.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $86263.71          | $74891.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1682 | 2055-10-01      | 5.5000%  |  | $1545332.00        | $1579291.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0262 | 2055-09-01      | 5.5000%  |  | $1516598.48        | $1558778.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  |  | $6965048.00        | $7158762.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0219 | 2055-10-01      | 5.5000%  |  | $992794.00         | $1022433.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9555 | 2055-10-01      | 5.5000%  |  | $1279108.00        | $1299790.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9252 | 2055-09-01      | 5.5000%  |  | $5084880.75        | $5213880.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8242 | 2055-09-01      | 5.5000%  |  | $1246346.84        | $1285785.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE7221 | 2055-08-01      | 5.5000%  |  | $2259987.11        | $2329437.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  |  | $462852.83         | $490339.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3972 | 2051-04-01      | 3.0000%  |  | $1852390.62        | $1687398.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $76575.51          | $76958.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3884 | 2052-02-01      | 3.0000%  |  | $1240787.69        | $1108153.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  |  | $80492.09          | $82646.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  |  | $1184179.63        | $1164582.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $23409.77          | $22764.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $238653.30         | $225866.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $82356.22          | $81439.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $33143.35          | $32050.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $1683382.07        | $1587507.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $616095.22         | $573594.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $73389.56          | $70118.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5021 | 2054-09-01      | 4.5000%  |  | $2590461.13        | $2554303.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  |  | $73715.10          | $67134.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB9011 | 2028-04-01      | 3.0000%  |  | $180505.84         | $178696.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  |  | $77911.39          | $74414.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CI890698 | 2030-10-01      | 2.0000%  |  | $45915.61          | $44262.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  |  | $1078637.34        | $1111812.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $1984517.02        | $1620708.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  |  | $793.35            | $826.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5298 | 2054-04-01      | 6.0000%  |  | $4102715.64        | $4269802.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL8560 | 2041-05-01      | 3.0000%  |  | $2127944.47        | $1994522.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQB2339 | 2050-08-01      | 3.0000%  |  | $33804.75          | $30923.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $46028739.76       | $44049473.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  |  | $473551.84         | $491551.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  |  | $2582920.79        | $2537746.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4436 | 2051-10-01      | 1.5000%  |  | $376517.60         | $291386.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS7778 | 2033-07-01      | 3.5000%  |  | $695757.60         | $685899.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $131511.40         | $133646.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR2935 | 2036-03-01      | 1.5000%  |  | $53729.42          | $48391.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  |  | $733.79            | $721.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2841 | 2036-12-01      | 2.5000%  |  | $44168.48          | $41308.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $50358.08          | $51260.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $34204.19          | $30494.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE8087 | 2052-06-01      | 4.0000%  |  | $4445445.52        | $4259925.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1968 | 2049-11-01      | 3.0000%  |  | $30914.99          | $27987.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  |  | $397347.81         | $391020.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  |  | $788923.35         | $707766.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $2926409.45        | $2924858.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  |  | $713.36            | $697.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  |  | $61295.78          | $55366.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIQN0786 | 2034-10-01      | 3.0000%  |  | $38941.37          | $37868.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  |  | $1005129.23        | $907068.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $22923682.67       | $21037384.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  |  | $389172.53         | $359531.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1557 | 2055-09-01      | 5.5000%  |  | $1328090.65        | $1360783.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8898 | 2055-07-01      | 6.0000%  |  | $999.41            | $1049.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  |  | $1001.21           | $1019.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $329665.87         | $315301.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $40742.78          | $41466.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $201731.70         | $187367.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  |  | $9419884.59        | $8571115.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $2323311.62        | $2284688.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $36659.26          | $29972.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4683 | 2053-06-01      | 5.0000%  |  | $31179431.21       | $31457136.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $2018039.97        | $1985529.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $221316.46         | $202419.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $4178497.95        | $3978308.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  |  | $4252241.89        | $4284060.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  |  | $628806.03         | $633512.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  |  | $34056.85          | $32044.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  |  | $32040.89          | $30006.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5825 | 2053-03-01      | 4.5000%  |  | $6055441.75        | $6042755.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAW3585 | 2044-06-01      | 3.5000%  |  | $2177181.95        | $2078504.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $384586.94         | $362991.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8740 | 2054-08-01      | 5.5000%  |  | $248200.32         | $254470.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $65390798.10       | $67461354.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  |  | $21551.10          | $19957.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM5792 | 2035-12-01      | 1.5000%  |  | $60956.40          | $55090.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $97.91             | $93.92             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5522 | 2050-04-01      | 4.0000%  |  | $27555.01          | $26663.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $159047.63         | $153213.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4796 | 2050-11-01      | 2.0000%  |  | $2072005.61        | $1710413.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  |  | $46073858.90       | $49468273.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  |  | $31387.71          | $31650.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $218.94            | $207.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $363342.81         | $336908.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $33590887.25       | $34607616.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $119294.70         | $112801.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  |  | $883551.58         | $869284.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  |  | $1519219.41        | $1518418.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $259093.26         | $263076.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0493 | 2052-09-01      | 5.5000%  |  | $440579.91         | $450045.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  |  | $2324866.11        | $2316238.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $868.16            | $899.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1861 | 2036-03-01      | 2.0000%  |  | $971942.11         | $900946.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $271623.94         | $266685.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  |  | $44308.83          | $45063.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI5070 | 2054-05-01      | 6.0000%  |  | $6963520.51        | $7174236.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $138.73            | $139.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  |  | $96.71             | $94.50             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $561990.96         | $549191.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1635 | 2028-10-01      | 3.0000%  |  | $59.65             | $58.85             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1527 | 2033-08-01      | 3.0000%  |  | $42857.75          | $41507.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  |  | $31863.43          | $30255.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  |  | $191640.63         | $185600.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA0975 | 2042-02-01      | 3.5000%  |  | $91.47             | $88.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $3111726.57        | $3059211.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0448 | 2040-06-01      | 4.5000%  |  | $29154.92          | $28687.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  |  | $18.80             | $19.11             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0243 | 2029-11-01      | 5.0000%  |  | $34517.80          | $35092.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $33882.96          | $33811.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  |  | $4088394.14        | $3907796.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB9046 | 2043-04-01      | 3.5000%  |  | $1094351.06        | $1045572.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRAB7668 | 2043-01-01      | 3.0000%  |  | $30329.57          | $28192.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $63193.46          | $62204.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $2893211.04        | $2772612.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $65673.08          | $64703.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  |  | $449680.78         | $462091.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $794419.37         | $785799.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $93490926.88       | $96628201.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4967 | 2053-02-01      | 3.0000%  |  | $131530.16         | $117057.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $620373.74         | $632516.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  |  | $1203139.06        | $1208560.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4824 | 2052-10-01      | 2.5000%  |  | $368031.96         | $313416.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  |  | $152942674.89      | $156405806.80      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $4564091.56        | $4486319.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  |  | $330874.04         | $326924.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4769 | 2052-09-01      | 2.0000%  |  | $3182805.49        | $2598931.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $21604.01          | $21745.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  |  | $45659.46          | $45114.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  |  | $813.28            | $778.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA4671 | 2032-07-01      | 3.0000%  |  | $45498.35          | $44199.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $96178.60          | $92454.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $1642.93           | $1405.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7144 | 2055-02-01      | 5.5000%  |  | $5895391.47        | $5994329.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5524 | 2055-02-01      | 6.0000%  |  | $1078561.08        | $1122612.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX5267 | 2055-02-01      | 5.0000%  |  | $2381256.75        | $2417131.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX2587 | 2054-12-01      | 5.5000%  |  | $760.19            | $773.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7305 | 2053-12-01      | 5.0000%  |  | $39264975.19       | $39443774.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV6760 | 2052-03-01      | 3.5000%  |  | $1240710.73        | $1150310.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $66470.34          | $57249.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3661 | 2053-08-01      | 5.5000%  |  | $9780.72           | $9969.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4728 | 2054-06-01      | 6.5000%  |  | $2779327.27        | $2895927.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  |  | $6489263.78        | $6541143.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $1822886.58        | $1577167.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4514483.61        | $4659670.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $89575.33          | $73110.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $82382.28          | $70700.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5600 | 2052-06-01      | 2.5000%  |  | $1121104.41        | $975487.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTCB9293 | 2044-10-01      | 5.5000%  |  | $76981.12          | $79562.25          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $15830.06          | $14675.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  |  | $85.25             | $81.61             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $566938.81         | $510443.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  |  | $1305112.91        | $1255522.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB3546 | 2031-09-01      | 4.0000%  |  | $2722998.95        | $2716608.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $85497.81          | $82577.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $282052.27         | $286717.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1044113.79        | $1055100.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3361 | 2052-12-01      | 5.5000%  |  | $6909210.93        | $7147221.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  |  | $55054.48          | $56827.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  |  | $597788.29         | $623063.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  |  | $302.19            | $295.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ1155 | 2054-08-01      | 4.5000%  |  | $5770.28           | $5652.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  |  | $110566.12         | $109583.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6522 | 2054-05-01      | 7.0000%  |  | $738219.63         | $786635.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $106036.81         | $98285.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  |  | $154162761.32      | $127260383.16      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  |  | $795284.96         | $823708.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1912.03           | $1971.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI5499 | 2054-05-01      | 4.5000%  |  | $5793.00           | $5670.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7061 | 2052-04-01      | 3.0000%  |  | $31905.32          | $28386.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $77334.03          | $79105.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $50282.10          | $47240.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $60511.06          | $58740.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $1020197.97        | $1043011.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $2832587.51        | $2565842.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9019 | 2054-09-01      | 6.0000%  |  | $574484.43         | $593804.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1138 | 2032-08-01      | 3.5000%  |  | $38466.41          | $38011.57          | Agency Mortgage-Backed Securities  |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $100.00            | $103.99            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $200.00            | $203.90            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $200.00            | $184.13            | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $200.00            | $153.79            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40        | 2040-05-15      | 4.3750%  |  | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $100.00            | $102.32            | U.S. Treasuries (including strips) |
| USTR BILL 02/24/26        | 2026-02-24      | 0.0000%  |  | $11149100.00       | $11017351.09       | U.S. Treasuries (including strips) |
| USTR BILL 01/27/26        | 2026-01-27      | 0.0000%  |  | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| USTR BILL 12/02/25        | 2025-12-02      | 0.0000%  |  | $100.00            | $99.69             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $100.00            | $101.87            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $100.00            | $104.06            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $100.00            | $102.60            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $100.00            | $104.14            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $1469000.00        | $1491410.33        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $1044800.00        | $1070946.82        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $100.00            | $102.26            | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $18559700.00       | $18048714.34       | U.S. Treasuries (including strips) |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  |  | $700.00            | $697.14            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $100.00            | $99.12             | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $13736000.00       | $13281887.84       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $100.00            | $97.94             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $100.00            | $102.07            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| USTR BILL 12/23/25        | 2025-12-23      | 0.0000%  |  | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $100.00            | $98.58             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| FMAC FEPC 06.000 CLQX1397 | 2054-12-01      | 6.0000%  |  | $781408.40         | $803808.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $30.94             | $30.90             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0927 | 2040-03-01      | 5.5000%  |  | $3091441.77        | $3223345.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $326069.34         | $343438.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5886 | 2040-11-01      | 5.0000%  |  | $19654853.00       | $19940962.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $701333.26         | $721032.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  |  | $3953639.47        | $4015131.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $5994.87           | $5715.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  |  | $267267.92         | $261636.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5442 | 2054-08-01      | 4.5000%  |  | $5656.69           | $5537.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $5312439.29        | $5464215.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $29543.86          | $30013.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $42595.53          | $40663.54          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  |  | $3370690.88        | $3446933.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL1193 | 2052-09-01      | 3.5000%  |  | $5670297.02        | $5282276.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  |  | $39986697.81       | $40657767.89       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  |  | $2063262.18        | $2019789.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  |  | $26582378.32       | $27487401.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0238 | 2054-05-01      | 5.0000%  |  | $965441.02         | $976551.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0200 | 2055-01-01      | 5.5000%  |  | $26693314.89       | $27213096.01       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  |  | $98341.82          | $101149.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  |  | $33717075.19       | $33006656.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  |  | $3025606.81        | $3028803.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $156371.25         | $158995.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $35126.83          | $35192.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $1151969.40        | $944207.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  |  | $6915.96           | $6209.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  |  | $2050115.42        | $1683148.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  |  | $437167.26         | $376061.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4074 | 2035-07-01      | 2.0000%  |  | $145997.37         | $135333.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY4128 | 2055-05-01      | 7.0000%  |  | $1285195.18        | $1357251.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $8683377.16        | $8909929.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3414 | 2055-05-01      | 5.5000%  |  | $2118788.79        | $2181033.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY0514 | 2055-04-01      | 7.0000%  |  | $854334.25         | $909105.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  |  | $31892823.92       | $30351624.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $10201998.25       | $9744067.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $10393079.36       | $9926540.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  |  | $10442443.98       | $9290725.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $76418.54          | $71257.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $188705.46         | $169527.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $172.82            | $173.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZM9218 | 2027-05-01      | 3.0000%  |  | $16.50             | $16.36             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  |  | $791.74            | $797.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $71347.30          | $58230.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $38956.05          | $31921.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  |  | $85353.84          | $84124.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5391 | 2047-04-01      | 3.0000%  |  | $680.24            | $620.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS2920 | 2036-07-01      | 3.0000%  |  | $143233.80         | $138403.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0034 | 2050-10-01      | 2.5000%  |  | $24956.63          | $21284.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $826.87            | $841.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $2583017.64        | $2592762.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8676 | 2055-09-01      | 6.5000%  |  | $1526344.32        | $1613742.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6411 | 2055-04-01      | 6.5000%  |  | $407897.90         | $424962.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS9900 | 2048-06-01      | 4.0000%  |  | $5513168.73        | $5345074.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  |  | $48447.33          | $47342.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA2467 | 2051-07-01      | 4.0000%  |  | $32670.90          | $31562.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  |  | $1212603.96        | $1246478.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3154 | 2055-06-01      | 6.0000%  |  | $1430164.66        | $1495019.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  |  | $857068.36         | $875611.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  |  | $4909727.98        | $5011729.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  |  | $2997178.88        | $3088544.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1433 | 2055-07-01      | 5.5000%  |  | $1662048.99        | $1710877.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  |  | $43743.87          | $44827.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $1927829.47        | $2004046.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $835.13            | $839.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7742 | 2053-02-01      | 6.5000%  |  | $1177742.53        | $1233333.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $3949594.27        | $3911796.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $11254.85          | $11024.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2204 | 2055-09-01      | 6.0000%  |  | $2711680.56        | $2814279.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6200 | 2055-02-01      | 5.5000%  |  | $1080936.29        | $1110300.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8190 | 2054-06-01      | 6.0000%  |  | $623381.22         | $650316.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $71312133.80       | $72532522.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $3688026.61        | $3689378.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8643 | 2055-08-01      | 5.5000%  |  | $1540616.58        | $1569312.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $29753.51          | $28721.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  |  | $58112.58          | $59863.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  |  | $195518648.70      | $199250187.22      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3516 | 2055-07-01      | 6.0000%  |  | $1047542.46        | $1090793.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5210 | 2055-06-01      | 5.5000%  |  | $176898.25         | $179746.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $2795989.67        | $2891901.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1157 | 2052-03-01      | 3.5000%  |  | $429025.45         | $401817.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $1351566.61        | $1225979.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  |  | $44931.25          | $37180.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $41596.98          | $36553.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0357 | 2051-12-01      | 3.0000%  |  | $61649.52          | $56300.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0028 | 2051-09-01      | 2.5000%  |  | $72627.29          | $62981.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9292 | 2051-11-01      | 3.0000%  |  | $552568.64         | $500511.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $172883.18         | $166128.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $409.88            | $398.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9777 | 2051-12-01      | 3.0000%  |  | $5970778.55        | $5327904.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  |  | $833204.38         | $748663.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  |  | $68534.29          | $64439.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8104 | 2051-07-01      | 3.0000%  |  | $102784.52         | $91605.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $63700.55          | $55306.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE7123 | 2052-08-01      | 4.0000%  |  | $9485127.34        | $9093423.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  |  | $11685044.20       | $11489553.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD9526 | 2052-02-01      | 3.0000%  |  | $723.95            | $651.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9463 | 2052-04-01      | 3.5000%  |  | $107135.82         | $100093.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  |  | $679707.83         | $650500.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $460864.06         | $445666.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4298 | 2055-07-01      | 6.0000%  |  | $1685726.77        | $1758572.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2519 | 2055-06-01      | 5.5000%  |  | $1192493.49        | $1227343.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $983862.15         | $1005855.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD8844 | 2055-07-01      | 6.5000%  |  | $1102033.27        | $1182518.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8490 | 2055-05-01      | 5.5000%  |  | $1333261.49        | $1361575.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7568 | 2055-04-01      | 5.0000%  |  | $1362185.90        | $1371054.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5575 | 2055-03-01      | 6.5000%  |  | $4349995.20        | $4553808.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5514 | 2055-05-01      | 6.0000%  |  | $281354.27         | $289387.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS3265 | 2036-04-01      | 1.5000%  |  | $4444888.43        | $4003466.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3155 | 2052-07-01      | 4.0000%  |  | $763.29            | $734.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFS3009 | 2042-05-01      | 2.0000%  |  | $76709.83          | $67106.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2946 | 2052-10-01      | 5.0000%  |  | $98608.86          | $99858.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $220585.76         | $208260.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $30510231.38       | $28608365.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2516 | 2052-07-01      | 4.0000%  |  | $45944.23          | $44010.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $116.24            | $118.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2293 | 2052-07-01      | 4.5000%  |  | $325361.73         | $321681.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2061 | 2052-06-01      | 4.0000%  |  | $174694.51         | $167329.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  |  | $254962.26         | $258144.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2600 | 2052-05-01      | 3.0000%  |  | $12287725.32       | $11052194.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6508 | 2055-08-01      | 6.0000%  |  | $1106021.03        | $1147189.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $6707.04           | $6605.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3297 | 2055-01-01      | 6.0000%  |  | $926.72            | $964.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $7033651.52        | $7143048.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4397 | 2040-11-01      | 4.5000%  |  | $133417.00         | $133907.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  |  | $1512.14           | $1585.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6634 | 2053-06-01      | 5.5000%  |  | $7487013.25        | $7745999.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5577219.92        | $5553444.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  |  | $2215717.11        | $2359119.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1168 | 2055-10-01      | 5.5000%  |  | $2003.24           | $2046.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3253 | 2055-10-01      | 5.5000%  |  | $1000.00           | $1027.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9662 | 2054-10-01      | 5.5000%  |  | $2451731.99        | $2507168.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $6084242.05        | $6183544.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $74104.85          | $68648.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  |  | $654.18            | $607.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  |  | $2515329.18        | $2562298.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  |  | $73788.50          | $68308.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY2746 | 2055-05-01      | 5.5000%  |  | $1382698.46        | $1415460.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  |  | $69114363.71       | $72734435.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4694 | 2055-04-01      | 5.5000%  |  | $3588594.82        | $3651575.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  |  | $72919.10          | $71789.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $207662.89         | $172655.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  |  | $2971933.71        | $2647695.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM1056 | 2049-06-01      | 5.5000%  |  | $87142.61          | $90942.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $40392.79          | $36112.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ2763 | 2048-05-01      | 4.5000%  |  | $85233.19          | $84916.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8526 | 2055-09-01      | 5.5000%  |  | $1444478.81        | $1471384.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $181114.98         | $168355.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $175657.32         | $176190.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  |  | $947706.54         | $807645.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5665 | 2055-03-01      | 3.5000%  |  | $414666.99         | $383987.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0559 | 2054-09-01      | 6.0000%  |  | $562439.32         | $585024.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2183 | 2055-06-01      | 7.0000%  |  | $944002.20         | $1007821.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3241 | 2054-05-01      | 6.0000%  |  | $13679338.00       | $14299600.22       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $739.21            | $742.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  |  | $168712.13         | $164387.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $126290.05         | $125821.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0685 | 2055-01-01      | 6.0000%  |  | $5657716.52        | $5820828.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4781 | 2055-08-01      | 6.5000%  |  | $1226873.38        | $1299291.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0101 | 2041-04-01      | 2.5000%  |  | $63898.24          | $57656.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  |  | $729324.79         | $718570.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA7885 | 2052-10-01      | 5.0000%  |  | $27092996.21       | $27231486.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $678712.70         | $650422.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $431340.27         | $399958.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $206945.40         | $169066.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $943721.41         | $771732.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4276 | 2027-01-01      | 3.0000%  |  | $87236.54          | $86734.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  |  | $236092.04         | $243818.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL974966 | 2038-04-01      | 5.5000%  |  | $138931.71         | $144556.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL931507 | 2039-07-01      | 4.5000%  |  | $148328.02         | $150005.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922386 | 2037-01-01      | 5.5000%  |  | $55053.91          | $55824.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.350 CA903598 | 2036-08-01      | 5.3500%  |  | $63769.71          | $64534.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.800 CA897347 | 2036-09-01      | 5.8000%  |  | $46902.45          | $47581.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  |  | $381283.64         | $402056.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $2045424.49        | $2133887.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL889210 | 2035-01-01      | 4.5000%  |  | $187062.79         | $185986.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8210 | 2052-01-01      | 2.0000%  |  | $193678.23         | $158501.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  |  | $735.44            | $704.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  |  | $699502.29         | $605950.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1284139.31        | $1339701.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4791 | 2054-07-01      | 6.0000%  |  | $708.05            | $728.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKDA9397 | 2054-02-01      | 6.0000%  |  | $1188485.11        | $1205527.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  |  | $3466863.42        | $3525475.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA9177 | 2054-06-01      | 7.0000%  |  | $724425.22         | $775122.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0561 | 2055-06-01      | 5.5000%  |  | $318291.96         | $329157.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0238 | 2055-04-01      | 5.5000%  |  | $3158970.88        | $3245464.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0213 | 2055-04-01      | 5.0000%  |  | $4944484.45        | $4968127.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2923 | 2054-11-01      | 6.0000%  |  | $80324501.10       | $83132645.65       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  |  | $1862.36           | $1941.70           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  |  | $2173736.41        | $2214218.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $873.88            | $900.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $20132278.06       | $20479405.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $22471949.22       | $23215770.74       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $68672803.79       | $69811147.05       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  |  | $1193624.76        | $1223783.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0943 | 2054-02-01      | 6.0000%  |  | $7071151.79        | $7298545.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0962 | 2054-02-01      | 7.0000%  |  | $5461909.45        | $5751239.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1718 | 2054-06-01      | 6.0000%  |  | $30725133.59       | $31733194.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  |  | $4157203.99        | $4339389.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL2692 | 2050-02-01      | 3.0000%  |  | $988466.37         | $902140.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4155 | 2048-02-01      | 3.5000%  |  | $90.09             | $85.33             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $2160197.98        | $1926097.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  |  | $6740868.29        | $6910153.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  |  | $113.11            | $107.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $651918.19         | $654308.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  |  | $5664890.23        | $5716212.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  |  | $32082225.64       | $32807872.10       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  |  | $61900666.04       | $63795032.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7741 | 2055-03-01      | 5.5000%  |  | $1173666.01        | $1204719.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $39881156.25       | $40501441.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $23170.84          | $22238.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $23754194.89       | $22228858.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  |  | $5769573.60        | $5396066.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  |  | $2034860.73        | $2073141.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1121 | 2055-02-01      | 5.0000%  |  | $3817831.35        | $3850720.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8379 | 2040-04-01      | 5.5000%  |  | $25676.66          | $26356.10          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  |  | $2474924.73        | $2466559.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $93626.65          | $89645.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  |  | $97327.12          | $97537.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  |  | $164.09            | $159.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  |  | $799.47            | $756.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD9791 | 2052-04-01      | 2.0000%  |  | $31428.96          | $25641.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA2611 | 2031-05-01      | 2.5000%  |  | $266978.42         | $258478.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $29353.47          | $24133.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7774 | 2036-07-01      | 2.0000%  |  | $103892.84         | $95977.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $66565.80          | $60457.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $237493.27         | $203723.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $80990.51          | $81308.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $223.32            | $214.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $37540.32          | $37037.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $93.00             | $90.34             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0149 | 2054-12-01      | 5.0000%  |  | $13817504.67       | $13876459.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2505 | 2055-09-01      | 5.5000%  |  | $3858029.54        | $3958690.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2871 | 2055-10-01      | 5.0000%  |  | $1387812.00        | $1397505.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY5014 | 2055-05-01      | 5.0000%  |  | $1662430.27        | $1663659.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3642 | 2052-11-01      | 5.0000%  |  | $306097.75         | $307599.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3595 | 2049-02-01      | 4.5000%  |  | $54038.02          | $52033.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $833.08            | $837.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2730 | 2055-01-01      | 5.5000%  |  | $910520.74         | $925242.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $96505334.43       | $99260368.72       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1403 | 2054-12-01      | 4.5000%  |  | $1367656.22        | $1345636.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $580036.60         | $497563.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $29635.31          | $30213.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  |  | $58666.18          | $58802.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $58799.98          | $57422.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $181753.29         | $170903.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $16341.03          | $15385.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3209 | 2047-12-01      | 3.0000%  |  | $37961.29          | $34468.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $142649.52         | $139294.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2838 | 2046-11-01      | 3.0000%  |  | $56356.88          | $51822.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $45201.65          | $42288.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3526 | 2048-11-01      | 4.5000%  |  | $201099.92         | $193638.31         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C03520 G | 2040-09-01      | 4.0000%  |  | $90941.44          | $89678.57          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  |  | $60820.23          | $55690.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4141 | 2049-09-01      | 3.0000%  |  | $201002.36         | $182877.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $184.07            | $182.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $67682.72          | $61273.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $130048.00         | $121763.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $268031.35         | $260644.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  |  | $115985.82         | $115555.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2412525.09        | $2453576.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $168294.85         | $167670.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $17073.22          | $17374.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $3028482.79        | $2994392.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6233 | 2055-04-01      | 5.5000%  |  | $1575755.28        | $1613841.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3303 | 2055-02-01      | 6.0000%  |  | $6341182.86        | $6551456.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3028 | 2055-03-01      | 5.5000%  |  | $1112467.29        | $1142504.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $31469.39          | $32192.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $287.08            | $287.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  |  | $644900.38         | $627425.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  |  | $3266048.74        | $2987128.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $727431.99         | $749908.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY8516 | 2053-08-01      | 6.0000%  |  | $20006952.53       | $20625047.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1175726.13        | $1197658.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $6831687.29        | $6961129.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $84956.46          | $85285.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $312914.90         | $313814.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4245 | 2050-12-01      | 2.0000%  |  | $30335.19          | $25004.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ2140 | 2054-08-01      | 6.5000%  |  | $4538845.56        | $4807012.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $139469.21         | $136530.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $765963.38         | $738326.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $1407956.42        | $1413848.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  |  | $1608745.60        | $1670395.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1080 | 2055-10-01      | 5.5000%  |  | $1726255.77        | $1773895.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3855 | 2034-11-01      | 2.0000%  |  | $37071.74          | $34479.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  |  | $75202.06          | $70497.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $971256.02         | $996379.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  |  | $2293552.51        | $2045000.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $67270.24          | $69930.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  |  | $21732.79          | $22327.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  |  | $2068248.96        | $2133254.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  |  | $317759.99         | $311935.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7274 | 2053-02-01      | 6.0000%  |  | $3460382.13        | $3627864.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $12403067.42       | $12686890.95       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $418845.91         | $428204.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $55106.44          | $58002.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5371 | 2053-01-01      | 5.0000%  |  | $7934595.48        | $8085262.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $755211.80         | $799940.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $7024411.06        | $7193259.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $1972158.09        | $2000231.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  |  | $2029997.90        | $2053352.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  |  | $4553519.61        | $4572852.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0564 | 2054-05-01      | 5.5000%  |  | $4974765.64        | $5076486.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0454 | 2054-11-01      | 5.0000%  |  | $29999601.44       | $30258038.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  |  | $111265.41         | $103054.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $2925495.31        | $2419184.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0803 | 2055-02-01      | 4.5000%  |  | $30717256.10       | $30227807.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  |  | $1020943.29        | $1039645.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  |  | $37007226.03       | $37297424.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9281 | 2054-10-01      | 4.5000%  |  | $5680.14           | $5560.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  |  | $74832.65          | $69525.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1043140.55        | $1088206.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU3612 | 2051-11-01      | 4.0000%  |  | $1762631.22        | $1685606.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $77068.84          | $77438.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $1475941.05        | $1278361.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $61147.00          | $50630.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  |  | $68781.06          | $56654.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $74830.43          | $61082.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $332911.76         | $274812.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR2026 | 2051-06-01      | 3.0000%  |  | $33214.51          | $29602.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $81274.12          | $70660.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $280287.96         | $253318.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1575 | 2050-09-01      | 2.0000%  |  | $1601238.13        | $1326474.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP8713 | 2050-08-01      | 3.0000%  |  | $42244.08          | $37968.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $726405.72         | $699821.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  |  | $2281235.35        | $2146507.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9651 | 2054-11-01      | 5.5000%  |  | $3641639.40        | $3704142.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $149439.94         | $155988.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $408429.13         | $436072.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9787 | 2055-01-01      | 5.0000%  |  | $639704.27         | $645878.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8858 | 2054-07-01      | 6.0000%  |  | $32380.49          | $33499.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $2007720.16        | $2046234.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $1457613.24        | $1484831.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  |  | $5525.71           | $5409.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8421 | 2054-02-01      | 5.5000%  |  | $567372.77         | $577808.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8982 | 2054-08-01      | 5.0000%  |  | $127958.71         | $128164.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $15418490.17       | $16524047.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $1741589.60        | $1814706.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $112667.80         | $114885.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB6778 | 2053-07-01      | 7.0000%  |  | $2114810.41        | $2258275.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY0450 | 2055-04-01      | 5.5000%  |  | $2869381.71        | $2940178.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX6919 | 2055-02-01      | 5.0000%  |  | $1684508.04        | $1688626.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $58887.79          | $57516.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  |  | $18909.86          | $18649.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $46505.70          | $40044.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  |  | $291853.32         | $283811.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $173724.68         | $162567.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  |  | $151.00            | $146.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $192320.67         | $170182.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3845 | 2029-11-01      | 2.5000%  |  | $61895.73          | $60379.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5051 | 2055-10-01      | 6.0000%  |  | $36958441.00       | $38081275.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3670 | 2049-05-01      | 3.0000%  |  | $54901.66          | $49601.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3669 | 2049-05-01      | 5.0000%  |  | $86965.63          | $88728.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $19258.89          | $17958.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $242220.56         | $187326.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3056 | 2054-12-01      | 5.0000%  |  | $5661341.05        | $5709851.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3011 | 2054-12-01      | 5.0000%  |  | $2428969.07        | $2443073.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  |  | $1031483.40        | $1036490.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $155221.43         | $155937.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $899908.99         | $944371.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0259 | 2055-01-01      | 5.5000%  |  | $2318520.10        | $2380622.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9587 | 2055-01-01      | 5.5000%  |  | $4833223.38        | $4913596.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1495931.58        | $1468787.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7668 | 2054-12-01      | 5.5000%  |  | $579354.29         | $598153.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1898631.92        | $2003052.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0502 | 2054-07-01      | 7.0000%  |  | $3609993.18        | $3884740.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA8030 | 2054-02-01      | 6.0000%  |  | $3733819.89        | $3858865.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA6956 | 2053-12-01      | 7.5000%  |  | $1844671.96        | $1978379.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2505 | 2053-12-01      | 7.0000%  |  | $1910834.08        | $2043683.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2504 | 2053-12-01      | 7.0000%  |  | $3750737.54        | $4012056.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $714.24            | $622.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2593909.05        | $2253487.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB1469 | 2050-07-01      | 2.5000%  |  | $4787662.10        | $4118937.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5519 | 2049-12-01      | 3.0000%  |  | $329840.34         | $299120.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  |  | $3874150.22        | $4071569.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $5090326.49        | $5176524.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  |  | $368796.01         | $370546.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $1994176.56        | $2108882.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5543 | 2053-01-01      | 6.0000%  |  | $418416.83         | $433938.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $3420971.07        | $3437038.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $743.71            | $768.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $828.45            | $830.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $91394.67          | $93530.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  |  | $1516623.77        | $1550669.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  |  | $2084241.11        | $2130133.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $95513.57          | $93745.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  |  | $37420.35          | $36821.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  |  | $740519.49         | $765440.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5055 | 2052-11-01      | 6.0000%  |  | $79197.03          | $82134.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $204631.93         | $206104.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $318404.77         | $325426.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4796 | 2052-10-01      | 5.0000%  |  | $4190659.04        | $4253337.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4641 | 2052-08-01      | 6.0000%  |  | $1067934.32        | $1139509.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $23132396.53       | $24160639.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  |  | $767.52            | $762.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $77963.89          | $78161.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  |  | $12836517.16       | $13294113.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $25009.30          | $27018.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS9620 | 2052-06-01      | 3.0000%  |  | $664153.81         | $596410.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9047 | 2054-04-01      | 5.0000%  |  | $8974397.28        | $9120982.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8858 | 2035-02-01      | 3.0000%  |  | $3191695.67        | $3139189.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8840 | 2036-01-01      | 3.0000%  |  | $1685573.11        | $1628718.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  |  | $1511.52           | $1583.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $95320.88          | $81356.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $88231.71          | $89963.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8371 | 2050-03-01      | 3.5000%  |  | $404537.73         | $381621.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $285033.64         | $286431.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW1139 | 2052-09-01      | 4.0000%  |  | $6134684.42        | $5926088.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9913 | 2052-06-01      | 3.5000%  |  | $152343.35         | $141267.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9435 | 2052-06-01      | 4.0000%  |  | $1403823.53        | $1351659.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $720.48            | $646.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV8126 | 2052-04-01      | 2.5000%  |  | $731607.90         | $625233.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $66742.78          | $64473.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  |  | $41376.29          | $41045.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $67570.77          | $57795.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  |  | $536261.17         | $547055.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3174 | 2043-05-01      | 3.0000%  |  | $1932635.01        | $1798664.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  |  | $266411.76         | $260121.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $307823.86         | $281538.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $271.28            | $248.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  |  | $176.40            | $161.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7798 | 2046-08-01      | 3.0000%  |  | $351361.69         | $321433.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  |  | $5704355.89        | $5440909.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS5623 | 2030-08-01      | 3.0000%  |  | $64154.98          | $63048.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  |  | $28146.31          | $26780.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS3154 | 2044-08-01      | 4.0000%  |  | $72719.53          | $70862.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ4555 | 2042-12-01      | 4.0000%  |  | $144555.81         | $142027.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ0973 | 2042-12-01      | 3.5000%  |  | $164464.50         | $156826.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAP8072 | 2042-09-01      | 3.0000%  |  | $39436.44          | $36685.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP1083 | 2042-08-01      | 3.5000%  |  | $656478.01         | $627350.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $721102.50         | $709826.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5433 | 2053-01-01      | 5.0000%  |  | $32732917.79       | $33229628.91       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $108971529.37      | $101037820.89      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  |  | $589682.77         | $605647.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $33871.06          | $28845.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  |  | $12064673.90       | $11392209.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7500 | 2052-04-01      | 2.5000%  |  | $2422023.22        | $2070908.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7283 | 2053-09-01      | 4.5000%  |  | $80813.55          | $80837.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  |  | $158389.15         | $159156.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7290 | 2049-02-01      | 4.5000%  |  | $2000942.53        | $1993499.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5080 | 2053-01-01      | 6.0000%  |  | $2945692.71        | $3038431.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3814 | 2053-02-01      | 6.0000%  |  | $2185745.16        | $2253780.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $45229.97          | $46523.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  |  | $17174.89          | $16828.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1340212.92        | $1347003.34        | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  |  | $144.58            | $152.22            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49036 G | 2047-07-01      | 4.0000%  |  | $2951251.02        | $2886663.87        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46715 G | 2047-03-01      | 4.0000%  |  | $2630857.32        | $2572960.92        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  |  | $2731167.77        | $2592259.67        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  |  | $1614492.99        | $1630479.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $51741.63          | $52546.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $148713.97         | $127904.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1670360.29        | $1365722.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0614 | 2051-05-01      | 3.0000%  |  | $24588014.59       | $21884291.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $786937.06         | $714727.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  |  | $4539339.25        | $4430809.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7593131.66        | $7218081.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  |  | $487396.48         | $396635.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7222 | 2051-05-01      | 2.5000%  |  | $806.79            | $687.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM7043 | 2036-03-01      | 2.5000%  |  | $98687.48          | $93577.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM6893 | 2049-04-01      | 5.5000%  |  | $2726562.73        | $2826443.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM6764 | 2051-03-01      | 2.5000%  |  | $462776.41         | $394115.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $56671.00          | $52461.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7185 | 2034-01-01      | 4.5000%  |  | $342110.16         | $345883.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  |  | $66924.63          | $62035.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $15234.70          | $14657.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM5066 | 2050-10-01      | 3.0000%  |  | $384502.03         | $343764.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  |  | $7169765.53        | $6761531.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  |  | $255673.68         | $271980.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL7349 | 2039-10-01      | 6.5000%  |  | $261374.02         | $275845.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL7225 | 2030-08-01      | 3.0000%  |  | $30755.55          | $30217.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4583 | 2050-10-01      | 2.0000%  |  | $786198.89         | $649908.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $44384.87          | $39947.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $26821.95          | $26878.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $71104.99          | $66458.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  |  | $25577.79          | $24872.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  |  | $1566999.76        | $1522784.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  |  | $1206807.04        | $1195163.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  |  | $28008.94          | $27636.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  |  | $195.93            | $184.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $414.26            | $376.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $64528.52          | $55593.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  |  | $274483.39         | $269835.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $11556.43          | $11061.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $5659.87           | $5053.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $47170.31          | $43738.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $1606.24           | $1489.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  |  | $92442.37          | $79390.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $1094202.10        | $1052341.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4038 | 2052-06-01      | 5.0000%  |  | $2490673.38        | $2522239.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICB3971 | 2037-06-01      | 3.5000%  |  | $4025089.55        | $3911359.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $85635742.90       | $82994165.66       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $868.45            | $755.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  |  | $31378.64          | $29466.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  |  | $7234.45           | $6784.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  |  | $28169478.89       | $29245750.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $38940267.96       | $40979764.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  |  | $82955.33          | $87502.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  |  | $136820.10         | $139877.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2473 | 2053-02-01      | 5.0000%  |  | $2027633.00        | $2032147.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $6311918.52        | $6043935.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $953159.76         | $946514.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $843377.08         | $834354.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  |  | $716.80            | $671.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3125 | 2052-03-01      | 3.5000%  |  | $836298.44         | $780604.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $102111.64         | $94677.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  |  | $188695.56         | $168056.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  |  | $1212522.12        | $1053904.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3597 | 2052-05-01      | 3.5000%  |  | $2874903.48        | $2662608.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $474242.76         | $406074.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  |  | $723.84            | $654.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1816 | 2051-09-01      | 3.0000%  |  | $71116.09          | $63516.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLSD6170 | 2054-08-01      | 7.5000%  |  | $5468554.50        | $5886811.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  |  | $94193.13          | $96189.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $36297.82          | $36988.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  |  | $86021.63          | $82497.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $4852839.44        | $4746568.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM3084 | 2032-08-01      | 4.0000%  |  | $25496.53          | $25578.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $4439842.83        | $4325025.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $30480.26          | $29618.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $2069212.35        | $1777584.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1419909.52        | $1290870.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  |  | $310.68            | $300.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $359242.59         | $351684.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $146383.19         | $153007.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1176657.64        | $1218287.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $187431.31         | $195610.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2121683.98        | $2062237.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8015 | 2053-07-01      | 6.0000%  |  | $298584.25         | $311345.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6962 | 2054-02-01      | 7.0000%  |  | $18776134.23       | $20089793.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6840 | 2052-01-01      | 2.0000%  |  | $3147747.70        | $2598335.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  |  | $24565.14          | $24974.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6600 | 2052-09-01      | 3.5000%  |  | $14809405.19       | $13740412.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  |  | $96851.34          | $100103.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $231266.99         | $236434.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $89591.53          | $80710.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS6072 | 2036-12-01      | 2.5000%  |  | $962710.38         | $913018.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $3555127.91        | $3597695.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5413 | 2053-07-01      | 5.0000%  |  | $34082.79          | $34285.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $50412911.01       | $51958234.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $13880.92          | $13134.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $36180.12          | $35008.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $104391.78         | $95521.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1097 | 2055-10-01      | 5.5000%  |  | $1375500.00        | $1411896.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5219 | 2053-07-01      | 5.5000%  |  | $43343007.86       | $44317849.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4872 | 2053-06-01      | 5.5000%  |  | $6247163.38        | $6404050.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS4798 | 2038-04-01      | 3.0000%  |  | $155726.83         | $149696.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4748 | 2052-08-01      | 3.5000%  |  | $205557.83         | $190602.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4629 | 2053-05-01      | 5.5000%  |  | $1196096.22        | $1227530.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $72750.02          | $73672.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4238 | 2053-03-01      | 5.0000%  |  | $573338.71         | $576060.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  |  | $159796.88         | $161360.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $4917351.45        | $4565862.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  |  | $667738.29         | $707848.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9393 | 2042-04-01      | 3.5000%  |  | $220394.74         | $211753.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $873123.78         | $841051.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI4285 | 2041-06-01      | 5.0000%  |  | $35836.32          | $36925.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH5542 | 2041-01-01      | 3.5000%  |  | $60722.33          | $58379.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL254548 | 2032-12-01      | 5.5000%  |  | $6684.23           | $6952.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $44503527.34       | $46306172.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI9871 | 2054-07-01      | 4.5000%  |  | $5885.36           | $5761.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2171 | 2049-07-01      | 4.0000%  |  | $7638455.47        | $7459886.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $103767.25         | $96141.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  |  | $42887.04          | $43354.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM1385 | 2049-08-01      | 5.0000%  |  | $540789.08         | $551494.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $1460981.00        | $1474615.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $5987462.72        | $6149365.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $88164749.60       | $90834143.08       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9846 | 2053-09-01      | 5.5000%  |  | $69266566.00       | $70687246.33       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8208 | 2053-01-01      | 5.0000%  |  | $26723.24          | $26850.09          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  |  | $29312.62          | $29959.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $5666.00           | $5595.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7923 | 2052-09-01      | 4.5000%  |  | $266334.93         | $263282.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  |  | $78154.30          | $77209.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $354.90            | $320.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3111 | 2054-10-01      | 6.0000%  |  | $930968.00         | $959356.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2319 | 2055-07-01      | 5.5000%  |  | $5690078.35        | $5864225.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  |  | $941.60            | $961.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1817 | 2051-07-01      | 3.5000%  |  | $44020991.93       | $41212570.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1187 | 2049-11-01      | 5.0000%  |  | $6823096.14        | $6907891.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1124 | 2054-07-01      | 5.5000%  |  | $3293676.86        | $3353942.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  |  | $11019030.47       | $11575921.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  |  | $136795204.65      | $118080161.46      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  |  | $870599.16         | $905303.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0907 | 2054-09-01      | 5.5000%  |  | $1876046.69        | $1916915.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  |  | $2894879.58        | $2980907.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1938 | 2052-06-01      | 4.0000%  |  | $146717.09         | $140514.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1850 | 2052-03-01      | 3.0000%  |  | $77465.01          | $69837.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1129 | 2051-08-01      | 4.0000%  |  | $433786.97         | $418929.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $803.56            | $751.39            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $321165.89         | $325236.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  |  | $292721.97         | $271520.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8378 | 2040-04-01      | 5.0000%  |  | $5966.27           | $6053.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8000 | 2034-07-01      | 3.0000%  |  | $437637.63         | $424641.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  |  | $165120.23         | $157406.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $121316.24         | $119433.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  |  | $94327.72          | $93794.92          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZT0657 | 2040-07-01      | 6.0000%  |  | $285846.27         | $304925.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS9459 | 2045-07-01      | 3.5000%  |  | $894.50            | $851.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $30907.76          | $28268.55          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  |  | $350963.89         | $364981.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZA3083 | 2030-08-01      | 3.0000%  |  | $173082.01         | $169737.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA1224 | 2042-06-01      | 3.5000%  |  | $4448668.15        | $4265986.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  |  | $490957.18         | $510843.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $865391.06         | $769947.08         | Agency Mortgage-Backed Securities  |

### Security 142: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1647566907.56
- **C.18.a - Value (excl. sponsor support):** $1647566907.56
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1071616611.49
- **C.18.a - Value (excl. sponsor support):** $1071616611.49
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: 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):** $694578481.16
- **C.18.a - Value (excl. sponsor support):** $694578481.16
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 145: 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):** $632338840.56
- **C.18.a - Value (excl. sponsor support):** $632338840.56
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 146: 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):** $247912500.00
- **C.18.a - Value (excl. sponsor support):** $247912500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 147: 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):** $1710596250.00
- **C.18.a - Value (excl. sponsor support):** $1710596250.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 148: 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):** $1703654700.00
- **C.18.a - Value (excl. sponsor support):** $1703654700.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 149: 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):** $245216472.80
- **C.18.a - Value (excl. sponsor support):** $245216472.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 150: 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):** $1729355966.74
- **C.18.a - Value (excl. sponsor support):** $1729355966.74
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 151: 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):** $1757948511.23
- **C.18.a - Value (excl. sponsor support):** $1757948511.23
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 152: 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):** $1793201449.92
- **C.18.a - Value (excl. sponsor support):** $1793201449.92
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 153: 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):** $632542037.85
- **C.18.a - Value (excl. sponsor support):** $632542037.85
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 154: 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):** $157890338.13
- **C.18.a - Value (excl. sponsor support):** $157890338.13
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 155: 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):** $1636763815.77
- **C.18.a - Value (excl. sponsor support):** $1636763815.77
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 156: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.165%, 11/6/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1116645676.43
- **C.18.a - Value (excl. sponsor support):** $1116645676.43
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.160%, 11/6/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249920697.50
- **C.18.a - Value (excl. sponsor support):** $249920697.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: 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):** $505058199.92
- **C.18.a - Value (excl. sponsor support):** $505058199.92
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 159: 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):** $856663762.92
- **C.18.a - Value (excl. sponsor support):** $856663762.92
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 160: 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):** $1712959094.00
- **C.18.a - Value (excl. sponsor support):** $1712959094.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 161: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1662886312.45
- **C.18.a - Value (excl. sponsor support):** $1662886312.45
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1687012935.00
- **C.18.a - Value (excl. sponsor support):** $1687012935.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  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):** $920910590.40
- **C.18.a - Value (excl. sponsor support):** $920910590.40
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 164: 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):** $1319003430.80
- **C.18.a - Value (excl. sponsor support):** $1319003430.80
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 165: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 11/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1829055825.11
- **C.18.a - Value (excl. sponsor support):** $1829055825.11
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.223%, 11/18/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249596770.00
- **C.18.a - Value (excl. sponsor support):** $249596770.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.220%, 11/18/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1223024173.00
- **C.18.a - Value (excl. sponsor support):** $1223024173.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 11/25/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1495446620.50
- **C.18.a - Value (excl. sponsor support):** $1495446620.50
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: 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):** $346913286.48
- **C.18.a - Value (excl. sponsor support):** $346913286.48
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 170: 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):** $3735299093.22
- **C.18.a - Value (excl. sponsor support):** $3735299093.22
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 171: 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):** $1263161331.00
- **C.18.a - Value (excl. sponsor support):** $1263161331.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 172: 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):** $2752278235.00
- **C.18.a - Value (excl. sponsor support):** $2752278235.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 173: 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):** $3587575800.02
- **C.18.a - Value (excl. sponsor support):** $3587575800.02
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 174: 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):** $1834288575.63
- **C.18.a - Value (excl. sponsor support):** $1834288575.63
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 175: 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):** $655170874.40
- **C.18.a - Value (excl. sponsor support):** $655170874.40
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 176: 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):** $1207295174.19
- **C.18.a - Value (excl. sponsor support):** $1207295174.19
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 177: 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):** $888036186.77
- **C.18.a - Value (excl. sponsor support):** $888036186.77
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 178: 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):** $1819661670.40
- **C.18.a - Value (excl. sponsor support):** $1819661670.40
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 179: 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):** $1835879338.15
- **C.18.a - Value (excl. sponsor support):** $1835879338.15
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 180: 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):** $178708760.48
- **C.18.a - Value (excl. sponsor support):** $178708760.48
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 181: 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):** $105994221.81
- **C.18.a - Value (excl. sponsor support):** $105994221.81
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 182: 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):** $340997538.19
- **C.18.a - Value (excl. sponsor support):** $340997538.19
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 183: 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):** $609869387.50
- **C.18.a - Value (excl. sponsor support):** $609869387.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 184: 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):** $25338218.62
- **C.18.a - Value (excl. sponsor support):** $25338218.62
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 185: 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):** $206642030.72
- **C.18.a - Value (excl. sponsor support):** $206642030.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 186: 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):** $268937835.27
- **C.18.a - Value (excl. sponsor support):** $268937835.27
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 187: 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):** $151234570.50
- **C.18.a - Value (excl. sponsor support):** $151234570.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 188: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.011%, 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):** $312044650.32
- **C.18.a - Value (excl. sponsor support):** $312044650.32
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 189: 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):** $251238280.00
- **C.18.a - Value (excl. sponsor support):** $251238280.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 190: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.916%, 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):** $768850767.86
- **C.18.a - Value (excl. sponsor support):** $768850767.86
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 191: 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):** $353839062.72
- **C.18.a - Value (excl. sponsor support):** $353839062.72
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 192: 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):** $210955491.66
- **C.18.a - Value (excl. sponsor support):** $210955491.66
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 193: 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):** $362160562.50
- **C.18.a - Value (excl. sponsor support):** $362160562.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 194: 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):** $250910155.00
- **C.18.a - Value (excl. sponsor support):** $250910155.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 195: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.971%, 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):** $719642504.17
- **C.18.a - Value (excl. sponsor support):** $719642504.17
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 196: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.864%, 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):** $1753142560.65
- **C.18.a - Value (excl. sponsor support):** $1753142560.65
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 197: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.926%, 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):** $2127390306.72
- **C.18.a - Value (excl. sponsor support):** $2127390306.72
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 198: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.150%, 11/3/2025
- **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: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $158495000.00
- **C.18.a - Value (excl. sponsor support):** $158495000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLCC0865 | 2055-08-01      | 6.0000%  |  | $9092.26           | $9532.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  |  | $4486899.91        | $4804793.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $5430130.26        | $5473841.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $235510.10         | $229129.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $25.81             | $25.28             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $6868.19           | $6564.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $425878.17         | $407069.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $115959.38         | $114039.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $10.40             | $10.34             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $1279515.92        | $1295732.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $16123932.90       | $16399867.14       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $15685315.43       | $15988721.71       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $16595284.35       | $15884679.80       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $8165605.76        | $8205238.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $15901039.21       | $15633408.82       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $22368207.10       | $22089253.19       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  |  | $89.33             | $88.73             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $9530997.18        | $9576285.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $847883.87         | $823077.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $16659588.95       | $16733585.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $16271554.16       | $15996027.93       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $8861491.73        | $9013141.39        | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $3257151.50        | $3036696.14        | U.S. Treasuries (including strips) |

### Security 199: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  4.170%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50323444.84       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50718493.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50718493.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50718493.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50718493.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50718493.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50718493.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50718493.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50718493.37       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47407976.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47407976.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47407976.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47407976.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47407976.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47407976.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47407976.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47407976.52       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51160348.36       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51160348.36       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51160348.36       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51160348.36       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51160348.36       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51160348.36       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51160348.36       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 02/15/2029 | 2029-02-15      | 2.6250%  |  | $50000000.00       | $48723846.36       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 02/15/2029 | 2029-02-15      | 2.6250%  |  | $50000000.00       | $48723846.36       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 02/15/2029 | 2029-02-15      | 2.6250%  |  | $50000000.00       | $48723846.36       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 02/15/2029 | 2029-02-15      | 2.6250%  |  | $50000000.00       | $48723846.36       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 02/15/2029 | 2029-02-15      | 2.6250%  |  | $50000000.00       | $49274626.36       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 02/15/2029 | 2029-02-15      | 2.6250%  |  | $50000000.00       | $49274626.36       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 02/15/2029 | 2029-02-15      | 2.6250%  |  | $50000000.00       | $49274626.36       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/31/2027 | 2027-10-31      | 3.5000%  |  | $50000000.00       | $49892580.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/31/2027 | 2027-10-31      | 3.5000%  |  | $50000000.00       | $49892580.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/31/2027 | 2027-10-31      | 3.5000%  |  | $50000000.00       | $49892580.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/31/2027 | 2027-10-31      | 3.5000%  |  | $50000000.00       | $49892580.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/31/2027 | 2027-10-31      | 3.5000%  |  | $50000000.00       | $49892580.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/31/2027 | 2027-10-31      | 3.5000%  |  | $50000000.00       | $49892580.00       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 03/31/2029 | 2029-03-31      | 2.3750%  |  | $50000000.00       | $48081603.24       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 03/31/2029 | 2029-03-31      | 2.3750%  |  | $50000000.00       | $48081603.24       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 03/31/2029 | 2029-03-31      | 2.3750%  |  | $27759000.00       | $26693944.49       | U.S. Treasuries (including strips) |

### Security 200: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  4.170%, 11/3/2025
- **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: 930LFD005, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $224176000.00
- **C.18.a - Value (excl. sponsor support):** $224176000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 783050 M     | 2040-07-20      | 5.0000%  |  | $4862.82           | $4967.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA2045 | 2053-01-01      | 4.0000%  |  | $1138.11           | $1103.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4567 | 2055-08-01      | 5.0000%  |  | $298.23            | $299.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $1353.59           | $1374.94           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CM3808       | 2059-10-15      | 5.6300%  |  | $12525.72          | $13147.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2625 | 2048-11-01      | 4.0000%  |  | $66.49             | $64.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4685 | 2048-10-01      | 4.5000%  |  | $71.68             | $71.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS3327 | 2037-02-01      | 2.5000%  |  | $2225.79           | $2099.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5790 | 2055-07-01      | 5.0000%  |  | $494197.34         | $497872.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2072 | 2055-07-01      | 6.0000%  |  | $596.10            | $621.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6803 | 2055-09-01      | 5.5000%  |  | $599.30            | $615.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE5030 | 2055-09-01      | 5.5000%  |  | $532759.18         | $542486.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0581 | 2052-02-01      | 2.5000%  |  | $307264.20         | $264269.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  |  | $4289033.27        | $4290605.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0760 C     | 2055-10-20      | 5.5000%  |  | $10653493.93       | $10867856.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDC6109 | 2040-04-01      | 6.0000%  |  | $233.52            | $242.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE5285 | 2055-09-01      | 5.5000%  |  | $427926.15         | $436672.68         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1432       | 2060-11-15      | 5.6400%  |  | $4679061.25        | $4901592.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7184 M     | 2051-02-20      | 2.0000%  |  | $191843.44         | $155242.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3284 | 2051-02-01      | 2.0000%  |  | $369.89            | $308.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0084 C     | 2055-10-20      | 5.5000%  |  | $572059.49         | $584273.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBV6266 | 2040-10-01      | 5.0000%  |  | $385988.33         | $394215.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1600 | 2055-11-01      | 5.5000%  |  | $251510.53         | $257163.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3271 | 2055-03-01      | 4.0000%  |  | $920.32            | $886.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4227 | 2055-10-01      | 6.0000%  |  | $545045.39         | $565368.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4564 | 2055-08-01      | 5.0000%  |  | $285518.63         | $288566.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0557 C     | 2055-10-20      | 6.0000%  |  | $375570.72         | $391510.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6580 | 2055-08-01      | 5.5000%  |  | $1475058.33        | $1514416.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6613 C     | 2055-10-20      | 6.0000%  |  | $393074.68         | $407893.99         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G16550 G | 2033-05-01      | 3.0000%  |  | $306.11            | $299.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3856 | 2055-10-01      | 6.0000%  |  | $221701.99         | $230351.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $1172.63           | $1123.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2434 | 2051-12-01      | 3.0000%  |  | $930.30            | $832.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2092 | 2048-07-01      | 4.5000%  |  | $133292.55         | $132797.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1199 | 2048-02-01      | 4.0000%  |  | $5654.02           | $5493.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA0599 | 2032-10-01      | 4.0000%  |  | $213.86            | $214.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY2783 | 2053-06-01      | 5.0000%  |  | $1019.98           | $1030.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBW1175 | 2037-09-01      | 3.0000%  |  | $251305.79         | $241574.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW0016 | 2052-07-01      | 4.0000%  |  | $226.29            | $215.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6100 | 2055-09-01      | 5.5000%  |  | $726292.54         | $751086.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBV6264 | 2040-10-01      | 5.0000%  |  | $384653.14         | $392379.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0678 | 2055-09-01      | 6.5000%  |  | $686813.62         | $728024.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6781 | 2054-12-01      | 4.5000%  |  | $261.57            | $257.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7792 | 2054-08-01      | 6.0000%  |  | $4799.95           | $4941.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB5833 | 2054-06-01      | 6.5000%  |  | $294.30            | $309.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7831 | 2054-02-01      | 6.0000%  |  | $59090.17          | $60852.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA3518 | 2053-10-01      | 5.5000%  |  | $26908.47          | $27474.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 RE683516 | 2033-02-01      | 5.5000%  |  | $1220.19           | $1237.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL677442 | 2033-01-01      | 5.5000%  |  | $165.14            | $169.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX1868 | 2044-11-01      | 4.0000%  |  | $191062.13         | $186301.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAW9530 | 2045-04-01      | 2.5000%  |  | $209207.09         | $183771.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW2649 | 2044-10-01      | 4.0000%  |  | $2221.32           | $2168.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5458 | 2040-07-01      | 3.5000%  |  | $522511.27         | $504503.27         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9718       | 2060-01-15      | 5.5300%  |  | $148438.32         | $154526.56         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ8774       | 2058-07-15      | 5.3500%  |  | $292302.10         | $302447.13         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ7061       | 2058-06-15      | 5.2000%  |  | $583632.78         | $598506.27         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ4851       | 2058-01-15      | 5.3800%  |  | $144191.68         | $149879.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CP9544 C     | 2047-07-20      | 3.0000%  |  | $14445.55          | $12970.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  |  | $90365.83          | $88338.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR2626 | 2043-02-01      | 2.5000%  |  | $190.39            | $172.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9397 | 2046-10-01      | 3.0000%  |  | $64788.12          | $59215.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL7390 | 2039-09-01      | 6.5000%  |  | $75.37             | $79.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6620 | 2042-08-01      | 4.5000%  |  | $187877.80         | $188611.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CM5211 C     | 2048-03-20      | 3.0000%  |  | $6524.76           | $5857.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CM3361 C     | 2046-10-20      | 3.0000%  |  | $9126.57           | $8211.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CM2623 C     | 2043-06-20      | 3.0000%  |  | $42176.31          | $38285.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL3644 C     | 2048-02-20      | 3.0000%  |  | $29743.47          | $26704.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2961 | 2052-03-01      | 2.5000%  |  | $246.22            | $214.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2658 | 2052-02-01      | 2.5000%  |  | $471.05            | $411.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1728 | 2055-06-01      | 6.0000%  |  | $537.81            | $553.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU8742 | 2052-06-01      | 5.5000%  |  | $245.28            | $250.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBT7827 | 2052-05-01      | 3.5000%  |  | $231.13            | $215.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR5633 | 2051-03-01      | 2.0000%  |  | $201.40            | $166.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6334 | 2050-11-01      | 2.0000%  |  | $53142.33          | $43613.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBO5685 | 2049-09-01      | 4.5000%  |  | $164150.61         | $162949.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRBM6849 | 2046-11-01      | 3.0000%  |  | $190.42            | $176.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS2984 | 2037-07-01      | 2.5000%  |  | $1524860.80        | $1441620.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2768 | 2052-01-01      | 2.0000%  |  | $957.68            | $786.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  |  | $4600298.26        | $4272493.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2496 | 2052-08-01      | 4.5000%  |  | $235.96            | $232.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2461 | 2051-12-01      | 3.0000%  |  | $191391.92         | $173628.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2239 | 2052-07-01      | 2.5000%  |  | $1613.87           | $1379.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1556 | 2052-05-01      | 3.5000%  |  | $112052.93         | $105224.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1204 | 2048-02-01      | 3.0000%  |  | $99778.33          | $91562.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1582 | 2055-11-01      | 5.0000%  |  | $612851.45         | $615467.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1518 | 2055-11-01      | 5.5000%  |  | $304.88            | $311.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1482 | 2055-10-01      | 6.0000%  |  | $457477.16         | $474786.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1481 | 2055-10-01      | 6.0000%  |  | $298.90            | $311.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1349 | 2055-10-01      | 6.0000%  |  | $749120.57         | $775496.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1318 | 2055-10-01      | 5.5000%  |  | $923537.54         | $953349.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1312 | 2055-10-01      | 5.5000%  |  | $598.10            | $619.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1263 | 2055-10-01      | 5.0000%  |  | $681842.96         | $689122.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1138 | 2055-10-01      | 6.0000%  |  | $298.90            | $311.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CK9415 C     | 2047-09-20      | 3.0000%  |  | $24084.39          | $21622.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CK9357 C     | 2047-03-20      | 3.0000%  |  | $27609.33          | $24799.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ9477 C     | 2052-01-20      | 3.0000%  |  | $22130.78          | $19820.24          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CI8982       | 2058-01-15      | 5.0400%  |  | $580325.70         | $591446.48         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT3502 X     | 2050-02-15      | 3.5000%  |  | $316.37            | $292.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP3637 C     | 2049-08-20      | 4.5000%  |  | $100160.93         | $98827.59          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BF1120 X     | 2048-01-15      | 3.5000%  |  | $28859.47          | $26745.56          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP7958       | 2053-02-15      | 4.8500%  |  | $143421.93         | $144957.21         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP7954       | 2057-12-15      | 5.6300%  |  | $1454717.70        | $1525308.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0108 | 2056-06-01      | 4.5000%  |  | $8451.20           | $8221.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1509 | 2046-08-01      | 3.0000%  |  | $158.12            | $144.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1747 | 2046-01-01      | 3.5000%  |  | $1319318.05        | $1254070.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4198 | 2055-10-01      | 6.0000%  |  | $526775.64         | $545258.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4192 | 2055-09-01      | 6.5000%  |  | $367465.71         | $387184.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3738 | 2055-10-01      | 6.5000%  |  | $328112.96         | $346201.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3012 | 2055-10-01      | 6.0000%  |  | $384593.36         | $399133.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2706 | 2055-10-01      | 6.0000%  |  | $298.90            | $311.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2324 | 2055-09-01      | 5.5000%  |  | $298.90            | $304.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2693 | 2055-10-01      | 5.5000%  |  | $606989.40         | $620079.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2686 | 2055-10-01      | 6.0000%  |  | $337906.16         | $354258.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF2648 | 2040-11-01      | 5.5000%  |  | $299758.28         | $308470.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF2644 | 2040-11-01      | 5.5000%  |  | $312890.81         | $321955.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDF2620 | 2040-11-01      | 5.0000%  |  | $333948.11         | $339066.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDF2618 | 2040-11-01      | 5.0000%  |  | $303501.42         | $308316.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1619 | 2055-11-01      | 5.0000%  |  | $409106.25         | $410852.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1612 | 2055-11-01      | 6.0000%  |  | $610976.44         | $636446.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  |  | $157890.04         | $142840.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2972 | 2044-12-01      | 4.0000%  |  | $204549.63         | $200868.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  |  | $97.22             | $95.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $371.10            | $337.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3415 | 2053-01-01      | 4.0000%  |  | $3578185.52        | $3504440.31        | Agency Mortgage-Backed Securities         |
| FHLB 2.59 FHOR 21-40 Q    | 2040-03-19      | 2.5900%  |  | $29890.13          | $22583.24          | Agency Debentures and Agency Strips       |
| FHLB 3.00 FHLB 26 HF      | 2026-09-11      | 3.0000%  |  | $26901.12          | $26845.61          | Agency Debentures and Agency Strips       |
| FHLB 2.08 FHOR 21-40 YY   | 2040-12-28      | 2.0800%  |  | $7472.53           | $5266.84           | Agency Debentures and Agency Strips       |
| FHLB 2.04 FHOR 21-40 VV   | 2040-11-30      | 2.0400%  |  | $8967.04           | $6334.32           | Agency Debentures and Agency Strips       |
| FHLB 1.02 FHOR 21-28 SF   | 2028-08-10      | 1.0200%  |  | $7472.53           | $6961.08           | Agency Debentures and Agency Strips       |
| FHLB 2.01 FHOR 21-40 JJ   | 2040-07-16      | 2.0100%  |  | $29890.13          | $20897.46          | Agency Debentures and Agency Strips       |
| FHLB 2.17 FHOR 20-40 DD   | 2040-06-08      | 2.1700%  |  | $80703.36          | $58726.12          | Agency Debentures and Agency Strips       |
| FHLB 2.25 FHOR 20-40 BB   | 2040-05-18      | 2.2500%  |  | $43340.69          | $31886.94          | Agency Debentures and Agency Strips       |
| FHLB 2.15 FHOR 21-40 Z    | 2040-05-07      | 2.1500%  |  | $32879.15          | $23967.97          | Agency Debentures and Agency Strips       |
| FHLB 1.20 FHOR 21-27 3W   | 2027-05-04      | 1.2000%  |  | $26901.12          | $10139.44          | Agency Debentures and Agency Strips       |
| FHLB 2.40 FHOR 21-40 X    | 2040-04-23      | 2.4000%  |  | $46329.71          | $33999.21          | Agency Debentures and Agency Strips       |
| FHLB 2.49 FHOR 20-40 V    | 2040-03-26      | 2.4900%  |  | $35868.16          | $27166.93          | Agency Debentures and Agency Strips       |
| FHLB 1.07 FHOR 20-27 4D   | 2027-06-04      | 1.0700%  |  | $10461.55          | $10083.35          | Agency Debentures and Agency Strips       |
| FCSB 1.83 FCOR 25-29 FY   | 2029-01-24      | 1.8300%  |  | $8967.04           | $8492.96           | Agency Debentures and Agency Strips       |
| FMAC 1.05 FMNT 21-28 W4   | 2028-07-21      | 1.0500%  |  | $14945.07          | $13963.12          | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $32879.15          | $23950.49          | Agency Debentures and Agency Strips       |
| FCSB 2.74 FCOR 24-39 R    | 2039-11-01      | 2.7400%  |  | $10461.55          | $8369.66           | Agency Debentures and Agency Strips       |
| FHLB 1.00 FHOR 22-28 TU   | 2028-08-16      | 1.0000%  |  | $29890.13          | $27695.35          | Agency Debentures and Agency Strips       |
| FCSB 2 1/8 FCOR 21-40 K   | 2040-05-21      | 2.1250%  |  | $31683.54          | $22838.90          | Agency Debentures and Agency Strips       |
| FCSB 2.10 FCOR 22-41 B    | 2041-01-28      | 2.1000%  |  | $5978.03           | $4206.65           | Agency Debentures and Agency Strips       |
| FHLB 2.47 FHOR 20-40 Y    | 2040-04-30      | 2.4700%  |  | $7472.53           | $5620.32           | Agency Debentures and Agency Strips       |
| FHLB 2.15 FHOR 21-41 SS   | 2041-02-25      | 2.1500%  |  | $29890.13          | $21106.07          | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-27 B3        | 2027-12-29      | 1.7500%  |  | $32879.15          | $31745.49          | Agency Debentures and Agency Strips       |
| FNMA 1.00 FNNT M 21-28    | 2028-06-22      | 1.0000%  |  | $298.90            | $279.66            | Agency Debentures and Agency Strips       |
| FCSB 2.02 FCOR 21-40 O    | 2040-07-02      | 2.0200%  |  | $112685.80         | $79558.12          | Agency Debentures and Agency Strips       |
| FCSB 2.04 FCOR 21-40 F    | 2040-03-19      | 2.0400%  |  | $49318.72          | $34897.43          | Agency Debentures and Agency Strips       |
| FCSB 2.50 FCOR 22-41 M    | 2041-07-15      | 2.5000%  |  | $14048.36          | $10469.07          | Agency Debentures and Agency Strips       |
| FCSB 2.34 FCOR 22-41 D    | 2041-02-25      | 2.3400%  |  | $114479.21         | $83329.42          | Agency Debentures and Agency Strips       |
| FCSB 2.09 FCOR 22-41 A    | 2041-01-07      | 2.0900%  |  | $7472.53           | $5234.95           | Agency Debentures and Agency Strips       |
| FCSB 2.07 FCOR 21-40 Y    | 2040-12-21      | 2.0700%  |  | $30487.94          | $21392.62          | Agency Debentures and Agency Strips       |
| FCSB 0.79 FCOR 21-27 HC   | 2027-06-21      | 0.7900%  |  | $8967.04           | $8581.21           | Agency Debentures and Agency Strips       |
| FCSB 2.08 FCOR 21-40 X    | 2040-11-30      | 2.0800%  |  | $112088.00         | $79736.79          | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 21-40 T    | 2040-09-24      | 1.9900%  |  | $22118.70          | $15372.61          | Agency Debentures and Agency Strips       |
| FCSB 1.18 FCOR 22-28 FV   | 2028-05-10      | 1.1800%  |  | $15841.77          | $14940.30          | Agency Debentures and Agency Strips       |
| FCSB 2.00 FCOR 25-40 J    | 2040-05-14      | 2.0000%  |  | $44835.20          | $31748.60          | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 21-40 P    | 2040-07-30      | 1.9900%  |  | $73230.83          | $51160.89          | Agency Debentures and Agency Strips       |
| FCSB 1.02 FCOR 21-28 EJ   | 2028-07-27      | 1.0200%  |  | $13450.56          | $12547.67          | Agency Debentures and Agency Strips       |
| FCSB 2.44 FCOR 21-40 H    | 2040-04-23      | 2.4400%  |  | $19428.59          | $14478.42          | Agency Debentures and Agency Strips       |
| FCSB 1.95 FCOR 25-40 N    | 2040-06-25      | 1.9500%  |  | $40949.48          | $28630.45          | Agency Debentures and Agency Strips       |
| FCSB 2.12 FCOR 21-40 L    | 2040-06-04      | 2.1200%  |  | $28993.43          | $20876.91          | Agency Debentures and Agency Strips       |
| FCSB 2.83 FCSB 28 N       | 2028-08-03      | 2.8300%  |  | $29890.13          | $29400.47          | Agency Debentures and Agency Strips       |
| FMAC 2.67 FMNT 22-27 M2   | 2027-03-25      | 2.6700%  |  | $17336.28          | $17129.46          | Agency Debentures and Agency Strips       |
| FMAC 1.0 FMNT 21-28 R4    | 2028-05-24      | 1.0000%  |  | $22417.60          | $21036.92          | Agency Debentures and Agency Strips       |
| FMAC 1.00 FMNT 20-27 H7   | 2027-11-19      | 1.0000%  |  | $1494.51           | $1416.42           | Agency Debentures and Agency Strips       |
| FNMA 0.77 FNNT A 22-27    | 2027-06-02      | 0.7700%  |  | $2989.01           | $2864.18           | Agency Debentures and Agency Strips       |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $9863.74           | $7079.11           | Agency Debentures and Agency Strips       |
| FCSB 4.32 FCOR 25-28 LJ   | 2028-08-21      | 4.3200%  |  | $1494.51           | $1506.36           | Agency Debentures and Agency Strips       |
| FCSB 4.23 FCOR 26-28 LD   | 2028-07-28      | 4.2300%  |  | $7472.53           | $7569.68           | Agency Debentures and Agency Strips       |
| FCSB 4.78 FCOR 26-35 CS   | 2035-10-29      | 4.7800%  |  | $5295336.02        | $5269889.58        | Agency Debentures and Agency Strips       |
| FCSB 4.40 FCOR 26-28 KP   | 2028-06-02      | 4.4000%  |  | $7472.53           | $7620.43           | Agency Debentures and Agency Strips       |
| FCSB 4.89 FCOR 25-33 EB   | 2033-10-03      | 4.8900%  |  | $11956.05          | $11960.52          | Agency Debentures and Agency Strips       |
| FCSB 5.28 FCOR 26-33 EH   | 2033-02-03      | 5.2800%  |  | $29890.13          | $30298.81          | Agency Debentures and Agency Strips       |
| FCSB 4.25 FCSB 28 EA      | 2028-08-07      | 4.2500%  |  | $69644.01          | $71280.41          | Agency Debentures and Agency Strips       |
| FCSB 4.00 FCSB 27 DL      | 2027-09-29      | 4.0000%  |  | $74725.33          | $75339.24          | Agency Debentures and Agency Strips       |
| FHLB 4.83 FHOR 26-29 GF   | 2029-01-29      | 4.8300%  |  | $137494.61         | $139358.12         | Agency Debentures and Agency Strips       |
| FHLB 2.30 FHOR 23-27 64   | 2027-03-29      | 2.3000%  |  | $7472.53           | $7341.27           | Agency Debentures and Agency Strips       |
| FHLB 2.35 FHOR 22-27 57   | 2027-03-29      | 2.3500%  |  | $7472.53           | $7334.72           | Agency Debentures and Agency Strips       |
| FHLB 2.75 FHOR 22-27 54   | 2027-03-25      | 2.7500%  |  | $7472.53           | $7317.01           | Agency Debentures and Agency Strips       |
| FCSB 1.30 FCOR 22-27 HM   | 2027-03-30      | 1.3000%  |  | $14945.07          | $14459.25          | Agency Debentures and Agency Strips       |
| FHLB 1.75 FHOR 23-27 S7   | 2027-01-27      | 1.7500%  |  | $5978.03           | $5860.68           | Agency Debentures and Agency Strips       |
| FCSB 2.58 FCOR 22-41 F    | 2041-03-15      | 2.5800%  |  | $50813.23          | $37947.15          | Agency Debentures and Agency Strips       |
| FHLB 2.75 FHOR 22-27 22   | 2027-03-08      | 2.7500%  |  | $7472.53           | $7391.97           | Agency Debentures and Agency Strips       |
| FHLB 1.80 FHOR 22-28 1T   | 2028-12-28      | 1.8000%  |  | $32879.15          | $31197.38          | Agency Debentures and Agency Strips       |
| FHLB 1.54 FHOR 22-28 ZS   | 2028-10-06      | 1.5400%  |  | $8967.04           | $8443.15           | Agency Debentures and Agency Strips       |
| FHLB 2.625 FHOR 22-41 AE  | 2041-06-21      | 2.6250%  |  | $2989.01           | $2257.60           | Agency Debentures and Agency Strips       |
| FHLB 1.15 FHOR 22-27 9Q   | 2027-05-24      | 1.1500%  |  | $7472.53           | $7221.57           | Agency Debentures and Agency Strips       |
| FHLB 2.25 FHOR 21-41 MM   | 2041-03-01      | 2.2500%  |  | $14945.07          | $10658.07          | Agency Debentures and Agency Strips       |
| FHLB 1.00 FHOR 22-28 TZ   | 2028-05-25      | 1.0000%  |  | $4483.52           | $4195.78           | Agency Debentures and Agency Strips       |
| FHLB 4.40 FHOR 26-31 1E   | 2031-04-30      | 4.4000%  |  | $617231.25         | $616010.37         | Agency Debentures and Agency Strips       |
| FCSB 2.45 FCOR 23-28 GR   | 2028-02-23      | 2.4500%  |  | $7472.53           | $7302.74           | Agency Debentures and Agency Strips       |
| GNMA GNRM 2025-140 MU     | 2055-08-20      | 5.0000%  |  | $3821570.64        | $3726484.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CLFA3414 | 2052-03-01      | 2.0000%  |  | $6076986.92        | $5030096.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3273 | 2055-10-01      | 6.5000%  |  | $2471593.60        | $2574351.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3272 | 2055-07-01      | 4.5000%  |  | $925.10            | $915.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2340 | 2055-07-01      | 5.0000%  |  | $4186268.68        | $4229272.82        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A95828 G | 2040-12-01      | 4.5000%  |  | $193831.19         | $196088.74         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC H09181 G | 2038-10-01      | 5.0000%  |  | $10847.54          | $10918.67          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C91295 G | 2030-04-01      | 4.5000%  |  | $5691.78           | $5734.62           | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G05394 G | 2035-05-01      | 7.0000%  |  | $324643.61         | $341347.60         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P51408 G | 2027-11-01      | 6.0000%  |  | $3.81              | $3.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  |  | $302.25            | $279.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  |  | $485.93            | $461.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKMA4022 | 2050-03-01      | 4.5000%  |  | $110.52            | $107.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA4017 | 2040-05-01      | 3.0000%  |  | $3212.66           | $3003.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CNMA3689 | 2029-05-01      | 4.0000%  |  | $90.03             | $89.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2798 | 2048-12-01      | 4.5000%  |  | $712304.00         | $708926.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2455 | 2048-10-01      | 4.0000%  |  | $154.85            | $151.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  |  | $440285.18         | $446693.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5682 | 2040-04-01      | 4.5000%  |  | $225301.84         | $225880.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5251 | 2039-01-01      | 6.0000%  |  | $11388.71          | $11834.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  |  | $186.23            | $191.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  |  | $1095.82           | $1141.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $471.06            | $479.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CNMA4822 | 2032-10-01      | 4.0000%  |  | $15450.59          | $15268.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  |  | $106754.23         | $102620.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  |  | $3338.52           | $3191.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4602 | 2037-05-01      | 2.0000%  |  | $61027.37          | $56233.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4584 | 2037-04-01      | 3.0000%  |  | $1027333.48        | $987555.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $718.99            | $615.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $4576.69           | $4585.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKMA4341 | 2051-05-01      | 2.5000%  |  | $595.15            | $495.03            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696528 X     | 2038-08-15      | 6.0000%  |  | $65.50             | $67.57             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682229 X     | 2049-07-15      | 4.0000%  |  | $549.89            | $526.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 677202 X     | 2038-08-15      | 6.5000%  |  | $25375.94          | $26980.04          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 664352 X     | 2037-09-15      | 6.5000%  |  | $401.58            | $427.84            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658701 X     | 2037-05-15      | 6.0000%  |  | $8234.07           | $8615.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0434 | 2051-11-01      | 2.5000%  |  | $415.72            | $362.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0028 | 2051-09-01      | 2.5000%  |  | $281992.02         | $244540.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0840 | 2052-03-01      | 3.0000%  |  | $5437.98           | $4873.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM9192 | 2050-06-01      | 5.0000%  |  | $71967.98          | $73265.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7910 | 2051-07-01      | 2.5000%  |  | $416.50            | $363.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7496 | 2051-06-01      | 2.0000%  |  | $874.47            | $723.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7203 | 2051-05-01      | 2.0000%  |  | $457960.60         | $378038.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6647 | 2047-05-01      | 3.0000%  |  | $83158.63          | $76261.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6448 | 2051-03-01      | 2.0000%  |  | $215.27            | $177.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6411 | 2045-11-01      | 3.5000%  |  | $1356536.11        | $1289799.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4996 | 2050-12-01      | 2.0000%  |  | $583.81            | $482.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4874 | 2050-11-01      | 2.5000%  |  | $528.43            | $462.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0722 | 2055-09-01      | 6.0000%  |  | $604.17            | $622.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0164 | 2055-09-01      | 6.0000%  |  | $3288708.26        | $3424492.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0148 | 2055-09-01      | 6.5000%  |  | $298.93            | $315.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0138 | 2055-09-01      | 6.0000%  |  | $327003.09         | $343751.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9565 | 2055-10-01      | 5.5000%  |  | $542023.49         | $558779.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9476 | 2055-08-01      | 6.5000%  |  | $542113.73         | $569126.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9267 | 2055-09-01      | 5.5000%  |  | $318686.50         | $330163.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDE9134 | 2040-10-01      | 5.5000%  |  | $471608.91         | $487054.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8470 | 2055-09-01      | 6.5000%  |  | $310178.11         | $328215.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7295 | 2055-08-01      | 6.0000%  |  | $4487158.21        | $4670095.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4738 | 2047-10-01      | 4.0000%  |  | $88.12             | $85.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK7936 | 2048-11-01      | 4.0000%  |  | $115005.79         | $111711.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9278 | 2048-02-01      | 3.5000%  |  | $71.95             | $67.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  |  | $191554.48         | $176907.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2066 | 2052-04-01      | 3.0000%  |  | $581.56            | $526.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2679 | 2055-08-01      | 6.0000%  |  | $631469.97         | $656056.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2663 | 2055-08-01      | 6.5000%  |  | $299.89            | $317.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2655 | 2055-09-01      | 6.0000%  |  | $899.64            | $941.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2577 | 2053-03-01      | 3.0000%  |  | $296.17            | $266.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1773 | 2050-12-01      | 4.5000%  |  | $284.17            | $283.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA0226 | 2054-12-01      | 4.0000%  |  | $831.65            | $804.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8102 | 2054-02-01      | 5.5000%  |  | $904198.51         | $921593.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CICB7203 | 2038-07-01      | 6.0000%  |  | $356.72            | $370.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6478 | 2053-06-01      | 5.0000%  |  | $258.38            | $259.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $145974.93         | $146714.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7111 | 2053-09-01      | 5.5000%  |  | $3213875.88        | $3285115.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  |  | $995.04            | $1021.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $20501.22          | $20648.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4928 | 2052-10-01      | 6.0000%  |  | $365.35            | $377.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $239.73            | $245.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $1325.38           | $1305.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4019 | 2052-07-01      | 4.0000%  |  | $233.75            | $223.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3265 | 2052-04-01      | 3.0000%  |  | $231.27            | $206.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3095 | 2052-03-01      | 2.0000%  |  | $502.83            | $409.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3530 | 2052-05-01      | 4.0000%  |  | $205.24            | $196.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $334.84            | $321.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7025 | 2050-09-01      | 2.5000%  |  | $512.65            | $448.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5217 | 2050-02-01      | 3.0000%  |  | $227.00            | $205.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $1484.09           | $1343.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3372 | 2049-04-01      | 3.5000%  |  | $477.40            | $448.99            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617710 X     | 2037-09-15      | 6.5000%  |  | $643.05            | $672.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783389 C     | 2039-08-20      | 6.0000%  |  | $6777.49           | $7094.20           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782517 X     | 2038-12-15      | 6.0000%  |  | $1837.01           | $1946.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787823 M     | 2043-05-20      | 6.5000%  |  | $535473.18         | $573738.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 786552 M     | 2052-12-20      | 2.0000%  |  | $1890153.26        | $1522453.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8701 | 2055-09-01      | 6.0000%  |  | $1195181.60        | $1245369.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8897 | 2055-08-01      | 6.5000%  |  | $553716.57         | $580397.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2797 | 2055-06-01      | 6.5000%  |  | $596.54            | $621.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA4708 M     | 2047-09-20      | 2.5000%  |  | $53698.40          | $46863.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CM3318 C     | 2047-01-20      | 3.0000%  |  | $31954.08          | $28751.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4119 | 2049-09-01      | 4.0000%  |  | $7806.24           | $7568.21           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 513655 X     | 2029-08-15      | 6.5000%  |  | $74.84             | $77.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252717 | 2029-09-01      | 7.5000%  |  | $39.61             | $41.08             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1091 M     | 2043-06-20      | 4.0000%  |  | $26610.04          | $25962.70          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CI8959       | 2059-10-15      | 5.1500%  |  | $147971.05         | $150873.89         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS6540       | 2058-07-15      | 4.8000%  |  | $145739.07         | $146257.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AJ6281 C     | 2044-09-20      | 4.0000%  |  | $28364.15          | $27429.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CP3380 C     | 2047-11-20      | 3.0000%  |  | $29928.12          | $26869.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004796 M     | 2040-09-20      | 4.5000%  |  | $602.73            | $598.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004853 M     | 2040-11-20      | 4.0000%  |  | $138302.18         | $136906.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004880 M     | 2040-12-20      | 4.5000%  |  | $6638.07           | $6590.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3395 | 2028-06-01      | 3.5000%  |  | $250.97            | $249.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $4264.60           | $4204.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY1920 | 2053-05-01      | 5.0000%  |  | $925.89            | $935.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5131 | 2052-11-01      | 5.0000%  |  | $756201.30         | $761899.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004976 M     | 2041-03-20      | 3.5000%  |  | $509.50            | $486.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAL0287 | 2032-04-01      | 7.5000%  |  | $80441.69          | $83903.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005116 M     | 2041-07-20      | 5.0000%  |  | $18612.92          | $19183.99          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9714       | 2059-09-15      | 5.5500%  |  | $295961.46         | $309006.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  |  | $26585.44          | $25466.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6533 M     | 2050-03-20      | 4.0000%  |  | $88898.27          | $83387.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4185 | 2052-03-01      | 2.5000%  |  | $39797.62          | $34432.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5314 | 2045-07-01      | 4.0000%  |  | $124191.22         | $121953.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7987 | 2051-07-01      | 2.0000%  |  | $21617.62          | $17822.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784106 M     | 2046-01-20      | 3.5000%  |  | $44137.73          | $41420.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CO7322 C     | 2047-04-20      | 3.0000%  |  | $19346.31          | $17410.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ5299 | 2041-11-01      | 4.0000%  |  | $147512.73         | $145040.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5762 M     | 2049-02-20      | 3.5000%  |  | $42993.34          | $40098.37          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN0095       | 2058-06-15      | 4.8200%  |  | $291219.24         | $292618.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB5594 | 2054-06-01      | 6.5000%  |  | $508.93            | $538.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CN6482 C     | 2048-01-20      | 3.0000%  |  | $19430.07          | $17447.38          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ8775       | 2058-07-15      | 5.3500%  |  | $146151.05         | $151223.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA2710 | 2026-08-01      | 2.5000%  |  | $20.44             | $20.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CRMA1591 | 2043-09-01      | 4.5000%  |  | $98.83             | $99.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA1493 | 2043-06-01      | 2.5000%  |  | $2237.41           | $2029.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1146 | 2042-08-01      | 4.0000%  |  | $58.11             | $57.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQMA1789 | 2044-02-01      | 4.5000%  |  | $82.16             | $82.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZAA3304 | 2048-04-01      | 4.5000%  |  | $68.62             | $67.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CZ988106 | 2048-08-01      | 6.5000%  |  | $93.92             | $97.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT928367 | 2027-05-01      | 5.5000%  |  | $134.35            | $136.42            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781038 X     | 2029-05-15      | 6.5000%  |  | $7.56              | $7.79              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723437 X     | 2039-11-15      | 5.0000%  |  | $223.44            | $230.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005189 M     | 2041-09-20      | 6.0000%  |  | $4617.03           | $4848.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005018 M     | 2041-04-20      | 5.0000%  |  | $19717.47          | $20208.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  |  | $32872.41          | $32135.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004918 M     | 2041-01-20      | 4.0000%  |  | $3490.66           | $3334.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004879 M     | 2040-12-20      | 4.0000%  |  | $3926.55           | $3751.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004829 M     | 2040-10-20      | 5.0000%  |  | $1910.79           | $1940.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9159 | 2054-10-01      | 5.0000%  |  | $145787.10         | $146835.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7033 | 2053-08-01      | 6.0000%  |  | $491.91            | $508.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5079 | 2050-03-01      | 5.0000%  |  | $663.75            | $676.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFS4792 | 2037-08-01      | 1.5000%  |  | $260512.94         | $233973.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4438 | 2052-11-01      | 5.0000%  |  | $84496.39          | $84906.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004850 M     | 2040-11-20      | 4.5000%  |  | $3240.25           | $3296.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004770 M     | 2040-08-20      | 4.0000%  |  | $214.47            | $209.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004631 M     | 2040-02-20      | 4.5000%  |  | $307.50            | $305.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004554 M     | 2039-10-20      | 5.0000%  |  | $1057.52           | $1073.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3366 | 2028-05-01      | 3.5000%  |  | $114.67            | $113.39            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7179       | 2059-09-15      | 5.9200%  |  | $148173.17         | $158551.42         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN2885       | 2059-02-15      | 5.2700%  |  | $2500240.25        | $2572673.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2306 | 2048-09-01      | 4.0000%  |  | $123.25            | $120.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AV5041 C     | 2046-10-20      | 3.0000%  |  | $58750.86          | $53093.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5425 M     | 2041-08-20      | 4.5000%  |  | $27721.63          | $27342.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKMA1214 | 2042-10-01      | 3.0000%  |  | $79.36             | $72.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  |  | $2530.00           | $2253.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CK9447 C     | 2047-04-20      | 3.0000%  |  | $22836.98          | $20728.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  |  | $240192.00         | $198104.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4311 | 2050-08-01      | 3.0000%  |  | $241688.07         | $218060.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2976 | 2055-10-01      | 6.0000%  |  | $298.90            | $310.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  |  | $34860578.69       | $35402776.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7777 | 2055-08-01      | 6.0000%  |  | $8942861.45        | $9258821.68        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4178       | 2066-02-15      | 5.2100%  |  | $55842.24          | $53061.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4815 | 2055-08-01      | 6.0000%  |  | $346059.63         | $358037.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7622 | 2055-09-01      | 5.5000%  |  | $392079.37         | $404193.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1480 | 2055-10-01      | 6.0000%  |  | $1195.61           | $1245.44           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF4994       | 2067-04-15      | 6.2400%  |  | $51610.10          | $54768.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  |  | $3204.96           | $3292.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CM3246 C     | 2046-12-20      | 3.0000%  |  | $11909.91          | $10725.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA2571 | 2050-08-01      | 3.5000%  |  | $67539.18          | $63942.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2060 | 2055-06-01      | 6.5000%  |  | $841.56            | $886.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8405 | 2055-08-01      | 5.0000%  |  | $302557.67         | $305961.04         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC U92272 G | 2043-12-01      | 4.5000%  |  | $6080.06           | $6109.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M     | 2050-02-20      | 4.0000%  |  | $6988.41           | $6733.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5874 M     | 2049-04-20      | 3.0000%  |  | $99049.00          | $90734.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5594 M     | 2048-11-20      | 3.5000%  |  | $113043.55         | $105463.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6220 M     | 2049-10-20      | 4.0000%  |  | $11305.64          | $10820.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6209 M     | 2049-10-20      | 3.0000%  |  | $1780.90           | $1580.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4837 M     | 2047-11-20      | 3.5000%  |  | $24029.96          | $22552.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M     | 2047-10-20      | 3.0000%  |  | $696019.02         | $635876.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA5321 M     | 2048-07-20      | 4.5000%  |  | $58064.09          | $57285.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4452 M     | 2047-05-20      | 4.0000%  |  | $19466.29          | $18812.68          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC U99126 G | 2043-11-01      | 3.0000%  |  | $82107.21          | $76406.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004310 M     | 2038-12-20      | 6.0000%  |  | $24259.76          | $24625.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003899 M     | 2036-09-20      | 6.0000%  |  | $2239.59           | $2359.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004461 M     | 2039-06-20      | 4.5000%  |  | $1965.22           | $1965.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002181 M     | 2026-03-20      | 6.0000%  |  | $0.36              | $0.36              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 575495 X     | 2032-02-15      | 6.0000%  |  | $36.70             | $37.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AX4343 C     | 2046-10-20      | 3.5000%  |  | $779.39            | $724.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AS9259 C     | 2046-07-20      | 3.0000%  |  | $4207.08           | $3804.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL3508 | 2043-04-01      | 4.0000%  |  | $5143.60           | $5052.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAL0634 | 2030-12-01      | 3.5000%  |  | $24.69             | $24.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REAI1820 | 2041-05-01      | 4.0000%  |  | $181195.76         | $178419.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 K2589586 | 2031-05-01      | 8.5000%  |  | $1341.06           | $1389.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL516195 | 2029-09-01      | 7.5000%  |  | $4.56              | $4.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL323703 | 2028-01-01      | 8.0000%  |  | $9.64              | $9.74              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  |  | $68.03             | $70.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 ZL310088 | 2038-06-01      | 5.0000%  |  | $6314.25           | $6518.87           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3750       | 2059-01-15      | 5.7400%  |  | $1030049.63        | $1088530.01        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP1102       | 2058-02-15      | 5.5000%  |  | $145618.56         | $151572.08         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP1092       | 2057-12-15      | 5.0900%  |  | $144986.17         | $148196.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CO9673 C     | 2046-12-20      | 3.0000%  |  | $10737.93          | $9640.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CO8601 C     | 2048-12-20      | 4.0000%  |  | $10440.06          | $10012.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CO7380 C     | 2047-05-20      | 3.0000%  |  | $44472.86          | $40059.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CO7019 C     | 2047-01-20      | 3.0000%  |  | $19008.86          | $17066.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CN9873 C     | 2043-08-20      | 3.0000%  |  | $12707.86          | $11535.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CN5874 C     | 2048-01-20      | 3.0000%  |  | $38665.61          | $34713.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9541 M     | 2054-03-20      | 5.5000%  |  | $3586.64           | $3646.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA8417 M     | 2052-11-20      | 4.0000%  |  | $211666.05         | $198528.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7409 M     | 2051-06-20      | 2.0000%  |  | $18396.44          | $15023.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7303 M     | 2051-04-20      | 2.0000%  |  | $227217.45         | $183867.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD9515 | 2055-08-01      | 4.5000%  |  | $330806.90         | $325239.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9537 | 2055-10-01      | 5.5000%  |  | $321028.40         | $331988.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD8724 | 2055-10-01      | 5.0000%  |  | $640881.82         | $649449.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8739 | 2055-10-01      | 6.0000%  |  | $1088427.39        | $1140449.86        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7236       | 2055-03-15      | 5.8400%  |  | $1662206.54        | $1769419.98        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4413       | 2059-09-15      | 5.8400%  |  | $740367.91         | $787995.53         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4410       | 2054-08-15      | 5.5000%  |  | $1177574.46        | $1225506.84        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC1792       | 2059-10-15      | 5.3000%  |  | $592077.66         | $609800.72         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4183       | 2059-08-15      | 5.5000%  |  | $295691.97         | $307713.13         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8490       | 2059-09-15      | 5.4800%  |  | $147957.55         | $154270.70         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA4285       | 2054-09-15      | 5.4000%  |  | $481012.86         | $498908.46         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA0301       | 2059-10-15      | 5.3900%  |  | $148047.80         | $153416.70         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA0182       | 2059-05-15      | 5.8500%  |  | $147576.05         | $157123.77         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CZ2391       | 2059-02-15      | 5.6000%  |  | $147175.51         | $154183.52         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CW8879       | 2058-11-15      | 6.7300%  |  | $147405.18         | $165963.99         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW0775       | 2066-12-15      | 5.8100%  |  | $1116384.52        | $1150893.83        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CW0769       | 2059-05-15      | 5.7000%  |  | $441806.95         | $465865.11         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CV7754       | 2067-08-15      | 5.8100%  |  | $7472.53           | $7680.56           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CU4644       | 2058-12-15      | 5.8300%  |  | $1680312.26        | $1785418.03        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CU4637       | 2058-11-15      | 5.7400%  |  | $1322053.96        | $1396829.77        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS8164       | 2053-02-15      | 5.0900%  |  | $862004.09         | $881033.41         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS6549       | 2058-09-15      | 5.4500%  |  | $585901.44         | $609936.68         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC U99091 G | 2044-03-01      | 4.5000%  |  | $47830.08          | $48062.53          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC T69039 G | 2044-10-01      | 4.5000%  |  | $80955.94          | $78949.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3104 M     | 2045-09-20      | 3.0000%  |  | $66195.81          | $60716.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2223 M     | 2044-09-20      | 3.5000%  |  | $7267.80           | $6875.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2076 M     | 2044-07-20      | 5.0000%  |  | $5523.35           | $5684.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA0529 M     | 2042-11-20      | 4.0000%  |  | $95587.38          | $92158.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0317 M     | 2042-08-20      | 3.0000%  |  | $28404.12          | $26542.94          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 764579 X     | 2041-08-15      | 5.0000%  |  | $2144.66           | $2203.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE9201 | 2041-07-01      | 4.0000%  |  | $181.54            | $178.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE5460 | 2040-10-01      | 4.0000%  |  | $2960175.41        | $2930894.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTAE0594 | 2027-07-01      | 6.0000%  |  | $12.53             | $12.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5901 | 2035-11-01      | 5.5000%  |  | $273506.97         | $280735.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6852 | 2055-08-01      | 6.5000%  |  | $223110.88         | $233775.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6808 | 2055-09-01      | 6.0000%  |  | $896.61            | $938.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6739 | 2055-08-01      | 4.5000%  |  | $1127032.80        | $1106952.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6221 | 2055-10-01      | 6.5000%  |  | $304384.98         | $321304.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE5131 | 2055-07-01      | 6.5000%  |  | $1484794.57        | $1551498.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE5354 | 2055-10-01      | 6.5000%  |  | $1028988.76        | $1076454.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4342 | 2055-07-01      | 5.5000%  |  | $314436.62         | $322355.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4124 | 2055-08-01      | 5.5000%  |  | $318212.24         | $324139.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3962 | 2055-07-01      | 6.5000%  |  | $327728.95         | $343394.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4394 | 2055-10-01      | 5.5000%  |  | $523444.38         | $535634.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE3091 | 2055-08-01      | 5.5000%  |  | $415075.36         | $427546.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1424 | 2055-06-01      | 5.0000%  |  | $299.39            | $302.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1763 | 2055-06-01      | 5.0000%  |  | $327739.15         | $330903.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0431 | 2055-05-01      | 5.0000%  |  | $221429.26         | $222328.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3186 | 2055-11-01      | 5.5000%  |  | $896.70            | $911.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $27818.41          | $28269.91          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4202       | 2060-01-15      | 5.3800%  |  | $2374457.70        | $2458022.78        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4693       | 2060-06-15      | 4.8600%  |  | $157804.97         | $157765.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0679 | 2055-09-01      | 6.5000%  |  | $642921.40         | $674076.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB1434 | 2051-08-01      | 4.0000%  |  | $1474.07           | $1413.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5785 | 2040-07-01      | 3.5000%  |  | $810705.40         | $787798.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1381 | 2055-01-01      | 6.5000%  |  | $529.34            | $554.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2396 | 2055-07-01      | 5.5000%  |  | $130790.31         | $134095.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1035 | 2055-09-01      | 6.0000%  |  | $1482456.58        | $1553313.55        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4400       | 2059-06-15      | 5.8000%  |  | $147727.29         | $156793.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY4769 | 2053-07-01      | 6.0000%  |  | $213.20            | $220.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS0008 | 2036-12-01      | 2.0000%  |  | $1018.80           | $938.77            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CU4641       | 2058-12-15      | 5.7300%  |  | $1617074.70        | $1707659.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2205 | 2048-08-01      | 4.5000%  |  | $121.89            | $121.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKMA5904 | 2055-11-01      | 6.0000%  |  | $878940.29         | $891679.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA8309 M     | 2052-09-20      | 5.5000%  |  | $448079.59         | $451240.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $1720.30           | $1469.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1237 | 2051-12-01      | 3.5000%  |  | $413.90            | $389.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CRCA4697 | 2049-02-01      | 5.0000%  |  | $247.14            | $252.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1547 | 2043-08-01      | 4.0000%  |  | $109.32            | $107.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6080 M     | 2049-08-20      | 3.0000%  |  | $173.42            | $154.56            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CV1943       | 2065-12-15      | 5.7400%  |  | $276171.98         | $293406.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH9288 | 2048-02-01      | 4.0000%  |  | $69188.57          | $67313.79          | Agency Mortgage-Backed Securities         |
| GNMA GNMI BD 621752 X     | 2033-11-15      | 6.5000%  |  | $2336.18           | $2355.32           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AF7905 X     | 2043-10-15      | 2.4900%  |  | $97745.56          | $85228.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAZ1973 | 2045-06-01      | 4.0000%  |  | $90.88             | $88.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3137 | 2050-10-01      | 2.5000%  |  | $380.31            | $331.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  |  | $927.00            | $876.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9472 M     | 2054-02-20      | 4.0000%  |  | $537158.68         | $502478.82         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ4848       | 2057-12-15      | 5.5400%  |  | $145394.00         | $152254.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3597 M     | 2046-04-20      | 3.5000%  |  | $126229.75         | $118433.38         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA3204       | 2059-10-15      | 6.2500%  |  | $1482960.12        | $1605421.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA5388 M     | 2048-08-20      | 4.0000%  |  | $41080.51          | $38887.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7953 | 2053-03-01      | 5.0000%  |  | $441.92            | $444.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  |  | $1930107.16        | $1944549.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5136 | 2053-09-01      | 4.5000%  |  | $553.26            | $542.63            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662584 X     | 2037-09-15      | 6.5000%  |  | $16675.51          | $17455.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA1958 | 2044-07-01      | 4.0000%  |  | $4443.47           | $4332.75           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC T65238 G | 2044-08-01      | 4.5000%  |  | $64101.09          | $62056.13          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA4287       | 2059-09-15      | 4.8200%  |  | $147723.62         | $147739.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CICB0314 | 2036-04-01      | 1.5000%  |  | $4272620.43        | $3848174.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 786793 M     | 2052-12-20      | 2.0000%  |  | $167307.08         | $135381.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4347 | 2051-12-01      | 4.0000%  |  | $146415.24         | $140652.83         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2249       | 2059-10-15      | 5.3000%  |  | $592077.66         | $609800.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2891 M     | 2045-06-20      | 3.0000%  |  | $27356.85          | $25095.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3154 | 2055-10-01      | 6.0000%  |  | $299.20            | $311.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1512 | 2055-10-01      | 5.0000%  |  | $597.80            | $598.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4071 | 2055-08-01      | 5.0000%  |  | $486520.01         | $490689.81         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF8955       | 2067-09-15      | 5.5500%  |  | $426662.82         | $444952.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9337 | 2055-09-01      | 6.0000%  |  | $545816.41         | $566165.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CM4722 C     | 2049-10-20      | 3.5000%  |  | $23545.79          | $21594.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII EP 787882 C     | 2062-08-20      | 6.0000%  |  | $857126.81         | $873057.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9660 | 2054-10-01      | 5.5000%  |  | $905979.81         | $921808.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7521 | 2055-04-01      | 5.0000%  |  | $361218.92         | $363129.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7991 M     | 2052-04-20      | 4.5000%  |  | $208534.34         | $206153.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7042 M     | 2050-12-20      | 2.0000%  |  | $25652.41          | $20758.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6921 M     | 2050-10-20      | 2.0000%  |  | $330768.56         | $266303.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6885 M     | 2050-09-20      | 2.0000%  |  | $23415.71          | $19528.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6818 M     | 2050-08-20      | 2.0000%  |  | $254045.86         | $211990.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6756 M     | 2050-07-20      | 2.5000%  |  | $11488.22          | $9826.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6702 M     | 2050-06-20      | 4.0000%  |  | $91927.53          | $86229.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6648 M     | 2050-05-20      | 4.0000%  |  | $418.40            | $392.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AS9216 C     | 2046-05-20      | 3.0000%  |  | $2213.03           | $2002.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1379 C     | 2055-10-20      | 6.0000%  |  | $339275.13         | $354297.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0733 C     | 2055-10-20      | 5.5000%  |  | $788153.50         | $809098.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0444 C     | 2055-10-20      | 6.0000%  |  | $556661.59         | $575348.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9010 C     | 2055-10-20      | 6.0000%  |  | $343462.44         | $358773.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6587 C     | 2055-09-20      | 5.5000%  |  | $360315.10         | $371094.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2506 C     | 2055-10-20      | 6.0000%  |  | $300818.49         | $311561.32         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DM1422       | 2067-09-15      | 6.0100%  |  | $68747.31          | $73614.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1059 C     | 2055-08-20      | 6.0000%  |  | $1274932.55        | $1322957.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6243 C     | 2055-10-20      | 5.5000%  |  | $612.45            | $624.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0474 C     | 2055-08-20      | 6.0000%  |  | $1346415.98        | $1387538.22        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF4992       | 2067-01-15      | 5.8500%  |  | $507050.24         | $537515.85         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3005       | 2060-04-15      | 5.7000%  |  | $595.22            | $627.70            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7030       | 2055-01-15      | 5.5100%  |  | $2369503.23        | $2466815.57        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD4704       | 2060-03-15      | 6.1700%  |  | $1822813.83        | $1978235.44        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD4685       | 2059-10-15      | 5.8800%  |  | $1004786.37        | $1072341.17        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2261       | 2060-01-15      | 5.5200%  |  | $148436.03         | $154621.36         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2253       | 2059-10-15      | 5.3400%  |  | $148032.09         | $152879.55         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7252       | 2067-10-15      | 5.3000%  |  | $846132.88         | $852191.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5861 | 2040-10-01      | 5.5000%  |  | $986036.99         | $1012170.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  |  | $5584291.11        | $5466630.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CKMA5846 | 2055-08-01      | 7.0000%  |  | $1132288.88        | $1160005.43        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8489       | 2059-09-15      | 5.4800%  |  | $591830.19         | $617082.79         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 677019 X     | 2038-05-15      | 6.5000%  |  | $4630.74           | $4855.06           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687924 X     | 2038-09-15      | 6.0000%  |  | $449.46            | $470.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM9193 | 2050-06-01      | 5.0000%  |  | $29499.70          | $30091.22          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA3196       | 2059-05-15      | 6.2700%  |  | $1182399.27        | $1292138.93        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  |  | $9236.73           | $8896.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM8988 | 2036-09-01      | 2.0000%  |  | $339.43            | $312.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004260 M     | 2038-10-20      | 6.0000%  |  | $2983.03           | $3057.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS 004436 M     | 2039-05-20      | 4.5000%  |  | $11419.67          | $11263.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7638 M     | 2051-10-20      | 2.0000%  |  | $6908.17           | $5590.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA4645 M     | 2047-08-20      | 4.5000%  |  | $24377.01          | $24050.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBO5686 | 2049-09-01      | 4.5000%  |  | $84.81             | $85.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0523 | 2052-02-01      | 2.5000%  |  | $344132.51         | $297327.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004488 M     | 2039-07-20      | 4.5000%  |  | $805.31            | $798.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW1378 | 2052-12-01      | 5.0000%  |  | $483.52            | $485.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3938 | 2050-02-01      | 4.0000%  |  | $3640.58           | $3517.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004767 M     | 2040-08-20      | 4.5000%  |  | $2207.27           | $2199.50           | Agency Mortgage-Backed Securities         |

### Security 201: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.150%, 11/3/2025
- **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: 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:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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%  |  | $13997469.19       | $13965676.37       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $59137027.03       | $58943694.44       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $43428016.22       | $43618596.83       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $94526230.27       | $96036189.19       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $89682038.92       | $85031444.99       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $54759646.49       | $49324348.32       | U.S. Treasuries (including strips) |

### Security 202: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.130%, 11/4/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $1798000000.00
- **C.18.a - Value (excl. sponsor support):** $1798000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 07.000 K2255062 | 2033-12-01      | 7.0000%  |  | $846.73            | $864.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  |  | $35319.83          | $35509.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAB9382 | 2043-05-01      | 4.0000%  |  | $1124311.07        | $1104532.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB8615 | 2043-03-01      | 3.0000%  |  | $1331901.94        | $1238036.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6768 | 2042-10-01      | 3.0000%  |  | $25790.80          | $23978.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB2346 | 2041-02-01      | 4.5000%  |  | $35891.78          | $36253.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL995713 | 2038-10-01      | 6.0000%  |  | $951.96            | $1011.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL995681 | 2038-05-01      | 6.0000%  |  | $2305.16           | $2441.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA5385 | 2050-03-01      | 4.5000%  |  | $1436.72           | $1421.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3861 | 2049-07-01      | 3.5000%  |  | $162656.23         | $153991.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2798 | 2048-12-01      | 4.5000%  |  | $64920.71          | $64612.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  |  | $37136.41          | $36891.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1510 | 2048-04-01      | 3.5000%  |  | $27887.03          | $26256.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA0562 | 2047-10-01      | 5.0000%  |  | $7980.47           | $8141.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY8581 | 2053-08-01      | 6.5000%  |  | $4905205.53        | $5149870.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4940 | 2053-07-01      | 5.0000%  |  | $804485.16         | $806638.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4144 | 2053-07-01      | 5.5000%  |  | $11453641.22       | $11664770.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBY1448 | 2053-12-01      | 4.0000%  |  | $20916.35          | $19956.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY1365 | 2054-02-01      | 6.0000%  |  | $21985371.97       | $22679208.32       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD5527 | 2055-06-01      | 5.0000%  |  | $1138080.29        | $1152131.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3428 | 2055-04-01      | 6.0000%  |  | $8555230.72        | $8940053.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2562 | 2055-02-01      | 6.0000%  |  | $2107416.82        | $2199770.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD2331 | 2055-03-01      | 5.5000%  |  | $2177186.89        | $2211049.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2290 | 2055-02-01      | 6.0000%  |  | $1393219.60        | $1442653.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2669 | 2055-04-01      | 6.0000%  |  | $969858.73         | $1015250.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1751 | 2055-01-01      | 5.5000%  |  | $3136671.99        | $3206134.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0646 | 2055-08-01      | 6.0000%  |  | $4262533.82        | $4455843.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9695 | 2055-01-01      | 6.0000%  |  | $10289469.83       | $10586465.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY0750 | 2053-05-01      | 6.5000%  |  | $435561.46         | $463246.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6306 | 2052-08-01      | 5.0000%  |  | $5943.15           | $6023.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3929 | 2052-08-01      | 5.0000%  |  | $4129594.67        | $4143786.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBW1804 | 2037-07-01      | 2.5000%  |  | $55584.90          | $52645.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1485 | 2052-06-01      | 5.0000%  |  | $16684537.91       | $16768972.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  |  | $126602.30         | $127664.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBV9019 | 2037-04-01      | 3.0000%  |  | $23433.08          | $22569.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0766 | 2055-06-01      | 6.0000%  |  | $3247428.60        | $3387158.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9726 | 2055-06-01      | 5.5000%  |  | $1604000.70        | $1633137.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDD9483 | 2040-06-01      | 5.5000%  |  | $892632.18         | $923680.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9811 | 2055-05-01      | 6.0000%  |  | $10003378.72       | $10288945.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  |  | $292774.61         | $295894.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $612233.47         | $525872.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA4027 | 2040-05-01      | 3.5000%  |  | $12054.13          | $11574.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $4617.69           | $4169.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $1760.34           | $1688.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4491 | 2051-12-01      | 1.5000%  |  | $29544.64          | $22855.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTMA4473 | 2041-11-01      | 1.5000%  |  | $3135181.94        | $2659129.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3215 | 2037-12-01      | 3.5000%  |  | $394583.64         | $382018.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3128 | 2037-09-01      | 3.5000%  |  | $194811.22         | $188845.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  |  | $5476.28           | $5455.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7164 | 2055-04-01      | 6.5000%  |  | $1014401.88        | $1074334.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7147 | 2055-09-01      | 5.0000%  |  | $2348175.41        | $2349041.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDD5613 | 2040-03-01      | 6.5000%  |  | $880123.29         | $922730.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDD5598 | 2040-03-01      | 5.0000%  |  | $917737.56         | $931305.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2389 | 2050-02-01      | 3.5000%  |  | $368992.86         | $347360.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM2274 | 2049-08-01      | 4.0000%  |  | $1472174.57        | $1429103.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM1468 | 2049-08-01      | 5.0000%  |  | $27569.49          | $28046.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $4837.64           | $4603.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA7695 | 2053-12-01      | 5.5000%  |  | $35368.07          | $35956.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL747594 | 2033-11-01      | 6.5000%  |  | $1412.49           | $1468.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL735227 | 2035-02-01      | 5.5000%  |  | $1858.22           | $1939.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  |  | $141155.70         | $139513.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1006 | 2049-06-01      | 3.5000%  |  | $2987.78           | $2817.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3036 | 2055-10-01      | 5.5000%  |  | $58895149.35       | $60751956.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA2365 | 2052-07-01      | 4.0000%  |  | $39865159.84       | $38509677.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  |  | $54659716.87       | $50624007.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9640 | 2054-12-01      | 5.0000%  |  | $26193239.26       | $26568841.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CICB9576 | 2039-08-01      | 6.5000%  |  | $1322817.88        | $1386009.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CICB9569 | 2039-11-01      | 6.0000%  |  | $1996852.04        | $2079541.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9489 | 2054-11-01      | 5.5000%  |  | $7453244.58        | $7621824.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9338 | 2054-10-01      | 6.0000%  |  | $79671957.87       | $82996748.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9059 | 2054-08-01      | 5.5000%  |  | $3578089.94        | $3644547.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  |  | $490309.44         | $508308.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  |  | $9575775.96        | $9188499.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  |  | $164938.26         | $172425.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1121 | 2046-12-01      | 3.5000%  |  | $397134.02         | $377133.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CJBK4844 | 2032-11-01      | 2.5000%  |  | $184019.56         | $177831.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK2023 | 2048-04-01      | 5.0000%  |  | $11207.48          | $11378.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ8411 | 2049-08-01      | 3.5000%  |  | $70139.16          | $66402.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9695 | 2055-09-01      | 5.5000%  |  | $3122222.00        | $3195726.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9320 | 2055-09-01      | 6.5000%  |  | $2493093.70        | $2637824.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9812 | 2055-09-01      | 6.0000%  |  | $1680988.53        | $1754298.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6755 | 2055-08-01      | 5.5000%  |  | $2915143.99        | $2968547.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6420 | 2055-07-01      | 7.0000%  |  | $1170284.68        | $1239080.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  |  | $2178.83           | $2238.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  |  | $37257066.41       | $38348139.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  |  | $469664.46         | $489252.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  |  | $2394.02           | $2285.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $2080779.93        | $2119114.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $52937.47          | $50577.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $5407024.27        | $5428255.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4958 | 2053-03-01      | 4.5000%  |  | $1653736.80        | $1625219.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $1020082.12        | $1002699.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  |  | $18705883.47       | $19314011.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $466705.91         | $432676.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  |  | $557543.98         | $515771.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  |  | $34516.63          | $32997.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $114330.85         | $101898.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNMA4503 | 2031-12-01      | 1.5000%  |  | $439946.55         | $412872.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS7351 | 2052-08-01      | 3.5000%  |  | $2556669.33        | $2371197.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  |  | $215644.49         | $217258.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8001 | 2054-06-01      | 5.5000%  |  | $878725.31         | $900098.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6340 | 2055-08-01      | 6.0000%  |  | $902549.81         | $927764.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6248 | 2055-10-01      | 6.0000%  |  | $907413.74         | $944879.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU7516 | 2051-12-01      | 2.5000%  |  | $29139277.62       | $24950603.58       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5490 | 2055-02-01      | 5.0000%  |  | $2299844.32        | $2336190.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU4003 | 2053-06-01      | 4.5000%  |  | $18321621.34       | $17998061.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU2803 | 2051-11-01      | 2.5000%  |  | $445710.55         | $379572.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT4675 | 2051-08-01      | 2.5000%  |  | $52173.81          | $44672.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ9287 | 2035-12-01      | 2.0000%  |  | $279580.76         | $260336.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ6681 | 2036-10-01      | 2.0000%  |  | $503965.28         | $465567.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBQ6485 | 2036-09-01      | 1.5000%  |  | $705773.19         | $633907.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 REBP2499 | 2050-02-01      | 3.0000%  |  | $34129.86          | $31304.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBO9414 | 2053-06-01      | 6.0000%  |  | $378896.98         | $390449.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5319 | 2049-03-01      | 4.5000%  |  | $5544425.11        | $5550241.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN0474 | 2048-10-01      | 5.0000%  |  | $217670.05         | $221515.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BM7845 | 2057-06-01      | 4.0000%  |  | $12865606.04       | $12289488.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRBM7344 | 2044-12-01      | 4.5000%  |  | $1772821.11        | $1770624.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5694 | 2048-06-01      | 4.0000%  |  | $993070.86         | $965049.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 RIBM5530 | 2034-01-01      | 3.0000%  |  | $76316.17          | $74412.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4807 | 2043-09-01      | 4.5000%  |  | $208546.38         | $211117.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3451 | 2048-02-01      | 4.0000%  |  | $17146.01          | $16660.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8889 | 2054-12-01      | 5.5000%  |  | $1008534.92        | $1031965.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6812 | 2054-12-01      | 5.0000%  |  | $1651529.74        | $1663484.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6404 | 2054-11-01      | 5.5000%  |  | $2416203.51        | $2484954.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5724 | 2054-11-01      | 5.0000%  |  | $16510372.06       | $16568565.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3982 | 2054-10-01      | 5.0000%  |  | $21148.85          | $21180.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC3826 | 2054-11-01      | 4.5000%  |  | $822381.41         | $816456.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3324 | 2054-09-01      | 5.0000%  |  | $1528077.68        | $1532424.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC2066 | 2054-10-01      | 4.5000%  |  | $840108.20         | $824047.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7223 | 2048-10-01      | 4.5000%  |  | $2642990.26        | $2641589.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 I4BF0340 | 2059-01-01      | 5.0000%  |  | $409279.46         | $413477.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0183 | 2057-01-01      | 4.0000%  |  | $7099013.74        | $6781278.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  |  | $316410.51         | $303093.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE7499 | 2047-01-01      | 3.0000%  |  | $355847.80         | $325458.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC6028 | 2046-05-01      | 3.5000%  |  | $2230125.89        | $2127133.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0326 | 2045-12-01      | 3.5000%  |  | $108306.71         | $102881.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0152 | 2046-01-01      | 3.5000%  |  | $50056.20          | $47533.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4067 | 2055-11-01      | 6.0000%  |  | $3118627.40        | $3221950.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2707 | 2055-10-01      | 5.5000%  |  | $8200450.55        | $8380157.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2272 | 2055-09-01      | 6.0000%  |  | $945413.57         | $985054.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  |  | $47207.24          | $47683.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  |  | $1351.78           | $1441.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5876 | 2055-11-01      | 4.0000%  |  | $38804137.53       | $36993665.81       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CTMA5787 | 2045-06-01      | 7.5000%  |  | $389481.81         | $415237.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $27594.10          | $28373.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $192484.76         | $197862.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  |  | $67926968.50       | $69724474.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3026 | 2042-12-01      | 3.5000%  |  | $20968.61          | $20042.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ5441 | 2041-11-01      | 4.0000%  |  | $82707.37          | $81338.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI2310 | 2041-05-01      | 4.5000%  |  | $63249.62          | $63848.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH0210 | 2040-12-01      | 4.5000%  |  | $255375.77         | $257740.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL535811 | 2031-04-01      | 6.5000%  |  | $1986.17           | $2063.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CT257132 | 2028-03-01      | 5.0000%  |  | $4893.38           | $4938.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CT256962 | 2027-11-01      | 6.0000%  |  | $1667.58           | $1713.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CT257500 | 2028-11-01      | 6.0000%  |  | $804.40            | $826.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5204 | 2055-07-01      | 6.0000%  |  | $9760237.27        | $10081280.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDE4630 | 2040-08-01      | 5.5000%  |  | $1196718.63        | $1236856.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE4537 | 2040-07-01      | 5.0000%  |  | $1371557.50        | $1394677.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3046 | 2055-06-01      | 6.0000%  |  | $1444248.02        | $1512348.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE2771 | 2040-06-01      | 6.0000%  |  | $1381538.74        | $1437640.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE1948 | 2055-06-01      | 5.0000%  |  | $1647412.99        | $1658575.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE1444 | 2055-06-01      | 5.0000%  |  | $6284226.95        | $6290917.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  |  | $8858355.72        | $8877150.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $246940.79         | $220850.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $1455549.52        | $1344668.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFS6691 | 2042-03-01      | 1.5000%  |  | $54535060.60       | $46253911.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6610 | 2053-12-01      | 6.5000%  |  | $318141.13         | $331816.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6360 | 2047-07-01      | 3.5000%  |  | $16192442.98       | $15386653.05       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5993 | 2051-02-01      | 3.0000%  |  | $5349038.85        | $4873493.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5891 | 2047-05-01      | 3.5000%  |  | $308811.08         | $294805.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5885 | 2053-09-01      | 5.5000%  |  | $2586467.15        | $2635515.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFS5429 | 2038-03-01      | 4.0000%  |  | $37338.70          | $36946.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  |  | $703313.11         | $625742.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5275 | 2053-07-01      | 5.0000%  |  | $187214.57         | $190201.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $153929.97         | $143829.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $68127.36          | $68990.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $40810.31          | $41722.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS2369 | 2036-11-01      | 2.0000%  |  | $124930.18         | $115335.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  |  | $64385.96          | $55155.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  |  | $55325.04          | $51693.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  |  | $1044.54           | $937.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1977 | 2051-11-01      | 2.0000%  |  | $48547.28          | $39766.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  |  | $231599.94         | $224425.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS1605 | 2048-05-01      | 4.5000%  |  | $9379.00           | $9477.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1598 | 2052-04-01      | 2.0000%  |  | $106827.31         | $87326.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1396 | 2052-04-01      | 4.0000%  |  | $22918.54          | $22211.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1227 | 2052-04-01      | 3.0000%  |  | $540370.47         | $486565.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $844897.49         | $765333.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0834 | 2052-02-01      | 2.5000%  |  | $771023.41         | $656606.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  |  | $175068.13         | $158973.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8196 | 2048-12-01      | 3.5000%  |  | $6890857.24        | $6516522.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8966 | 2051-10-01      | 2.5000%  |  | $12164.59          | $10504.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM7531 | 2051-05-01      | 3.0000%  |  | $48390.50          | $43458.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  |  | $3246.15           | $2911.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM5992 | 2051-02-01      | 2.5000%  |  | $116446.41         | $100412.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM5759 | 2050-04-01      | 4.5000%  |  | $133983.28         | $132995.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM5575 | 2036-01-01      | 3.5000%  |  | $2018.20           | $1972.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $16821.94          | $15722.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM4383 | 2047-02-01      | 4.5000%  |  | $2248428.75        | $2268770.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV8166 | 2052-04-01      | 2.5000%  |  | $2040574.44        | $1742371.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV8156 | 2052-04-01      | 2.5000%  |  | $449499.35         | $383855.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1330 | 2054-09-01      | 6.0000%  |  | $107926.43         | $112589.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1090 | 2054-09-01      | 6.0000%  |  | $9450717.93        | $9740713.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC0637 | 2054-10-01      | 5.0000%  |  | $273547.41         | $275795.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8213 | 2054-07-01      | 6.5000%  |  | $1902911.56        | $1981733.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7825 | 2054-08-01      | 6.0000%  |  | $624142.33         | $644052.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB5294 | 2054-06-01      | 6.0000%  |  | $355503.57         | $368774.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDB2693 | 2039-04-01      | 6.0000%  |  | $306178.17         | $318213.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  |  | $11337.00          | $11012.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3016 | 2032-03-01      | 3.5000%  |  | $3686263.65        | $3675634.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2778 | 2050-03-01      | 3.0000%  |  | $396165.61         | $358157.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6362 | 2050-07-01      | 2.5000%  |  | $734072.66         | $633661.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1034 | 2055-09-01      | 6.5000%  |  | $836926.44         | $891721.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0606 | 2055-09-01      | 6.0000%  |  | $2311993.43        | $2403284.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0432 | 2055-10-01      | 5.5000%  |  | $1789955.75        | $1847737.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0292 | 2055-09-01      | 5.5000%  |  | $1157750.25        | $1178746.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9929 | 2055-09-01      | 6.0000%  |  | $4513746.63        | $4721072.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQMA2919 | 2047-02-01      | 3.0000%  |  | $2105209.46        | $1912408.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  |  | $644188.08         | $603795.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA2537 | 2046-02-01      | 3.5000%  |  | $198076.98         | $186379.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRMA1417 | 2043-04-01      | 3.0000%  |  | $67539.17          | $62778.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKMA1214 | 2042-10-01      | 3.0000%  |  | $1322.64           | $1208.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA0907 | 2041-11-01      | 4.0000%  |  | $18503.67          | $18193.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA1689 | 2033-12-01      | 4.0000%  |  | $69618.89          | $69326.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  |  | $26084.70          | $26036.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL994168 | 2038-11-01      | 5.5000%  |  | $839.10            | $872.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL988123 | 2029-03-01      | 7.5000%  |  | $10612.83          | $10681.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL929626 | 2038-06-01      | 5.5000%  |  | $41187.27          | $42943.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDF2647 | 2040-11-01      | 5.5000%  |  | $954555.50         | $982610.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1325 | 2055-10-01      | 6.0000%  |  | $1169051.22        | $1216499.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1174 | 2055-09-01      | 6.0000%  |  | $4579073.91        | $4749813.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL733533 | 2033-08-01      | 4.5000%  |  | $9060.94           | $9093.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY1670 | 2045-02-01      | 3.5000%  |  | $30790.48          | $29302.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7629 | 2045-02-01      | 3.5000%  |  | $17379232.03       | $16193615.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU0949 | 2043-08-01      | 3.5000%  |  | $177281.50         | $169616.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8299 | 2046-11-01      | 3.0000%  |  | $15673.17          | $14417.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS8141 | 2046-10-01      | 4.0000%  |  | $28753.01          | $27956.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS8157 | 2046-10-01      | 4.5000%  |  | $10235.80          | $10210.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIAS7855 | 2031-09-01      | 2.0000%  |  | $70289.24          | $67223.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  |  | $643.55            | $643.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL906302 | 2037-01-01      | 6.0000%  |  | $5108.23           | $5364.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889529 | 2038-03-01      | 6.0000%  |  | $7926.09           | $8402.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL888876 | 2033-05-01      | 5.5000%  |  | $53900.70          | $55978.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1180 | 2055-10-01      | 4.5000%  |  | $19350235.82       | $19098392.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0666 | 2055-07-01      | 6.0000%  |  | $2575940.41        | $2666046.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0012 | 2055-02-01      | 6.5000%  |  | $11479607.34       | $12277585.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 ZLFP0051 | 2050-10-01      | 2.0000%  |  | $25802.71          | $21299.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9438 | 2054-09-01      | 5.5000%  |  | $21737059.50       | $22121834.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9853 | 2054-11-01      | 5.5000%  |  | $163313.70         | $166423.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6228 | 2045-11-01      | 4.0000%  |  | $24529271.18       | $23875157.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  |  | $4668.74           | $4686.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS0656 | 2043-10-01      | 4.0000%  |  | $116026.98         | $113889.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ9047 | 2042-12-01      | 3.5000%  |  | $739078.03         | $709185.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAQ8803 | 2043-01-01      | 3.5000%  |  | $36425.03          | $34816.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO9944 | 2042-07-01      | 3.5000%  |  | $19040.34          | $18199.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9876 | 2042-07-01      | 3.5000%  |  | $421094.91         | $403020.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO1013 | 2042-04-01      | 3.5000%  |  | $46584.40          | $44671.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8626 | 2046-06-01      | 3.5000%  |  | $1051270.89        | $998945.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9403 | 2046-11-01      | 3.0000%  |  | $387915.50         | $355997.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL7306 | 2042-09-01      | 4.5000%  |  | $256788.77         | $259323.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8317 | 2054-04-01      | 5.0000%  |  | $792809.02         | $799989.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8173 | 2054-03-01      | 6.5000%  |  | $32733226.60       | $34525556.26       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  |  | $33793009.84       | $34661095.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7300 | 2053-10-01      | 5.5000%  |  | $7001252.82        | $7205320.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7274 | 2053-10-01      | 6.5000%  |  | $55639967.75       | $59165909.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  |  | $95840.12          | $96344.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6830 | 2053-07-01      | 4.5000%  |  | $7772717.61        | $7630632.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6705 | 2053-07-01      | 6.5000%  |  | $18217749.91       | $19443761.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5534 | 2053-01-01      | 4.5000%  |  | $3342782.79        | $3287894.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5294 | 2052-11-01      | 5.5000%  |  | $1469251.30        | $1502900.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICB3424 | 2037-05-01      | 3.0000%  |  | $25104.19          | $24353.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3299 | 2047-04-01      | 2.5000%  |  | $528929.51         | $459887.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  |  | $3944.69           | $3424.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2503 | 2036-12-01      | 2.5000%  |  | $404854.30         | $383378.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $2663232.43        | $2274569.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA8635 | 2051-01-01      | 4.0000%  |  | $677047.43         | $659432.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICA6840 | 2035-09-01      | 2.0000%  |  | $3326495.59        | $3083517.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 PLAR8153 | 2042-12-01      | 3.0000%  |  | $556006.65         | $500731.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9019 | 2043-04-01      | 3.0000%  |  | $11505.35          | $10694.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL7521 | 2039-06-01      | 5.0000%  |  | $308744.42         | $314068.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL253546 | 2030-12-01      | 7.5000%  |  | $5239.06           | $5458.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  |  | $368937.96         | $381325.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7322 | 2047-07-01      | 4.5000%  |  | $6335.01           | $6342.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4229 | 2036-01-01      | 2.0000%  |  | $4650349.77        | $4305022.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $58206.91          | $53969.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL545121 | 2031-08-01      | 6.5000%  |  | $5911.65           | $6143.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  |  | $54458.10          | $53865.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBP1161 | 2050-01-01      | 4.0000%  |  | $1244478.57        | $1200756.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM6149 | 2036-02-01      | 2.0000%  |  | $317558.97         | $294353.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCB0805 | 2051-06-01      | 1.5000%  |  | $163711.80         | $126983.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  |  | $204912.94         | $206937.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL5096 | 2043-11-01      | 4.0000%  |  | $916301.33         | $894440.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3852 | 2052-05-01      | 3.0000%  |  | $6663.23           | $5939.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4033 | 2050-05-01      | 5.0000%  |  | $944827.87         | $959762.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBE9612 | 2047-06-01      | 3.5000%  |  | $45675.57          | $43009.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3977 | 2052-11-01      | 4.5000%  |  | $134090.69         | $132564.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $2776.83           | $2694.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL9105 | 2046-10-01      | 4.5000%  |  | $44976.17          | $45031.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL888205 | 2037-02-01      | 6.5000%  |  | $61884.02          | $65573.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM3244 | 2045-07-01      | 5.0000%  |  | $43321.28          | $44725.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3173 | 2047-07-01      | 3.5000%  |  | $63668.80          | $60851.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3331 | 2054-09-01      | 5.0000%  |  | $3441120.85        | $3446009.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CT257007 | 2027-12-01      | 6.0000%  |  | $5173.93           | $5314.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL889117 | 2035-10-01      | 5.0000%  |  | $4552.01           | $4631.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8520 | 2054-05-01      | 5.0000%  |  | $13970658.71       | $14198850.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA1574 | 2048-04-01      | 5.0000%  |  | $234006.20         | $239079.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2239 | 2048-12-01      | 3.0000%  |  | $390373.16         | $357048.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 ZL310017 | 2035-06-01      | 7.0000%  |  | $4483.76           | $4715.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7518 | 2051-06-01      | 2.5000%  |  | $184775.53         | $160394.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3578 | 2053-01-01      | 3.5000%  |  | $2875209.20        | $2697020.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  |  | $5187.50           | $4803.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $39458.22          | $36648.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $121215.67         | $117094.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  |  | $5575.16           | $5639.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH2892 | 2041-01-01      | 4.5000%  |  | $1902450.11        | $1919870.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1290 | 2052-10-01      | 5.0000%  |  | $107430.43         | $107962.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM3295 | 2032-12-01      | 2.0000%  |  | $11887.25          | $11370.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB8640 | 2054-07-01      | 7.0000%  |  | $58688.78          | $61983.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  |  | $1247.04           | $1257.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3674 | 2048-03-01      | 3.5000%  |  | $12915322.99       | $12096448.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  |  | $909.08            | $839.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFM1112 | 2034-05-01      | 4.0000%  |  | $6833.64           | $6847.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQAS9236 | 2044-02-01      | 3.0000%  |  | $2556.73           | $2377.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS2596 | 2052-03-01      | 2.5000%  |  | $88456.45          | $75759.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  |  | $417790.39         | $342569.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA0866 | 2053-09-01      | 5.5000%  |  | $994188.54         | $1012790.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0759 | 2036-06-01      | 2.0000%  |  | $3173159.96        | $2931354.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1798 | 2039-10-01      | 6.5000%  |  | $494.59            | $527.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  |  | $5831.82           | $5836.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0093 | 2056-05-01      | 3.5000%  |  | $157410.59         | $142567.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8817 | 2052-05-01      | 3.0000%  |  | $72767.53          | $65559.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3148 | 2050-02-01      | 4.0000%  |  | $91830.15          | $88859.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNMA2801 | 2026-11-01      | 2.5000%  |  | $4618659.57        | $4584265.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4868 | 2049-12-01      | 3.0000%  |  | $34340.07          | $30610.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7083 | 2054-06-01      | 6.5000%  |  | $290630.12         | $304239.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC1497 | 2046-08-01      | 4.0000%  |  | $7025.61           | $6838.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  |  | $443055.90         | $396427.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4239 | 2051-01-01      | 3.0000%  |  | $80243.74          | $71997.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ2999 | 2050-10-01      | 2.5000%  |  | $128974.75         | $110852.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9021 | 2053-08-01      | 6.5000%  |  | $66431.86          | $69753.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3669 | 2047-06-01      | 4.5000%  |  | $3899601.16        | $3870673.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $6600.17           | $6561.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  |  | $172954.24         | $170972.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  |  | $14313.35          | $13587.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $5607.48           | $5197.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2410 | 2051-12-01      | 2.5000%  |  | $3548320.83        | $3039386.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBW4947 | 2053-02-01      | 6.5000%  |  | $665302.98         | $697009.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  |  | $765.30            | $700.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $54360996.25       | $54717368.83       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4917 | 2052-10-01      | 5.5000%  |  | $3877231.76        | $3961535.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $160016662.28      | $160092136.86      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0816 | 2054-04-01      | 5.5000%  |  | $3788331.98        | $3855398.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8118 | 2050-12-01      | 2.0000%  |  | $528150.82         | $433919.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1909 | 2055-10-01      | 5.5000%  |  | $2461916.00        | $2516093.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0592 | 2055-06-01      | 6.5000%  |  | $10694383.85       | $11394669.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC8994 | 2055-01-01      | 4.5000%  |  | $1132668.46        | $1114441.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA3317 | 2048-02-01      | 3.5000%  |  | $128959.58         | $121345.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0337 | 2054-03-01      | 6.5000%  |  | $156305.43         | $166302.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT2334 | 2052-03-01      | 2.5000%  |  | $1382146.61        | $1182182.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0007 | 2050-08-01      | 3.0000%  |  | $178660.59         | $159897.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CICC0044 | 2040-02-01      | 5.0000%  |  | $3160184.34        | $3208726.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  |  | $71978203.15       | $70461622.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8693 | 2054-12-01      | 5.5000%  |  | $89034.03          | $90637.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDD0668 | 2040-08-01      | 5.5000%  |  | $1151286.70        | $1186707.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6471 | 2053-06-01      | 4.5000%  |  | $284796.20         | $279678.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3306 | 2050-11-01      | 3.0000%  |  | $268826.68         | $244280.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8681 | 2055-02-01      | 5.0000%  |  | $1247794.04        | $1258894.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY8494 | 2053-08-01      | 5.5000%  |  | $51693.77          | $52808.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5755 | 2040-05-01      | 6.5000%  |  | $2292757.67        | $2401674.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0589 | 2055-09-01      | 5.5000%  |  | $2592047.25        | $2657328.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5261 | 2053-02-01      | 5.0000%  |  | $682950.98         | $684238.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0575 | 2055-04-01      | 6.0000%  |  | $6924365.51        | $7227791.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5887 | 2040-11-01      | 5.5000%  |  | $19915790.63       | $20443565.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9797 | 2055-09-01      | 6.0000%  |  | $5999494.79        | $6170774.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $446192.51         | $439432.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $171039034.10      | $171115260.56      | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4932 | 2053-01-01      | 3.0000%  |  | $446845.21         | $397678.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4120 | 2055-03-01      | 6.5000%  |  | $1785961.02        | $1897745.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  |  | $7706.02           | $7909.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0003 | 2054-09-01      | 6.0000%  |  | $11336012.31       | $11936594.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2791 | 2048-12-01      | 4.0000%  |  | $5059379.18        | $4872199.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB7668 | 2054-07-01      | 5.5000%  |  | $279367.21         | $283712.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDC6763 | 2039-12-01      | 4.0000%  |  | $1037499.07        | $1025705.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5133 | 2055-07-01      | 6.0000%  |  | $1337534.44        | $1395088.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC7573 | 2046-05-01      | 3.0000%  |  | $25252.07          | $23127.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5580 | 2036-01-01      | 1.5000%  |  | $221597.08         | $200328.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5659 | 2050-05-01      | 2.5000%  |  | $242135.34         | $206570.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1614 | 2055-03-01      | 5.0000%  |  | $6115042.26        | $6175432.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0734 | 2055-10-01      | 5.5000%  |  | $12311805.45       | $12517108.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6724 | 2055-04-01      | 6.5000%  |  | $942344.80         | $1002874.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3493 | 2055-10-01      | 6.5000%  |  | $1229725.02        | $1302312.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4751 | 2053-05-01      | 3.5000%  |  | $1625650.98        | $1505376.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $2885746.92        | $2979323.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBR2278 | 2036-08-01      | 2.0000%  |  | $5619276.45        | $5189607.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2874 | 2055-03-01      | 6.0000%  |  | $1100389.09        | $1147800.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3090 | 2055-02-01      | 5.5000%  |  | $1505286.38        | $1539024.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9108 | 2055-10-01      | 6.0000%  |  | $1510437.26        | $1569104.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4116 | 2055-11-01      | 6.0000%  |  | $1855500.94        | $1928344.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $425178.60         | $390188.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8193 | 2055-09-01      | 6.0000%  |  | $8788302.18        | $9082042.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE2090 | 2055-07-01      | 5.0000%  |  | $1475621.79        | $1483769.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE3178 | 2040-07-01      | 6.0000%  |  | $1570817.91        | $1634462.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8699 | 2055-09-01      | 6.0000%  |  | $2321879.05        | $2423635.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0439 | 2052-08-01      | 3.5000%  |  | $10744037.66       | $9960654.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE0391 | 2046-09-01      | 3.0000%  |  | $146404.02         | $134718.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6679 | 2055-07-01      | 6.0000%  |  | $1326302.95        | $1400422.06        | Agency Mortgage-Backed Securities |

### Security 203: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.050%, 11/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 5.2828%  |  | $60221816.21       | $60396788.59       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 6.0000%  |  | $75730282.18       | $76280689.87       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 6.0000%  |  | $75730282.18       | $76280689.87       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549DF 06/25/55 | 2055-06-25      | 5.5828%  |  | $763256.50         | $766298.43         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.6828%  |  | $24871513.59       | $25071359.46       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 6.0000%  |  | $34481125.42       | $34721838.16       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508JF 02/25/55 | 2055-02-25      | 5.5328%  |  | $57620984.85       | $57942748.04       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.6328%  |  | $36488790.00       | $36787735.32       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FQ 11/25/54 | 2054-11-25      | 5.5628%  |  | $27366291.75       | $27505343.49       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FB 11/25/54 | 2054-11-25      | 5.4828%  |  | $95857358.75       | $96058544.08       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FA 11/25/54 | 2054-11-25      | 5.2828%  |  | $21603410.44       | $21647880.30       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 5.5328%  |  | $20759826.65       | $20880568.55       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.4828%  |  | $163456286.56      | $164272717.69      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082BF R24F082 | 2054-11-25      | 5.5328%  |  | $57594449.50       | $57936452.95       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 5.1828%  |  | $17286540.29       | $17354144.48       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 5.1828%  |  | $7962083.49        | $8005586.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 5.1828%  |  | $41225094.00       | $41450174.69       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL026FC R24F026 | 2054-05-25      | 5.4328%  |  | $19944945.08       | $20035444.56       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 6.0000%  |  | $56178168.03       | $56593830.29       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.5328%  |  | $51515691.53       | $51747158.33       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565FB 08/25/55 | 2055-08-25      | 5.1328%  |  | $4966558.12        | $4970911.13        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FE R24F103 | 2055-01-25      | 5.4828%  |  | $19902773.85       | $19995417.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.5328%  |  | $16862801.67       | $16958668.92       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 5.2328%  |  | $49065982.31       | $49182422.36       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.6828%  |  | $23202288.83       | $23387701.39       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.6328%  |  | $33371866.43       | $33580133.51       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.6828%  |  | $122995153.09      | $123772990.67      | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CLAL8832 | 2042-10-01      | 4.5000%  |  | $10093.30          | $10207.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8556 | 2044-08-01      | 4.5000%  |  | $1078.69           | $1089.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  |  | $6507.10           | $5928.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9371 | 2046-10-01      | 3.0000%  |  | $231593.73         | $212535.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $18353.33          | $17460.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8091 | 2044-06-01      | 4.0000%  |  | $149321.31         | $146881.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3829 | 2043-06-01      | 3.5000%  |  | $66052.88          | $63302.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  |  | $76700.89          | $77647.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  |  | $846.67            | $849.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ3145 | 2041-10-01      | 4.5000%  |  | $25067.16          | $25227.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH7018 | 2041-03-01      | 5.0000%  |  | $28443.31          | $28895.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL634563 | 2032-03-01      | 6.5000%  |  | $1283.31           | $1362.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CICC0474 | 2040-05-01      | 5.5000%  |  | $8726337.62        | $8963688.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0132 | 2055-02-01      | 6.5000%  |  | $24403611.47       | $25423088.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8507 | 2047-07-01      | 3.5000%  |  | $1214910.68        | $1164778.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $127201589.92      | $127701068.21      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6086 | 2053-10-01      | 6.5000%  |  | $4373754.83        | $4641134.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $537010.64         | $441506.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB1202 | 2036-07-01      | 2.0000%  |  | $27708.31          | $25597.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT257145 | 2028-03-01      | 6.5000%  |  | $3325.44           | $3455.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  |  | $2597428.61        | $2673167.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  |  | $5385524.42        | $5609425.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  |  | $3370271.58        | $3371507.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  |  | $71276289.46       | $71302424.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  |  | $45174.11          | $44222.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  |  | $31312174.60       | $32580526.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $298791.63         | $304158.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2643 | 2052-01-01      | 2.5000%  |  | $250149.15         | $213470.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $21301891.00       | $21404196.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4743 | 2052-08-01      | 2.5000%  |  | $256298.59         | $219137.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $1064149.95        | $1034399.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4603 | 2037-05-01      | 2.5000%  |  | $421351.02         | $397171.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $5198716.30        | $4653682.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4571 | 2042-03-01      | 2.5000%  |  | $751525.89         | $674406.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNMA4200 | 2030-12-01      | 1.5000%  |  | $127142.93         | $120721.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  |  | $247161.49         | $232605.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4407 | 2041-08-01      | 2.0000%  |  | $562.21            | $492.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3391 | 2033-06-01      | 3.0000%  |  | $199854.30         | $195045.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  |  | $24544.60          | $24601.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  |  | $1244.63           | $1171.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  |  | $4355.17           | $3924.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL995097 | 2037-10-01      | 6.5000%  |  | $17367.86          | $18516.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  |  | $81015.01          | $83666.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL963148 | 2038-05-01      | 5.5000%  |  | $2376.48           | $2478.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929836 | 2038-08-01      | 6.0000%  |  | $2012.06           | $2130.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL899147 | 2037-04-01      | 5.5000%  |  | $3259.39           | $3410.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3158 | 2052-03-01      | 2.5000%  |  | $15180.22          | $13085.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  |  | $27726.36          | $25887.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175 | 2045-06-01      | 3.5000%  |  | $568080.61         | $540629.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV4130 | 2052-03-01      | 2.0000%  |  | $76490.61          | $63305.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $153861.58         | $157254.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAA2043 | 2039-02-01      | 5.0000%  |  | $2989.01           | $3085.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4978 | 2050-01-01      | 3.0000%  |  | $25358.56          | $22650.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX4147 | 2052-12-01      | 6.0000%  |  | $78176.57          | $82270.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $671135.37         | $644124.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8526 | 2051-01-01      | 2.5000%  |  | $574930.15         | $494378.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  |  | $837483.54         | $713991.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB9607 | 2054-08-01      | 5.5000%  |  | $2106481.33        | $2150728.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8746 | 2046-06-01      | 3.5000%  |  | $14188416.07       | $13481757.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4316 | 2036-04-01      | 2.5000%  |  | $1990.41           | $1876.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5771 | 2050-04-01      | 4.0000%  |  | $87886.04          | $84595.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5340 | 2053-07-01      | 6.0000%  |  | $20058744.36       | $20787077.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0931 | 2055-09-01      | 5.5000%  |  | $2739303.97        | $2789486.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8667 | 2054-06-01      | 5.0000%  |  | $3885318.52        | $3895768.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1458 | 2055-04-01      | 5.0000%  |  | $209354.36         | $209544.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $62384090.89       | $64165031.92       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2918 | 2055-07-01      | 5.5000%  |  | $2356027.42        | $2398823.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6982 | 2054-11-01      | 4.5000%  |  | $1368889.78        | $1355166.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  |  | $18063.92          | $17083.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLBR8623 | 2051-05-01      | 1.5000%  |  | $2274496.48        | $1759552.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDE0128 | 2040-05-01      | 6.5000%  |  | $626895.31         | $656902.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CQMA2517 | 2046-01-01      | 3.5000%  |  | $87430.36          | $82267.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  |  | $755.98            | $721.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  |  | $4541398.46        | $4668130.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9608 | 2054-12-01      | 4.5000%  |  | $27974.19          | $27384.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFS4802 | 2038-05-01      | 4.0000%  |  | $64567.13          | $63866.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8777 | 2053-11-01      | 6.0000%  |  | $5608555.77        | $5836767.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4571 | 2049-11-01      | 4.0000%  |  | $401939.10         | $388116.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1391 | 2048-03-01      | 4.5000%  |  | $7163202.09        | $7096770.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY7618 | 2053-07-01      | 6.5000%  |  | $1392577.36        | $1459434.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4218 | 2053-06-01      | 5.5000%  |  | $729646.95         | $744042.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX1231 | 2052-10-01      | 5.5000%  |  | $548739.74         | $560639.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9912 | 2052-10-01      | 5.0000%  |  | $8685735.35        | $8827761.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9247 | 2052-06-01      | 4.0000%  |  | $761679.36         | $742194.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5584 | 2052-05-01      | 3.5000%  |  | $230071.82         | $215517.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1465 | 2055-04-01      | 6.0000%  |  | $1967379.66        | $2071617.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $105288.77         | $102277.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBK0710 | 2035-02-01      | 3.0000%  |  | $211634.23         | $204498.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBK0433 | 2049-12-01      | 3.5000%  |  | $1099735.01        | $1021188.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBH0237 | 2037-04-01      | 4.0000%  |  | $388955.48         | $386828.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0301 | 2058-08-01      | 4.5000%  |  | $364740.89         | $357068.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  |  | $50093.55          | $49868.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1714 | 2055-06-01      | 5.0000%  |  | $2174200.62        | $2188377.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5455 | 2055-01-01      | 4.5000%  |  | $836242.89         | $818623.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBT2752 | 2036-08-01      | 2.0000%  |  | $55952.32          | $52073.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  |  | $108394.47         | $93186.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO3807 | 2049-08-01      | 3.5000%  |  | $289211.82         | $271645.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REBO0317 | 2049-05-01      | 3.5000%  |  | $644732.57         | $601872.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRBM6152 | 2044-06-01      | 3.5000%  |  | $30150.65          | $28744.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5841 | 2045-09-01      | 3.5000%  |  | $1015347.19        | $971155.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTBM5440 | 2038-11-01      | 4.5000%  |  | $813.95            | $822.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4971 | 2041-07-01      | 6.0000%  |  | $102725.67         | $108831.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2154 | 2055-06-01      | 6.0000%  |  | $828076.95         | $871954.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDE7534 | 2040-10-01      | 5.0000%  |  | $905344.24         | $922071.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7052 | 2055-08-01      | 5.5000%  |  | $5311646.88        | $5396645.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1052 | 2055-09-01      | 6.5000%  |  | $37589146.45       | $39944695.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  |  | $516063.49         | $522110.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7624 | 2054-03-01      | 6.5000%  |  | $496774.77         | $519166.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL9741 | 2029-02-01      | 3.0000%  |  | $1261924.96        | $1246087.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7903 | 2053-10-01      | 4.5000%  |  | $5723.40           | $5615.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0086 | 2055-06-01      | 5.0000%  |  | $9737069.34        | $9740639.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3397 | 2055-10-01      | 5.5000%  |  | $5437614.82        | $5525531.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8825 | 2055-09-01      | 6.5000%  |  | $890536.35         | $952445.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE5027 | 2055-09-01      | 5.5000%  |  | $24725.53          | $25413.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLCB8049 | 2054-02-01      | 7.5000%  |  | $6235682.73        | $6716478.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDD8709 | 2040-09-01      | 5.0000%  |  | $1782190.62        | $1816894.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0596 | 2055-09-01      | 6.0000%  |  | $879123.50         | $920540.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $10339850.51       | $10369791.27       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBE0927 | 2031-11-01      | 2.0000%  |  | $8978.70           | $8587.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2450 | 2047-01-01      | 3.5000%  |  | $42252.50          | $40037.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD2424 | 2047-01-01      | 4.0000%  |  | $860432.71         | $836325.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0300 | 2046-03-01      | 3.5000%  |  | $88152.16          | $83655.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3021 | 2055-10-01      | 6.0000%  |  | $878269.79         | $916572.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDF2979 | 2040-10-01      | 4.5000%  |  | $1582369.61        | $1587173.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1777 | 2055-10-01      | 5.5000%  |  | $8032340.81        | $8179487.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0103 | 2055-10-01      | 6.0000%  |  | $5046271.46        | $5248914.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9749 | 2055-09-01      | 5.5000%  |  | $2780839.61        | $2845450.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9516 | 2055-09-01      | 6.5000%  |  | $913224.11         | $970562.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9105 | 2055-10-01      | 6.0000%  |  | $1064417.88        | $1112676.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9833 | 2055-10-01      | 6.0000%  |  | $899097.93         | $942072.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3097 | 2055-08-01      | 6.0000%  |  | $2792135.56        | $2915095.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2915 | 2055-07-01      | 6.0000%  |  | $859835.62         | $900076.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0763 | 2055-07-01      | 6.0000%  |  | $3109163.22        | $3254672.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9608 | 2055-05-01      | 6.0000%  |  | $1114043.89        | $1169446.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7293 | 2055-06-01      | 5.5000%  |  | $2098893.06        | $2140647.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4246 | 2055-03-01      | 6.0000%  |  | $826994.43         | $853002.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2517 | 2055-03-01      | 6.5000%  |  | $6876218.11        | $7179622.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD0376 | 2055-01-01      | 7.0000%  |  | $2683921.16        | $2881662.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC9012 | 2055-02-01      | 5.0000%  |  | $1064258.71        | $1075619.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7008 | 2054-12-01      | 5.5000%  |  | $472321.71         | $487719.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3838 | 2054-11-01      | 5.0000%  |  | $9650234.86        | $9746801.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0746 | 2055-02-01      | 6.0000%  |  | $873236.71         | $910809.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB9831 | 2054-10-01      | 5.5000%  |  | $2100610.57        | $2165536.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8166 | 2054-07-01      | 6.5000%  |  | $89093.94          | $92906.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  |  | $5672583.26        | $5548945.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  |  | $59801.31          | $54695.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6539 | 2046-01-01      | 3.5000%  |  | $87133.76          | $83109.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS5971 | 2030-10-01      | 3.0000%  |  | $48921.04          | $48064.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5640 | 2045-08-01      | 3.5000%  |  | $567513.03         | $539734.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  |  | $2689.37           | $2559.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAQ5150 | 2042-11-01      | 2.5000%  |  | $191101.83         | $174171.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB6666 | 2054-06-01      | 7.0000%  |  | $1061028.46        | $1121479.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAZ0886 | 2030-07-01      | 3.0000%  |  | $747.74            | $734.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV7104 | 2044-03-01      | 4.0000%  |  | $132259.71         | $129891.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAU1319 | 2033-07-01      | 3.5000%  |  | $1662341.12        | $1632009.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9829 | 2047-06-01      | 3.5000%  |  | $1551.14           | $1465.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS5946 | 2037-03-01      | 2.0000%  |  | $105926.22         | $97757.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5544 | 2053-02-01      | 4.5000%  |  | $84895.61          | $83889.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1553 | 2050-11-01      | 2.5000%  |  | $59348.54          | $51499.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  |  | $375716.62         | $324896.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFM9367 | 2036-11-01      | 1.5000%  |  | $75277.74          | $67655.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9335 | 2051-10-01      | 2.5000%  |  | $181447.65         | $155612.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8642 | 2051-09-01      | 2.5000%  |  | $4086908.15        | $3530485.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM5428 | 2035-10-01      | 2.0000%  |  | $52498.02          | $48856.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3841 | 2035-07-01      | 3.5000%  |  | $418561.91         | $414475.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM4459 | 2050-05-01      | 4.0000%  |  | $1030.49           | $1000.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  |  | $4226560.64        | $4129913.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  |  | $183982.85         | $181516.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1532 | 2049-08-01      | 3.5000%  |  | $148323.90         | $139314.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3033 | 2047-01-01      | 3.5000%  |  | $12978150.66       | $12390898.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  |  | $281986171.20      | $240144593.05      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1693 | 2051-08-01      | 4.0000%  |  | $15769640.08       | $15306033.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9152 | 2054-09-01      | 6.0000%  |  | $133502255.81      | $138984659.45      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8753 | 2054-06-01      | 5.5000%  |  | $24203407.91       | $24588056.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  |  | $58337221.12       | $59835807.08       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7746 | 2053-12-01      | 6.5000%  |  | $18294.79          | $19103.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6105 | 2053-04-01      | 6.5000%  |  | $4461123.02        | $4727865.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  |  | $159314.45         | $158398.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4030 | 2052-06-01      | 4.5000%  |  | $490249.55         | $484670.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  |  | $14280.20          | $13304.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3164 | 2052-03-01      | 2.5000%  |  | $384145.57         | $328572.51         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL006A2 R16M006 | 2026-05-25      | 2.4880%  |  | $4731228.43        | $4692769.85        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  |  | $342445.75         | $336598.03         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  |  | $127203.14         | $119168.42         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  |  | $269786.16         | $249078.01         | Agency Mortgage-Backed Securities         |

### Security 204: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  4.150%, 11/3/2025
- **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: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 FNRM RC121JP R11F121  | 2041-12-25      | 4.5000%  |  | $2052.33           | $2004.17           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC096PY R11F096  | 2041-10-25      | 4.0000%  |  | $55372.18          | $53800.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-19O FK      | 2065-08-20      | 4.9870%  |  | $1329.18           | $1332.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-14O FB      | 2065-05-20      | 4.8170%  |  | $1466.23           | $1465.28           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-9O FE       | 2067-04-20      | 4.9219%  |  | $106838.21         | $107317.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 NY      | 2055-02-20      | 5.0000%  |  | $116475.99         | $114485.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MU      | 2053-09-20      | 5.5000%  |  | $465420.49         | $470525.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 LY      | 2055-01-20      | 3.0000%  |  | $260133.36         | $201925.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV      | 2054-12-20      | 5.1338%  |  | $8029.90           | $8047.56           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 PL      | 2054-10-20      | 4.5000%  |  | $149153.87         | $140478.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-151 PY      | 2054-07-20      | 4.5000%  |  | $61264.66          | $58249.21          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-126 GL      | 2054-08-20      | 3.0000%  |  | $104079.17         | $80196.95          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC059LM R15F059  | 2045-07-25      | 3.0000%  |  | $6465.77           | $6056.46           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-058 HL      | 2043-09-16      | 2.2500%  |  | $11024.59          | $10770.43          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-106 KB      | 2042-12-20      | 3.0000%  |  | $859.82            | $815.04            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-188 CG      | 2043-12-20      | 4.0000%  |  | $81061.85          | $77998.55          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-140 JD      | 2041-01-20      | 1.7500%  |  | $3335.47           | $3223.29           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-7O FQ       | 2067-03-20      | 5.0735%  |  | $23048.79          | $23132.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-16O FE      | 2066-06-20      | 5.1607%  |  | $47694.30          | $48111.14          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-02-20      | 5.3070%  |  | $44313.95          | $44561.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-12-20      | 5.3870%  |  | $870.20            | $874.67            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O FE       | 2067-12-20      | 5.0662%  |  | $54562.14          | $54802.21          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H28 FA      | 2062-09-20      | 4.9670%  |  | $16.41             | $16.45             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H25 FA      | 2061-12-20      | 5.0870%  |  | $1252.05           | $1229.81           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H11 FA      | 2062-02-20      | 5.0870%  |  | $4033.79           | $4044.81           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55  | 2055-01-25      | 2.0000%  |  | $247700.18         | $153089.53         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KP 11/25/49  | 2049-11-25      | 3.0000%  |  | $35817.18          | $33187.88          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KD 03/25/52  | 2052-03-25      | 3.0000%  |  | $112282.77         | $102916.93         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4937MD 10/25/49  | 2049-10-25      | 2.5000%  |  | $10886.08          | $9620.32           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BG 01/25/49  | 2049-01-25      | 2.0000%  |  | $21689.97          | $18757.37          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BA 01/25/49  | 2049-01-25      | 3.0000%  |  | $27112.46          | $24719.81          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4820YA 06/15/48  | 2048-06-15      | 3.5000%  |  | $25941.62          | $24320.57          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4813CJ 08/15/48  | 2048-08-15      | 3.0000%  |  | $4103.99           | $3590.85           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48  | 2048-01-15      | 3.0000%  |  | $7177.34           | $6431.66           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4736CD 08/15/46  | 2046-08-15      | 3.0000%  |  | $5462.44           | $5266.38           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4648ND 09/15/46  | 2046-09-15      | 3.0000%  |  | $89759.05          | $82504.09          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4612QA 05/15/44  | 2044-05-15      | 3.0000%  |  | $3205.21           | $3110.77           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4447PA 12/15/44  | 2044-12-15      | 3.0000%  |  | $1981.51           | $1882.24           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4283EW 12/15/43  | 2043-12-15      | 4.5000%  |  | $3564.78           | $3485.00           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DC 04/15/43  | 2043-04-15      | 2.5000%  |  | $232.83            | $227.08            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-110 LJ      | 2051-05-20      | 4.5000%  |  | $81946.35          | $76678.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 GB      | 2054-06-20      | 5.0000%  |  | $89117.02          | $88306.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-05O F       | 2075-02-20      | 4.7838%  |  | $522230.76         | $519904.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 UB      | 2055-03-20      | 5.0000%  |  | $73144.86          | $73079.52          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL010BA R16F010  | 2046-03-25      | 3.0000%  |  | $7469.43           | $7115.34           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-063 LM      | 2050-10-20      | 3.5000%  |  | $1633.24           | $1400.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 VL      | 2052-04-20      | 1.5000%  |  | $347226.36         | $233417.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-08O KF      | 2074-05-20      | 5.0338%  |  | $7979.93           | $7971.15           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 BY      | 2055-09-20      | 5.0000%  |  | $2388972.79        | $2358204.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 BV      | 2054-11-20      | 4.5000%  |  | $100759.36         | $100978.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 AM      | 2055-02-20      | 5.0000%  |  | $56107.05          | $55694.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-174 ME      | 2048-04-20      | 2.0000%  |  | $460905.88         | $391060.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-08O FE      | 2072-03-20      | 5.1388%  |  | $43939.43          | $43784.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-04O FC      | 2073-01-20      | 5.0338%  |  | $32999.29          | $32986.58          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-09O FA      | 2072-04-20      | 4.8538%  |  | $15303.11          | $15199.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-04O F       | 2067-11-20      | 4.4838%  |  | $15454.04          | $15377.76          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 WA      | 2050-05-20      | 0.7858%  |  | $202358.11         | $89322.26          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H08 BF      | 2063-03-20      | 4.7870%  |  | $5203.96           | $5173.39           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H08 FA      | 2061-02-20      | 4.9870%  |  | $8832.67           | $8844.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H03 FA      | 2061-01-20      | 4.8870%  |  | $926.34            | $926.37            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H01 AF      | 2060-11-20      | 4.8370%  |  | $1233.00           | $1232.11           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H28 FE      | 2060-12-20      | 4.7870%  |  | $8973.15           | $8965.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-032 PE      | 2039-05-20      | 4.5000%  |  | $473650.77         | $469165.77         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024AN R25F024  | 2055-03-25      | 5.0000%  |  | $237188.41         | $233499.58         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FA R07F064  | 2037-07-25      | 4.7673%  |  | $305.17            | $300.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O BF       | 2068-06-20      | 4.5574%  |  | $103381.22         | $103175.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-197 PA      | 2053-09-20      | 4.5000%  |  | $16758.32          | $16662.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O FD       | 2069-01-20      | 5.1070%  |  | $17636.44          | $17537.39          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250JY 08/25/52  | 2052-08-25      | 3.2500%  |  | $23319.53          | $16136.03          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250BY 08/25/52  | 2052-08-25      | 3.2500%  |  | $23319.53          | $16136.03          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-86 PK       | 2034-09-20      | 4.0000%  |  | $4.94              | $4.94              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-034 MB      | 2052-02-20      | 3.0000%  |  | $1756.72           | $1628.66           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4143AJ 09/15/42  | 2042-09-15      | 1.7500%  |  | $2500.69           | $2372.42           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534NT 05/25/55  | 2055-05-25      | 5.0000%  |  | $440191.89         | $434462.20         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49  | 2049-07-15      | 4.0000%  |  | $8873.93           | $7180.46           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW      | 2053-03-20      | 5.0000%  |  | $270406.10         | $272525.18         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC037JB R13F037  | 2042-06-25      | 2.0000%  |  | $6297.96           | $6148.67           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-006 AB      | 2039-11-20      | 3.0000%  |  | $148.92            | $148.46            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-16O FB      | 2072-08-20      | 5.0838%  |  | $282123.02         | $282469.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-185 DH      | 2043-12-20      | 3.0000%  |  | $2752.44           | $2620.57           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3284ME 03/15/37  | 2037-03-15      | 5.5000%  |  | $18957.97          | $19605.35          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 QL      | 2049-10-20      | 4.5000%  |  | $463320.99         | $452536.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MB      | 2054-11-20      | 6.5838%  |  | $1324299.10        | $1320282.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 HY      | 2052-01-20      | 2.5000%  |  | $1108042.98        | $916070.47         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL101KY R16F101  | 2047-01-25      | 3.0000%  |  | $2177.65           | $1738.99           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-20O FG      | 2066-08-20      | 5.0870%  |  | $11578.16          | $11581.84          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL103M R24F103   | 2050-12-25      | 5.5000%  |  | $67100.69          | $67743.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O AF       | 2067-12-20      | 4.9262%  |  | $22425.96          | $22477.43          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047YA R13F047  | 2040-05-25      | 2.0000%  |  | $27150.46          | $24373.23          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL040Q R22F040   | 2039-01-25      | 2.0000%  |  | $839648.58         | $790899.14         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL088PE R17F088  | 2046-08-25      | 3.0000%  |  | $48668.75          | $47023.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H21 CF      | 2061-05-20      | 5.0870%  |  | $10.73             | $10.69             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-053 PC      | 2040-01-16      | 2.5000%  |  | $183860.71         | $177920.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-20O FD      | 2074-11-20      | 4.9838%  |  | $43017.58          | $42981.87          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5230PE 12/25/51  | 2051-12-25      | 2.0000%  |  | $5444.13           | $4449.10           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA       | 2066-12-20      | 5.2594%  |  | $10240.96          | $10303.64          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4793CD 06/15/48  | 2048-06-15      | 3.0000%  |  | $10243.29          | $8997.93           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-159 P       | 2049-09-20      | 2.5000%  |  | $316533.51         | $274670.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FB      | 2070-01-20      | 4.9870%  |  | $48412.36          | $48217.69          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4181TB 10/15/42  | 2042-10-15      | 2.5000%  |  | $2208.04           | $2106.67           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O FL      | 2070-05-20      | 5.5370%  |  | $42431.35          | $43084.57          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4941MB 07/25/49  | 2049-07-25      | 3.0000%  |  | $1263.37           | $1122.56           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-34 PT       | 2047-09-20      | 2.5000%  |  | $8366.60           | $7305.87           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-0O FA       | 2068-12-20      | 4.9870%  |  | $158796.22         | $158154.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-07O FG      | 2072-03-20      | 4.9338%  |  | $4083.86           | $4071.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 DT      | 2055-10-20      | 5.0000%  |  | $387485.24         | $390116.52         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4119WU 10/15/32  | 2032-10-15      | 3.0000%  |  | $5444.13           | $5253.65           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FJ       | 2068-03-20      | 4.9135%  |  | $39786.74          | $39945.78          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086LG R13F086  | 2043-08-25      | 3.5000%  |  | $6478.51           | $5474.80           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4752PL 09/15/46  | 2046-09-15      | 3.0000%  |  | $1348.59           | $1294.69           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FL       | 2067-12-20      | 5.0994%  |  | $28169.47          | $28301.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 PL      | 2055-02-20      | 5.2500%  |  | $350982.81         | $354474.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-129 BP      | 2043-04-20      | 2.7500%  |  | $216014.55         | $207133.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H10 FC      | 2060-05-20      | 5.4295%  |  | $3490.49           | $3508.23           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC099DH R09F099  | 2039-12-25      | 4.5000%  |  | $15884.54          | $15873.08          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43  | 2043-04-15      | 3.0000%  |  | $493.60            | $483.96            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FA      | 2070-07-20      | 4.8370%  |  | $46504.74          | $46044.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 PK      | 2055-02-20      | 4.5000%  |  | $147253.27         | $137652.65         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC042A  R14F042  | 2036-08-25      | 3.0000%  |  | $2072.41           | $2013.69           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 CL      | 2055-01-20      | 5.0000%  |  | $328791.57         | $327086.35         | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8145%  |  | $2104.74           | $1565.29           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC036LB R15F036  | 2045-06-25      | 2.0000%  |  | $43196.29          | $36770.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 AL      | 2055-09-20      | 5.0000%  |  | $42299.77          | $41010.42          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O FC       | 2069-10-20      | 4.8817%  |  | $15510.73          | $15659.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H27 FA      | 2060-12-20      | 4.7670%  |  | $1039.79           | $1037.86           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-098 HM      | 2050-04-20      | 2.6000%  |  | $5796.70           | $5042.65           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FT       | 2066-02-20      | 5.1070%  |  | $8081.35           | $8055.61           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL089EB R14F089  | 2045-01-25      | 3.0000%  |  | $75252.58          | $63823.44          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481NB 12/25/54  | 2054-12-25      | 5.0000%  |  | $31439.50          | $31022.29          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JL      | 2055-04-20      | 4.5000%  |  | $18401.15          | $16317.99          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AB 06/25/53  | 2053-06-25      | 5.0000%  |  | $467210.18         | $470161.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 JL      | 2055-09-20      | 5.0000%  |  | $816618.91         | $805252.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 GL      | 2055-04-20      | 5.0000%  |  | $211207.92         | $206921.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O JF      | 2071-04-20      | 5.6838%  |  | $222733.24         | $224760.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F        | 2066-10-20      | 5.1370%  |  | $5048.53           | $5068.86           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 HK      | 2051-08-20      | 5.0000%  |  | $197950.71         | $198530.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 BV      | 2038-04-20      | 5.0000%  |  | $457542.18         | $465451.56         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43  | 2043-07-15      | 3.5000%  |  | $13610.32          | $12959.15          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43  | 2043-01-15      | 3.0000%  |  | $20034.38          | $17110.21          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42  | 2042-12-15      | 2.5000%  |  | $8166.19           | $6211.99           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4100PA 01/15/42  | 2042-01-15      | 3.0000%  |  | $59866.74          | $57428.19          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42  | 2042-07-15      | 2.5000%  |  | $15150.73          | $12132.82          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4020PG 03/15/27  | 2027-03-15      | 2.5000%  |  | $70.10             | $69.72             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41  | 2041-06-15      | 4.0000%  |  | $476.64            | $467.84            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3745VE 09/15/29  | 2029-09-15      | 4.0000%  |  | $450.75            | $450.75            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063AV R25F063  | 2036-08-25      | 5.0000%  |  | $855203.59         | $866172.14         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AE R25F055  | 2053-04-25      | 5.0000%  |  | $2510681.33        | $2527233.42        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL009EA R25F009  | 2050-04-25      | 5.5000%  |  | $722446.06         | $731906.73         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006BY R25F006  | 2055-02-25      | 5.5000%  |  | $114596.79         | $116736.69         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL084GT R24F084  | 2054-11-25      | 0.1250%  |  | $2180130.20        | $1748083.26        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC043QJ R22F043  | 2047-03-25      | 4.0000%  |  | $243430.84         | $237419.88         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043CW R22F043  | 2052-07-25      | 2.0000%  |  | $376175.66         | $275791.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-119 JE      | 2049-09-20      | 3.0000%  |  | $94.29             | $84.60             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 A        | 2048-07-20      | 0.1794%  |  | $14372.49          | $8530.97           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 PN      | 2055-08-20      | 5.0000%  |  | $22818.29          | $21884.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 JY      | 2055-08-20      | 5.0000%  |  | $892020.06         | $880871.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-127 KA      | 2055-06-20      | 0.0100%  |  | $111762.85         | $100978.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 PY      | 2055-07-20      | 4.5000%  |  | $271414.78         | $249786.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NL      | 2055-06-20      | 5.0000%  |  | $90318.05          | $89181.37          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029AL R22F029  | 2054-07-25      | 2.0000%  |  | $544412.61         | $392540.91         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022B R22F022   | 2054-07-25      | 2.0000%  |  | $326647.56         | $198372.96         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029AY R22F029  | 2054-07-25      | 2.0000%  |  | $255873.93         | $157273.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNII ET DL0895 C      | 2065-09-20      | 5.0000%  |  | $1087935.20        | $1084576.38        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0013        | 2064-08-15      | 6.1400%  |  | $3728.36           | $3984.63           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0007        | 2064-08-15      | 6.1400%  |  | $6341.48           | $6777.37           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6899        | 2064-08-15      | 6.1400%  |  | $1006.78           | $1075.98           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6895        | 2064-08-15      | 6.1400%  |  | $986.80            | $1054.63           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6891        | 2064-08-15      | 6.1400%  |  | $1667.26           | $1781.86           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6889        | 2064-08-15      | 6.1400%  |  | $1061.06           | $1133.99           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6887        | 2064-08-15      | 6.1400%  |  | $952.23            | $1017.68           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6903        | 2064-08-15      | 6.1400%  |  | $1309.31           | $1399.31           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CZ6011        | 2066-07-15      | 5.9000%  |  | $401167.85         | $412648.74         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CX6378        | 2065-04-15      | 6.0500%  |  | $3599.93           | $3729.07           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW9045        | 2066-09-15      | 5.7000%  |  | $169359.09         | $179028.47         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8128        | 2066-09-15      | 6.0900%  |  | $328263.98         | $342308.10         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8126        | 2060-04-15      | 7.0000%  |  | $34950.74          | $38530.34          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT3701        | 2050-11-15      | 6.6100%  |  | $208765.47         | $224704.36         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CQ8782        | 2066-05-15      | 6.2500%  |  | $48781.98          | $51435.01          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CM3803        | 2066-07-15      | 5.5900%  |  | $152746.39         | $160768.99         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CO1742        | 2065-07-15      | 4.8000%  |  | $62579.68          | $61383.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1093  | 2055-01-01      | 4.5000%  |  | $368255.11         | $361460.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5613  | 2055-02-01      | 5.0000%  |  | $52.09             | $52.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070  | 2053-07-01      | 4.5000%  |  | $513723.76         | $504492.15         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4403  | 2032-07-01      | 4.4200%  |  | $27220.63          | $27373.76          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495  | 2028-02-01      | 3.2680%  |  | $3413.03           | $3358.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5313  | 2048-06-01      | 4.5000%  |  | $22709.16          | $22612.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 3PRE6165  | 2055-10-01      | 6.5000%  |  | $64110.25          | $65682.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4318  | 2053-10-01      | 5.5000%  |  | $39417.48          | $40540.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399  | 2052-07-01      | 5.0000%  |  | $282756.43         | $285047.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7148  | 2052-08-01      | 5.0000%  |  | $957.83            | $972.16            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0009        | 2064-08-15      | 6.1400%  |  | $4067.91           | $4347.52           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6905        | 2064-08-15      | 6.1400%  |  | $12119.93          | $12953.00          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0011        | 2064-08-15      | 6.1400%  |  | $330.13            | $352.82            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6897        | 2064-08-15      | 6.1400%  |  | $1062.09           | $1135.10           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6893        | 2064-08-15      | 6.1400%  |  | $21540.28          | $23020.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9780  | 2053-06-01      | 5.5000%  |  | $10003.04          | $10324.73          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6901        | 2064-08-15      | 6.1400%  |  | $19701.53          | $21055.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO0343 C      | 2065-10-20      | 6.5000%  |  | $707736.39         | $731598.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO0341 C      | 2065-10-20      | 6.5000%  |  | $1059641.54        | $1095400.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN1187 C      | 2065-10-20      | 6.5000%  |  | $762177.65         | $788451.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7644 C      | 2065-10-20      | 6.5000%  |  | $1034383.95        | $1070041.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7606 C      | 2065-10-20      | 7.0000%  |  | $544412.61         | $562916.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7564 C      | 2065-09-20      | 6.5000%  |  | $925501.43         | $957405.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM8627 C      | 2065-10-20      | 6.0000%  |  | $707736.39         | $722625.04         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DK8553 H      | 2075-05-20      | 6.4100%  |  | $165156.59         | $174387.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9270 C      | 2065-09-20      | 7.0000%  |  | $707399.81         | $731442.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0092  | 2055-02-01      | 5.0000%  |  | $800852.96         | $803685.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7624 C      | 2065-10-20      | 6.5000%  |  | $544412.61         | $563179.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7580 C      | 2065-10-20      | 6.5000%  |  | $762177.65         | $788451.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7484 C      | 2065-09-20      | 6.5000%  |  | $543322.70         | $562051.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9225 C      | 2065-09-20      | 7.0000%  |  | $761540.29         | $787423.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9224 C      | 2065-09-20      | 7.0000%  |  | $544140.38         | $562634.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9186 C      | 2065-08-20      | 7.0000%  |  | $652522.94         | $674701.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8457 C      | 2065-09-20      | 6.5000%  |  | $816113.04         | $844245.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8438 C      | 2065-09-20      | 6.5000%  |  | $544212.38         | $562972.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO0342 C      | 2065-10-20      | 6.5000%  |  | $707736.39         | $731596.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9187 C      | 2065-08-20      | 7.0000%  |  | $652687.58         | $674871.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9800 C      | 2065-10-20      | 6.0000%  |  | $707736.39         | $722624.33         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU4684        | 2066-10-15      | 5.7200%  |  | $53091.99          | $55546.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM9604 C      | 2065-10-20      | 6.5000%  |  | $489971.35         | $506861.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3419 C      | 2054-05-20      | 6.0000%  |  | $543216.08         | $568949.86         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VL      | 2039-12-16      | 5.0000%  |  | $418566.75         | $428448.55         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VE      | 2039-07-16      | 5.0000%  |  | $178944.49         | $183904.23         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-029 B       | 2064-08-16      | 2.5000%  |  | $369180.45         | $273025.31         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-084 ED      | 2060-07-16      | 1.0000%  |  | $9360.80           | $6618.98           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-141 FA      | 2063-06-16      | 4.0000%  |  | $2219612.56        | $2004202.86        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-002 AC      | 2056-04-16      | 2.3000%  |  | $5054.28           | $4849.20           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-11 AD       | 2043-11-16      | 2.2500%  |  | $344.30            | $337.59            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023  | 2031-11-25      | 0.5000%  |  | $228029.69         | $192163.96         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL007A1 R21M007  | 2031-03-25      | 1.7080%  |  | $25271.58          | $24242.94          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A1 R21M005  | 2033-01-25      | 1.4615%  |  | $380915.30         | $361009.62         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04  | 2030-11-25      | 1.2553%  |  | $54566.99          | $51108.30          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020  | 2029-10-25      | 1.0860%  |  | $22052.30          | $21172.70          | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC008ADP R19M00  | 2029-04-25      | 4.0039%  |  | $2830.41           | $2812.32           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R19M004  | 2031-02-25      | 3.6100%  |  | $15160.80          | $14811.05          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL015A2 R17M015  | 2027-09-25      | 2.9656%  |  | $4340.68           | $4282.94           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-05-25      | 1.5900%  |  | $9770.74           | $8552.75           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2040-10-25      | 1.2600%  |  | $530522.02         | $457106.80         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2027-11-25      | 3.0300%  |  | $212180.21         | $207257.85         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MORTGAGE TR 201 | 2039-03-25      | 2.8900%  |  | $81885.27          | $74663.83          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2016-SB2 | 2036-10-25      | 2.5700%  |  | $206960.14         | $203040.87         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 H       | 2060-08-16      | 4.5000%  |  | $92902.16          | $81800.82          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 E       | 2058-11-16      | 4.5000%  |  | $69676.65          | $62091.37          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 C       | 2056-03-16      | 4.5000%  |  | $49521.02          | $46931.37          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2014-017 AM      | 2048-06-16      | 3.5349%  |  | $2771.29           | $2692.54           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD      | 2047-11-16      | 2.7817%  |  | $19455.33          | $17926.80          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-105 A       | 2037-02-16      | 1.7050%  |  | $138.84            | $138.73            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES K- | 2030-11-25      | 2.3330%  |  | $12016.93          | $11275.25          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 4.5476%  |  | $4775332.25        | $4728925.33        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-11-25      | 3.2860%  |  | $498137.54         | $493865.67         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 BC      | 2065-02-16      | 4.5000%  |  | $33322.52          | $29104.85          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 B       | 2054-06-16      | 4.5000%  |  | $434210.16         | $418446.59         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-065 AH      | 2062-12-16      | 1.6500%  |  | $3601.17           | $2691.70           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 AB      | 2057-01-16      | 5.0000%  |  | $717956.36         | $724379.68         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 A       | 2054-06-16      | 4.5000%  |  | $1087609.99        | $1087587.15        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-021 AH      | 2063-06-16      | 1.4000%  |  | $4525.59           | $3473.31           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 4.5076%  |  | $6364417.63        | $6305930.40        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G  | 2031-01-25      | 1.1810%  |  | $519.46            | $515.72            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA1 R22M02S  | 2032-09-25      | 3.7591%  |  | $2504.32           | $2504.25           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-090 AC      | 2066-07-16      | 2.0000%  |  | $21695.29          | $16687.16          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 A       | 2052-04-16      | 4.5000%  |  | $2514979.59        | $2510427.47        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 D       | 2057-09-16      | 4.5000%  |  | $40307.87          | $37669.24          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 J       | 2065-02-16      | 4.5000%  |  | $9779.17           | $8024.39           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-128 BW      | 2066-07-16      | 4.7500%  |  | $653295.13         | $625632.87         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005  | 2034-01-25      | 2.3436%  |  | $81389.68          | $70251.05          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2030-10-25      | 1.1100%  |  | $193075.79         | $168909.65         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-08-25      | 3.2440%  |  | $319842.41         | $317151.36         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL02GA1 R21M02G  | 2031-03-25      | 1.1980%  |  | $51207.68          | $47567.09          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.1870%  |  | $281200.94         | $278155.77         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-06-25      | 5.1221%  |  | $40096.19          | $40101.74          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S  | 2030-12-25      | 0.8330%  |  | $120346.52         | $112272.61         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-003 B       | 2061-02-16      | 1.8500%  |  | $38108.88          | $19302.06          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL020A1 R21M020  | 2031-10-25      | 1.8399%  |  | $526891.43         | $498346.73         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001   | 2032-04-25      | 3.4340%  |  | $80157.57          | $78321.13          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-014 AB      | 2063-06-16      | 1.3400%  |  | $199521.84         | $146793.94         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB4 | 2028-01-25      | 3.3500%  |  | $312586.83         | $307367.15         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-03-25      | 1.1900%  |  | $269823.19         | $258827.54         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-010 AG      | 2060-05-16      | 2.2500%  |  | $1751.47           | $1491.82           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL010AV1 R16M01  | 2045-11-25      | 2.3500%  |  | $178.70            | $178.22            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-128 BG      | 2066-07-16      | 4.7500%  |  | $217765.04         | $207689.78         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2019-006 LA      | 2048-12-20      | 3.5000%  |  | $10921.06          | $10012.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FG       | 2068-02-20      | 4.6670%  |  | $5001.48           | $4985.78           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-008 DA      | 2047-11-20      | 3.0000%  |  | $235.07            | $220.39            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-20O FA      | 2070-04-20      | 4.7370%  |  | $68774.55          | $67948.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-18O FB      | 2070-11-20      | 5.1370%  |  | $882342.28         | $878960.84         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL096CA R21F096  | 2047-10-25      | 2.5000%  |  | $238446.39         | $216598.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 GF      | 2055-10-20      | 5.2614%  |  | $63832.32          | $64499.22          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 LF      | 2065-10-20      | 5.4280%  |  | $5444126.07        | $5497824.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FM      | 2070-08-20      | 4.7870%  |  | $5845.86           | $5833.35           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FC      | 2070-07-20      | 4.8370%  |  | $952945.38         | $944268.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-12O F       | 2070-07-20      | 4.8870%  |  | $2594.49           | $2576.48           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF      | 2070-04-20      | 5.6370%  |  | $20538.40          | $20786.66          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O DF      | 2071-06-20      | 6.1838%  |  | $99651.07          | $101076.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-0O FT       | 2069-05-20      | 4.9274%  |  | $49023.86          | $49458.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FT       | 2069-04-20      | 4.2800%  |  | $166.06            | $166.00            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FT       | 2068-10-20      | 4.7870%  |  | $104.47            | $104.20            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-9O FC       | 2068-10-20      | 4.7370%  |  | $26587.49          | $26519.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG       | 2068-10-20      | 4.7317%  |  | $164342.11         | $165384.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-3O DF       | 2068-07-20      | 4.6017%  |  | $155167.34         | $155705.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O AF       | 2069-10-20      | 5.0870%  |  | $118787.82         | $118690.58         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O TF       | 2068-05-20      | 4.6274%  |  | $43030.88          | $43221.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O PF       | 2068-02-20      | 4.6870%  |  | $11283.84          | $11248.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-84 JH       | 2047-12-20      | 3.0000%  |  | $209.16            | $188.60            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-130 TA      | 2047-08-20      | 2.5000%  |  | $1092.97           | $943.80            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-076 PA      | 2044-05-20      | 2.0000%  |  | $67564.75          | $65088.48          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-162 BY      | 2045-11-20      | 3.0000%  |  | $28125.28          | $25225.96          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083H R19F083   | 2050-01-25      | 2.5000%  |  | $148584.90         | $120072.84         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC023DP R19F023  | 2048-11-25      | 4.0000%  |  | $624618.22         | $608758.75         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL096CA R18F096  | 2035-10-25      | 3.5000%  |  | $12836.71          | $12472.55          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL074AB R18F074  | 2048-10-25      | 3.5000%  |  | $4389.83           | $4102.47           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL009EA R19F009  | 2047-07-25      | 3.0000%  |  | $81496.89          | $79133.07          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2716DS 05/15/33  | 2033-05-15      | 5.5000%  |  | $9881.78           | $10167.86          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068PG R05F068  | 2035-08-25      | 5.5000%  |  | $890.22            | $908.83            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5580FC 09/25/55  | 2055-09-25      | 5.2828%  |  | $5308815.70        | $5312645.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QP      | 2052-12-20      | 5.0000%  |  | $1415698.91        | $1429559.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 AN      | 2053-07-20      | 5.0000%  |  | $319557.68         | $319129.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 P       | 2055-04-20      | 5.2500%  |  | $944771.01         | $960580.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 BL      | 2054-08-20      | 4.5000%  |  | $84769.72          | $78673.00          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 NY      | 2055-03-20      | 5.0000%  |  | $291062.42         | $288477.39         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5578DA 01/25/52  | 2052-01-25      | 4.5000%  |  | $1564082.99        | $1554157.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565PA 08/25/55  | 2055-08-25      | 5.2500%  |  | $1080800.67        | $1089867.51        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5555EY 07/25/55  | 2055-07-25      | 5.0000%  |  | $497066.30         | $490673.36         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5541JE 02/25/52  | 2052-02-25      | 4.5000%  |  | $1059806.79        | $1053832.66        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481AT 12/25/54  | 2054-12-25      | 0.1250%  |  | $2376208.49        | $1913268.82        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460CD 09/25/54  | 2054-09-25      | 4.5000%  |  | $11977.08          | $11782.39          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460BY 09/25/54  | 2054-09-25      | 4.7500%  |  | $10126.07          | $9356.11           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54  | 2054-07-25      | 0.1250%  |  | $31649.61          | $27294.73          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5422CY 06/25/54  | 2054-06-25      | 5.5000%  |  | $27220.63          | $27742.21          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5250FB 08/25/52  | 2052-08-25      | 4.8228%  |  | $3192666.73        | $3163925.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QN      | 2053-02-20      | 4.5000%  |  | $55101.14          | $53975.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GN      | 2051-07-20      | 4.5000%  |  | $118565.99         | $115949.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GL      | 2055-03-20      | 5.0000%  |  | $211558.74         | $207598.71         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL064A R18F064   | 2048-09-25      | 3.0000%  |  | $8847.64           | $7870.72           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094DY R17F094  | 2047-11-25      | 3.0000%  |  | $262372.52         | $235165.02         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL089CP R17F089  | 2046-07-25      | 3.0000%  |  | $8714.43           | $8377.16           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL076PB R17F076  | 2057-10-25      | 3.0000%  |  | $183739.26         | $128794.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC010AE R17F010  | 2047-03-25      | 3.0000%  |  | $3609.59           | $3418.86           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081HC R14F081  | 2037-06-25      | 3.0000%  |  | $13.29             | $13.16             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065VD R14F065  | 2033-04-25      | 3.5000%  |  | $1449.24           | $1444.57           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL067PE R14F067  | 2043-04-25      | 3.5000%  |  | $18812.09          | $18349.68          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL124JA R12F124  | 2042-11-25      | 1.5000%  |  | $8964.72           | $8183.71           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054WH R12F054  | 2042-05-25      | 3.5000%  |  | $19452.21          | $18335.45          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028B R12F028   | 2039-06-25      | 6.5000%  |  | $16.47             | $16.95             | Agency Collateralized Mortgage Obligation |

### Security 205: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.150%, 11/3/2025
- **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: 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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $7093313.59        | $6332409.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $34473280.80       | $33613976.81       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $93051251.70       | $73987252.47       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $2058567.13        | $1942179.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  |  | $33397492.90       | $30958663.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $38231829.41       | $34527853.31       | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $53490395.32       | $48408754.27       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $29164091.79       | $27588608.64       | Agency Mortgage-Backed Securities         |

### Security 206: 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):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $34559837.71       | $30852580.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $2819524.68        | $2569320.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $79412752.00       | $70736458.89       | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $4797268.18        | $4526040.23        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $21712379.20       | $20548617.38       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $4786042.71        | $4322361.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $601346.71         | $544218.17         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $77794585.96       | $73592018.65       | Agency Mortgage-Backed Securities         |

### Security 207: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.150%, 11/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 FD     | 2055-05-20      | 5.9338%  |  | $29534496.60       | $29846472.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF     | 2055-05-20      | 5.9038%  |  | $29534496.60       | $29831670.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA     | 2054-04-20      | 5.2838%  |  | $24306388.98       | $24318675.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.9338%  |  | $29534496.60       | $29846472.50       | Agency Collateralized Mortgage Obligation |
| FMAC FMAR 8C1160 G        | 2055-10-01      | 4.5060%  |  | $7524902.53        | $7488308.93        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2822 | 2030-01-01      | 4.5400%  |  | $6154411.05        | $6279415.34        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1057 | 2029-06-01      | 4.7100%  |  | $3950511.45        | $4046477.27        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0085 | 2028-12-01      | 5.1800%  |  | $7500000.00        | $7763300.00        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.170 WNWN1319 | 2028-11-01      | 4.1700%  |  | $7398600.00        | $7462153.97        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4263 | 2030-07-01      | 4.4500%  |  | $7560000.00        | $7670484.36        | Agency Mortgage-Backed Securities         |

### Security 208: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.130%, 11/6/2025
- **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):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLQZ3401 | 2055-09-01      | 5.0000%  |  | $3643028.88        | $3646477.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3184 | 2055-09-01      | 6.0000%  |  | $3235935.03        | $3327922.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3042 | 2055-09-01      | 6.5000%  |  | $1452790.11        | $1545705.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3474 | 2055-08-01      | 6.0000%  |  | $2683247.67        | $2759849.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2504 | 2055-09-01      | 6.5000%  |  | $1719545.49        | $1814343.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2667 | 2055-09-01      | 6.0000%  |  | $4274206.02        | $4396226.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1467 | 2055-09-01      | 6.5000%  |  | $2561636.40        | $2702853.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1146 | 2055-08-01      | 6.5000%  |  | $1692869.32        | $1781036.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1674 | 2055-08-01      | 6.5000%  |  | $1802852.75        | $1898946.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0517 | 2055-08-01      | 6.5000%  |  | $2392356.43        | $2518997.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0004 | 2055-08-01      | 5.5000%  |  | $1606014.97        | $1633186.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9649 | 2055-07-01      | 6.5000%  |  | $1922900.98        | $2023760.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6636 | 2055-08-01      | 6.5000%  |  | $1565757.68        | $1655888.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6781 | 2053-07-01      | 5.5000%  |  | $3106131.05        | $3169484.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  |  | $4760217.40        | $4829510.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  |  | $3725138.33        | $3646649.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  |  | $4061385.04        | $3975811.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5571 | 2054-11-01      | 6.0000%  |  | $1518173.21        | $1543426.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $3777736.79        | $3846719.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  |  | $3649955.06        | $3761924.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $2848234.27        | $2904576.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $2388459.37        | $2427243.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  |  | $6227281.75        | $4825987.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  |  | $2820672.70        | $2317539.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  |  | $5330547.55        | $4916346.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $4656364.44        | $3808448.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1174 | 2055-10-01      | 6.5000%  |  | $2745317.64        | $2981949.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS8510 | 2052-10-01      | 2.0000%  |  | $6550164.30        | $5340183.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  |  | $1799006.84        | $1697171.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $4434080.09        | $3950477.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  |  | $5668870.92        | $5570580.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1457 | 2051-04-01      | 2.0000%  |  | $2619397.75        | $2131625.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3348 | 2049-08-01      | 5.0000%  |  | $1671599.17        | $1725397.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3347 | 2055-02-01      | 5.0000%  |  | $3852769.17        | $3859953.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8895 | 2055-09-01      | 6.5000%  |  | $3896987.58        | $4160788.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8893 | 2055-09-01      | 6.5000%  |  | $1676941.24        | $1794157.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4115 | 2055-03-01      | 6.0000%  |  | $3698772.88        | $3815502.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDC9872 | 2054-12-01      | 4.0000%  |  | $3243866.59        | $3092534.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2146 | 2054-09-01      | 5.5000%  |  | $2132307.66        | $2197567.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB8454 | 2054-07-01      | 7.5000%  |  | $1758713.95        | $1876992.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDB8302 | 2054-11-01      | 6.0000%  |  | $1661738.53        | $1687852.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB7851 | 2054-07-01      | 7.5000%  |  | $3861493.32        | $4138103.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  |  | $4148749.17        | $4213276.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  |  | $2750136.67        | $2692191.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5873 | 2055-09-01      | 6.5000%  |  | $1553319.42        | $1604890.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7201 | 2055-08-01      | 6.5000%  |  | $2448304.10        | $2585210.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8015 | 2055-09-01      | 6.5000%  |  | $1741276.94        | $1833452.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8006 | 2055-09-01      | 6.5000%  |  | $1900426.05        | $2004152.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8005 | 2055-09-01      | 6.5000%  |  | $1567204.73        | $1655035.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7040 | 2055-07-01      | 6.5000%  |  | $2685734.14        | $2808433.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE7030 | 2055-08-01      | 5.0000%  |  | $1799501.19        | $1803144.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6751 | 2055-06-01      | 6.5000%  |  | $2589311.85        | $2728268.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6609 | 2055-08-01      | 5.5000%  |  | $4556623.51        | $4634470.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7181 | 2055-08-01      | 5.5000%  |  | $3243875.02        | $3298337.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6149 | 2055-08-01      | 6.5000%  |  | $3120863.02        | $3285306.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5926 | 2055-07-01      | 5.5000%  |  | $2037386.26        | $2073896.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5759 | 2055-07-01      | 5.5000%  |  | $1554796.95        | $1584949.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5208 | 2055-07-01      | 6.5000%  |  | $2867242.39        | $3015996.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4093 | 2055-08-01      | 6.0000%  |  | $2250015.36        | $2330745.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4370 | 2055-09-01      | 6.0000%  |  | $3887551.86        | $3998296.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1783 | 2055-07-01      | 6.5000%  |  | $1464235.92        | $1546849.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0632 | 2055-06-01      | 6.0000%  |  | $4334187.09        | $4487040.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9737 | 2055-06-01      | 6.0000%  |  | $4258457.40        | $4388340.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5800 | 2040-08-01      | 5.0000%  |  | $1708333.59        | $1733199.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  |  | $4387625.18        | $4295177.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5698 | 2055-05-01      | 4.5000%  |  | $3517790.26        | $3443670.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0354 | 2054-03-01      | 7.5000%  |  | $1989004.23        | $2121814.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7729 | 2054-06-01      | 7.5000%  |  | $1559829.93        | $1671424.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6165 | 2055-10-01      | 6.5000%  |  | $5343954.17        | $5474970.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6162 | 2055-07-01      | 6.5000%  |  | $2138128.73        | $2189547.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5363 | 2045-09-01      | 5.0000%  |  | $2350413.53        | $2371627.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9742 | 2053-09-01      | 5.5000%  |  | $4993162.23        | $5089372.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2484 | 2050-06-01      | 3.0000%  |  | $3104378.00        | $2799804.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8335 | 2055-10-01      | 6.5000%  |  | $2628585.83        | $2703047.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8316 | 2055-06-01      | 6.5000%  |  | $2514906.17        | $2586147.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8323 | 2055-08-01      | 7.0000%  |  | $3233461.50        | $3340105.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8318 | 2055-06-01      | 7.0000%  |  | $1604888.40        | $1661721.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8317 | 2055-07-01      | 6.5000%  |  | $2398228.97        | $2466165.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8239 | 2054-12-01      | 6.0000%  |  | $3572224.78        | $3628365.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8202 | 2054-09-01      | 7.0000%  |  | $3432465.67        | $3560271.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8200 | 2054-08-01      | 7.0000%  |  | $1592401.53        | $1654591.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ8917 | 2054-11-01      | 4.0000%  |  | $2226567.47        | $2122705.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7748 | 2054-11-01      | 6.0000%  |  | $2061232.40        | $2136448.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4809 | 2054-09-01      | 5.5000%  |  | $3029040.49        | $3121742.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2966 | 2054-07-01      | 7.0000%  |  | $2314039.55        | $2465552.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB1313 | 2050-07-01      | 2.0000%  |  | $3753449.65        | $3089812.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA8183 | 2050-03-01      | 3.0000%  |  | $1955925.50        | $1760409.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8521 | 2055-04-01      | 4.0000%  |  | $5437000.24        | $5183360.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8392 | 2053-12-01      | 4.0000%  |  | $4953302.33        | $4722247.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $2287996.93        | $2298868.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $2507913.99        | $2143497.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  |  | $1959910.65        | $1604591.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7191 | 2054-12-01      | 5.0000%  |  | $2603655.32        | $2604610.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2954 | 2053-04-01      | 4.5000%  |  | $3161881.80        | $3122674.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1131 | 2052-07-01      | 4.0000%  |  | $1858170.36        | $1779947.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0790 | 2042-08-01      | 3.5000%  |  | $4552472.50        | $4413333.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0361 | 2048-05-01      | 3.5000%  |  | $4305871.67        | $4062179.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX2780 | 2052-11-01      | 6.0000%  |  | $1475178.45        | $1533502.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB8906 | 2054-07-01      | 7.5000%  |  | $5249961.38        | $5625265.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  |  | $5333629.27        | $5221249.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI1742 | 2054-03-01      | 7.5000%  |  | $1956073.10        | $2087208.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB2020 | 2050-08-01      | 2.5000%  |  | $4100931.15        | $3559429.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ6926 | 2054-10-01      | 4.0000%  |  | $3148560.46        | $3001678.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6938 | 2050-09-01      | 2.0000%  |  | $1867014.23        | $1533975.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5557 | 2039-12-01      | 4.5000%  |  | $1657369.53        | $1661637.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ4194 | 2054-09-01      | 7.5000%  |  | $1573997.85        | $1695795.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $2341203.74        | $2088751.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX3915 | 2055-01-01      | 4.0000%  |  | $3043881.94        | $2901882.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ6258 | 2055-10-01      | 5.0000%  |  | $5032665.00        | $5047056.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0523 | 2055-09-01      | 6.0000%  |  | $2627446.67        | $2761856.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFA2255 | 2040-06-01      | 4.5000%  |  | $2147600.55        | $2177984.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $2391380.80        | $2428574.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3051 | 2055-09-01      | 6.5000%  |  | $1765584.79        | $1866676.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1959 | 2055-06-01      | 5.5000%  |  | $2499834.43        | $2539265.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8333 | 2055-09-01      | 6.5000%  |  | $2080402.40        | $2139337.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0858 | 2055-04-01      | 6.0000%  |  | $4573486.91        | $4703488.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9350 | 2055-07-01      | 6.5000%  |  | $2627177.78        | $2767208.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA2889 | 2050-05-01      | 4.5000%  |  | $2130039.34        | $2135302.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0375 | 2055-07-01      | 6.5000%  |  | $3266037.75        | $3436135.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6753 | 2055-06-01      | 6.5000%  |  | $1546565.95        | $1627020.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4958 | 2053-03-01      | 4.5000%  |  | $2695803.58        | $2649317.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8920 | 2055-08-01      | 5.5000%  |  | $1559962.54        | $1595601.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0782 | 2055-04-01      | 6.0000%  |  | $4934683.23        | $5079170.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL9466 | 2031-12-01      | 3.0000%  |  | $4188440.63        | $4097656.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO3467 | 2040-04-01      | 5.0000%  |  | $1668464.03        | $1693752.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1703 | 2055-10-01      | 6.0000%  |  | $2186830.00        | $2260276.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6793 | 2055-09-01      | 5.5000%  |  | $3770674.93        | $3830667.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1707 | 2055-10-01      | 6.5000%  |  | $2272858.33        | $2379122.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1702 | 2055-10-01      | 6.0000%  |  | $2091947.50        | $2163483.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1690 | 2055-10-01      | 6.0000%  |  | $2449561.67        | $2530527.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0254 | 2055-10-01      | 6.5000%  |  | $3038426.67        | $3197268.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0166 | 2055-09-01      | 6.0000%  |  | $5275950.11        | $5478472.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0186 | 2055-08-01      | 6.0000%  |  | $2071493.94        | $2130442.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9760 | 2055-09-01      | 6.5000%  |  | $2845583.02        | $3013707.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9413 | 2055-09-01      | 5.0000%  |  | $3994472.57        | $4000347.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9247 | 2055-08-01      | 6.5000%  |  | $1445352.34        | $1522919.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9070 | 2055-08-01      | 6.0000%  |  | $2187728.63        | $2268164.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8792 | 2055-09-01      | 6.5000%  |  | $2334945.05        | $2458549.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8791 | 2055-09-01      | 6.5000%  |  | $2390691.40        | $2521176.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8959 | 2055-09-01      | 6.5000%  |  | $5324977.16        | $5674890.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0041 | 2040-10-01      | 6.5000%  |  | $1661270.42        | $1740673.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0039 | 2040-11-01      | 5.5000%  |  | $1577405.00        | $1619206.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0025 | 2040-09-01      | 5.0000%  |  | $4034801.10        | $4093534.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  |  | $2925912.18        | $2971419.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7497 | 2055-09-01      | 6.0000%  |  | $1488322.74        | $1564460.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7300 | 2055-08-01      | 6.5000%  |  | $3581176.35        | $3778598.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7232 | 2055-08-01      | 6.5000%  |  | $2236837.91        | $2352519.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7202 | 2055-08-01      | 6.5000%  |  | $1518696.98        | $1598089.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8087 | 2055-06-01      | 6.5000%  |  | $2276949.09        | $2396847.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7011 | 2055-06-01      | 6.5000%  |  | $1618370.55        | $1696349.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7107 | 2055-07-01      | 6.5000%  |  | $3131223.16        | $3292398.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6260 | 2055-06-01      | 6.0000%  |  | $1772563.78        | $1822950.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX8157 | 2055-03-01      | 4.0000%  |  | $1619252.43        | $1543709.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7091 | 2055-02-01      | 6.0000%  |  | $1491700.75        | $1561627.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6050 | 2055-02-01      | 6.0000%  |  | $1464988.13        | $1527171.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX5448 | 2055-01-01      | 4.0000%  |  | $3343201.54        | $3187235.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5446 | 2055-02-01      | 7.0000%  |  | $1528196.84        | $1627797.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5333 | 2055-02-01      | 7.0000%  |  | $3075938.33        | $3258653.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX2844 | 2055-01-01      | 4.0000%  |  | $2347745.34        | $2238230.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3541 | 2055-01-01      | 6.0000%  |  | $5738416.48        | $5947811.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX0983 | 2054-12-01      | 4.0000%  |  | $2620186.96        | $2497950.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5905 | 2055-10-01      | 7.0000%  |  | $1604895.00        | $1651979.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7414 | 2055-08-01      | 6.5000%  |  | $1948240.94        | $2063356.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0175 | 2055-09-01      | 6.5000%  |  | $1951077.15        | $2062557.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8329 | 2055-09-01      | 6.5000%  |  | $2612193.48        | $2686190.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV1441 | 2055-03-01      | 4.0000%  |  | $3177332.11        | $3030089.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0183 | 2055-08-01      | 6.0000%  |  | $1984735.73        | $2041213.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7882 | 2055-07-01      | 5.5000%  |  | $3036765.11        | $3085484.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0832 | 2055-02-01      | 7.0000%  |  | $3022062.59        | $3217001.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8503 | 2055-02-01      | 4.0000%  |  | $2038709.50        | $1943602.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6050 | 2055-08-01      | 6.0000%  |  | $4914784.67        | $5081533.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7513 | 2055-11-01      | 5.5000%  |  | $3934600.00        | $4016500.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3060 | 2055-10-01      | 5.5000%  |  | $1796284.17        | $1828916.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4172 | 2055-11-01      | 5.5000%  |  | $3301679.17        | $3369265.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  |  | $1957277.85        | $1814977.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8886 | 2055-07-01      | 6.5000%  |  | $4457320.64        | $4676975.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ5162 | 2055-10-01      | 5.0000%  |  | $2913345.36        | $2919016.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFA3332 | 2042-08-01      | 2.0000%  |  | $1966585.00        | $1722598.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7667 | 2055-11-01      | 6.5000%  |  | $4500866.67        | $4730967.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3090 | 2048-06-01      | 5.0000%  |  | $2598821.56        | $2683056.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1691 | 2055-10-01      | 6.0000%  |  | $5612618.33        | $5795999.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3402 | 2055-09-01      | 5.0000%  |  | $5335310.40        | $5343402.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1711 | 2055-10-01      | 6.5000%  |  | $3146792.50        | $3297085.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $1773420.40        | $1823234.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTSC0705 | 2045-02-01      | 4.5000%  |  | $3314072.14        | $3327507.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3337 | 2052-04-01      | 2.5000%  |  | $3313441.67        | $2848884.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1712 | 2055-10-01      | 6.5000%  |  | $3468481.67        | $3631429.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4648 | 2055-07-01      | 6.0000%  |  | $4753555.25        | $4898519.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2639 | 2055-08-01      | 6.5000%  |  | $1950865.20        | $2051757.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5664 | 2055-02-01      | 7.0000%  |  | $2076271.28        | $2199602.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5876 | 2055-11-01      | 4.0000%  |  | $5137879.17        | $4898162.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9375 | 2055-08-01      | 6.5000%  |  | $1941132.01        | $2041045.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5819 | 2055-09-01      | 4.0000%  |  | $4653345.16        | $4436235.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6146 | 2055-08-01      | 6.5000%  |  | $1749668.44        | $1849855.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7246 | 2055-09-01      | 5.5000%  |  | $2302211.91        | $2339082.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2959 | 2055-10-01      | 6.0000%  |  | $3604600.00        | $3793405.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1912 | 2055-01-01      | 7.0000%  |  | $2413155.69        | $2573344.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7676 | 2053-06-01      | 5.5000%  |  | $2277105.10        | $2333058.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6161 | 2055-07-01      | 6.5000%  |  | $3512243.65        | $3611733.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8884 | 2055-07-01      | 6.5000%  |  | $4408923.79        | $4631833.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4144 | 2055-11-01      | 5.5000%  |  | $1581597.50        | $1617009.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8327 | 2055-11-01      | 5.5000%  |  | $1983155.00        | $2025882.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8338 | 2055-10-01      | 6.5000%  |  | $2249746.67        | $2362811.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0995 | 2055-10-01      | 6.0000%  |  | $3672999.77        | $3793848.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2657 | 2055-05-01      | 5.0000%  |  | $2258412.17        | $2272474.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2550 | 2055-07-01      | 5.5000%  |  | $1947166.89        | $1988819.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFA3292 | 2037-09-01      | 3.0000%  |  | $1897126.67        | $1828412.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9020 | 2055-10-01      | 6.0000%  |  | $1831105.83        | $1902401.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7483 | 2055-11-01      | 5.5000%  |  | $3972277.50        | $4044435.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1626 | 2055-11-01      | 5.5000%  |  | $1529229.17        | $1562199.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4216 | 2055-11-01      | 5.5000%  |  | $3076788.33        | $3141709.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9069 | 2055-09-01      | 6.0000%  |  | $2626169.93        | $2700340.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5099 | 2055-10-01      | 6.0000%  |  | $3848074.17        | $3994424.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1989 | 2055-07-01      | 5.5000%  |  | $1666667.15        | $1692589.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7909 | 2055-11-01      | 5.5000%  |  | $2614451.67        | $2662749.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7931 | 2055-11-01      | 6.0000%  |  | $2381041.67        | $2474516.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7550 | 2055-11-01      | 6.5000%  |  | $1563124.17        | $1671391.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7512 | 2055-11-01      | 5.5000%  |  | $3477885.83        | $3553085.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7477 | 2055-10-01      | 5.5000%  |  | $1554635.00        | $1588153.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9186 | 2055-07-01      | 6.5000%  |  | $2100787.21        | $2210073.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9835 | 2055-08-01      | 6.5000%  |  | $3380035.96        | $3546295.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3335 | 2052-05-01      | 2.5000%  |  | $5927447.50        | $5157557.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTFA3333 | 2040-03-01      | 3.0000%  |  | $5449478.33        | $5220927.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFA3293 | 2035-05-01      | 3.5000%  |  | $3375570.83        | $3340426.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNFA3264 | 2031-07-01      | 1.5000%  |  | $4475124.17        | $4188778.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2379 | 2055-01-01      | 5.5000%  |  | $4066288.30        | $4191576.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1343 | 2054-04-01      | 5.5000%  |  | $3362660.10        | $3428545.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0161 | 2054-12-01      | 5.5000%  |  | $3097559.77        | $3154301.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBU5732 | 2055-02-01      | 4.0000%  |  | $2435162.36        | $2322317.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP5568 | 2050-06-01      | 3.0000%  |  | $2480506.37        | $2229454.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4226 | 2055-11-01      | 6.0000%  |  | $3306933.33        | $3422963.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9790 | 2055-07-01      | 6.5000%  |  | $1537443.27        | $1622895.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4096 | 2055-11-01      | 5.5000%  |  | $2610726.67        | $2662662.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5906 | 2053-03-01      | 5.5000%  |  | $2247055.01        | $2293812.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  |  | $5397260.52        | $5577885.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  |  | $1964017.87        | $1821129.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1624 | 2051-09-01      | 2.5000%  |  | $6012739.00        | $5168991.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3877 | 2055-10-01      | 6.0000%  |  | $2991718.33        | $3095501.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3354 | 2055-11-01      | 5.0000%  |  | $3968333.33        | $3979927.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3186 | 2055-11-01      | 6.0000%  |  | $2897111.67        | $3055233.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3061 | 2055-11-01      | 5.5000%  |  | $2235006.67        | $2275608.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2321 | 2055-09-01      | 6.0000%  |  | $4705842.50        | $4940824.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2017 | 2055-10-01      | 6.0000%  |  | $2122750.00        | $2228747.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1987 | 2055-10-01      | 6.5000%  |  | $240822.50         | $256748.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1956 | 2055-10-01      | 6.0000%  |  | $1918147.50        | $2013926.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1002 | 2055-10-01      | 6.0000%  |  | $3187393.37        | $3299812.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0988 | 2055-10-01      | 6.0000%  |  | $4599648.80        | $4748176.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  |  | $2217747.50        | $2331126.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7179 | 2050-09-01      | 2.0000%  |  | $2921146.99        | $2401298.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX3501 | 2055-10-01      | 5.5000%  |  | $2606451.67        | $2665410.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9887 | 2052-10-01      | 5.0000%  |  | $2311763.02        | $2322983.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0955 | 2052-07-01      | 4.5000%  |  | $1680983.18        | $1656861.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNBV6122 | 2035-09-01      | 5.5000%  |  | $2065192.62        | $2119759.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4196 | 2055-11-01      | 5.5000%  |  | $1641175.00        | $1674768.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4145 | 2055-11-01      | 5.5000%  |  | $2300412.50        | $2351036.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4171 | 2055-11-01      | 5.5000%  |  | $1699685.00        | $1738654.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7482 | 2055-11-01      | 5.5000%  |  | $3660989.17        | $3736095.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7405 | 2055-11-01      | 5.5000%  |  | $3711172.50        | $3787282.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7325 | 2055-11-01      | 5.5000%  |  | $4774897.50        | $4874255.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7154 | 2055-10-01      | 6.5000%  |  | $1647053.33        | $1776038.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5997 | 2055-10-01      | 6.0000%  |  | $3448688.33        | $3553045.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4939 | 2055-10-01      | 6.5000%  |  | $2642368.48        | $2777458.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4354 | 2055-08-01      | 6.0000%  |  | $2136220.57        | $2211169.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3443 | 2055-09-01      | 6.5000%  |  | $1600958.93        | $1699257.28        | Agency Mortgage-Backed Securities |

### Security 209: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.070%, 12/4/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERM 5587AP 01/25/53 | 2053-01-25      | 5.0000%  |  | $65421406.59       | $65750388.99       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05580V 06/25/38 | 2038-06-25      | 5.0000%  |  | $8876834.70        | $9007827.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DT 08/25/55 | 2055-08-25      | 5.0000%  |  | $13280588.30       | $13302696.04       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  |  | $17587292.26       | $17620438.44       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  |  | $16764602.55       | $16654895.00       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $1670753.74        | $1577292.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $5788856.84        | $5363854.41        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $32201.30          | $31168.12          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AC R25F091 | 2055-05-25      | 4.5000%  |  | $2826948.09        | $2797106.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  |  | $499394.55         | $497762.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $9082109.10        | $8064608.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $1394650.76        | $1235658.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $23864771.17       | $20810024.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8802%  |  | $4097531.26        | $3966643.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  |  | $3312645.96        | $3362936.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.5455%  |  | $17532137.02       | $17203600.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.5955%  |  | $24198867.87       | $23782942.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 EP     | 2065-03-20      | 5.0000%  |  | $32590271.38       | $32894230.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FW     | 2065-08-20      | 5.0338%  |  | $124892435.03      | $125130367.86      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  |  | $7592058.54        | $7467829.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.5955%  |  | $12045929.86       | $11849788.22       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.3870%  |  | $8699350.88        | $8725092.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.6370%  |  | $4400657.75        | $4453850.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  |  | $5095915.23        | $5131644.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.9370%  |  | $7890006.75        | $7899912.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.7370%  |  | $288971.33         | $288260.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  |  | $1011347.76        | $1017759.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  |  | $6903793.39        | $6951833.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 PX     | 2055-10-20      | 4.5000%  |  | $38513513.51       | $38117170.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 HT     | 2055-10-20      | 4.5000%  |  | $38513513.51       | $38198704.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 EF     | 2065-10-20      | 5.1204%  |  | $25958940.00       | $26098172.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 NY     | 2055-10-20      | 5.0000%  |  | $25992770.27       | $26148458.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  |  | $6797597.33        | $6841770.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  |  | $10426663.88       | $10481698.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  |  | $6358858.93        | $6420777.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  |  | $5503452.42        | $5561785.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $3105659.64        | $2992238.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $2079678.89        | $2031428.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $954063.58         | $929315.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.2870%  |  | $2959449.40        | $2970649.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3070%  |  | $4142795.02        | $4165914.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.3370%  |  | $7715417.92        | $7764370.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.3370%  |  | $7291164.63        | $7334487.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.2870%  |  | $10998338.26       | $11059241.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.2870%  |  | $3846769.32        | $3869070.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1370%  |  | $2130364.31        | $2138944.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.9870%  |  | $6350464.38        | $6363183.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  |  | $1439124.92        | $1446053.18        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593VA 09/25/36 | 2036-09-25      | 5.5000%  |  | $6269828.23        | $6511212.44        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593FN 11/25/55 | 2055-11-25      | 5.1768%  |  | $19711347.16       | $19720824.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF     | 2055-04-20      | 5.6938%  |  | $76481953.74       | $76921936.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 5.2338%  |  | $22973590.73       | $22988850.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.1171%  |  | $17566388.65       | $17618660.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA     | 2054-04-20      | 6.3171%  |  | $48261589.47       | $47539993.38       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  |  | $1064333.27        | $1042220.33        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045CT R25F045 | 2055-06-25      | 5.0000%  |  | $5350020.07        | $5366383.99        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  |  | $2219920.46        | $2200759.59        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.4328%  |  | $41317387.39       | $41445283.91       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  |  | $21722355.96       | $21569083.01       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  |  | $689329.61         | $564531.31         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $390699.35         | $373517.05         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $23788.43          | $23256.01          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 5.1838%  |  | $73687332.72       | $74264447.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $24223540.00       | $21579381.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.4338%  |  | $24563057.14       | $24701035.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 5.2838%  |  | $32485039.84       | $32592256.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 5.3838%  |  | $26268417.65       | $26393640.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.2838%  |  | $34330375.29       | $34426826.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.3838%  |  | $37674356.43       | $37836998.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.3838%  |  | $69557574.49       | $69789065.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  |  | $3207624.16        | $3123173.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.3838%  |  | $6850893.09        | $6871816.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.4338%  |  | $20410891.99       | $20508870.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.2838%  |  | $20410891.99       | $20469644.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.3838%  |  | $21971114.86       | $22063394.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF     | 2054-04-20      | 5.2838%  |  | $65107507.46       | $65140418.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.4838%  |  | $36862123.38       | $37065882.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.2838%  |  | $35493379.30       | $35593097.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.4338%  |  | $12899112.32       | $12993344.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A      | 2052-07-20      | 4.5000%  |  | $62890247.10       | $62956973.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.2638%  |  | $3245614.28        | $3250831.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.2338%  |  | $16228071.39       | $16243945.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  |  | $9243243.15        | $6761484.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $6525511.28        | $6436731.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $18752951.05       | $18460561.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 5.1838%  |  | $44320022.64       | $44344484.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $9561096.84        | $9236908.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  |  | $18729570.30       | $18441977.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 PC     | 2055-09-20      | 4.5000%  |  | $39254589.72       | $38681040.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HQ     | 2052-09-20      | 5.0000%  |  | $15384182.15       | $15431837.22       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 YD     | 2055-09-20      | 4.9838%  |  | $48809585.96       | $48883719.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FV     | 2055-09-20      | 4.9838%  |  | $45930969.61       | $46000730.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.3838%  |  | $21873263.72       | $22129138.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.4838%  |  | $71482598.51       | $71786156.73       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 5.4328%  |  | $491082.06         | $491715.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $3134513.22        | $3154445.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.0270%  |  | $4743805.59        | $4756021.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.3838%  |  | $20658415.64       | $20745491.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.0270%  |  | $4977558.70        | $4989738.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 5.3338%  |  | $37476445.89       | $37655911.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.1338%  |  | $1893537.55        | $1897702.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 KC     | 2055-09-20      | 5.0000%  |  | $36305566.82       | $36480656.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 AF     | 2054-11-20      | 5.8338%  |  | $123951509.84      | $125042846.73      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.6338%  |  | $19670640.69       | $19564928.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.0470%  |  | $5965703.69        | $5982599.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $9254446.82        | $9167735.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA     | 2054-04-20      | 5.2838%  |  | $5398422.84        | $5401151.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.5838%  |  | $13107344.11       | $13194890.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.4838%  |  | $19308217.36       | $19414346.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  |  | $906492.45         | $912041.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $3074151.11        | $2961081.78        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  |  | $5391891.89        | $5661276.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.3838%  |  | $17464428.04       | $17582575.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  |  | $6967213.59        | $7033943.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.5828%  |  | $13313064.50       | $13399658.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  |  | $11515339.08       | $11316169.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $1690585.95        | $1632778.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 DC     | 2055-10-20      | 5.0000%  |  | $61916256.16       | $62344572.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL     | 2054-06-20      | 5.3838%  |  | $66627930.85       | $66847273.13       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $233777.55         | $204672.01         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580AN 01/25/53 | 2053-01-25      | 5.0000%  |  | $778389.69         | $773442.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  |  | $32779830.56       | $29007902.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  |  | $32943031.47       | $29434316.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.4838%  |  | $5547313.25        | $5577721.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.2338%  |  | $7607564.12        | $7611985.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $9034632.33        | $8688461.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 HF     | 2052-12-20      | 5.1838%  |  | $35456018.11       | $35475587.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 5.2338%  |  | $38000623.66       | $38181894.73       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  |  | $92826.81          | $87999.04          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC091FP R25F091 | 2055-10-25      | 5.1328%  |  | $33430562.00       | $33431847.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 AT     | 2055-09-20      | 5.0000%  |  | $18359038.41       | $18403222.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  |  | $7713351.25        | $7822695.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.1838%  |  | $16012278.47       | $16005440.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  |  | $30767336.14       | $31021628.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.3870%  |  | $3183028.78        | $3203285.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC098AF R25F098 | 2055-11-25      | 5.0774%  |  | $20799904.66       | $20809623.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  |  | $22614950.65       | $22974189.14       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  |  | $3601828.81        | $2950132.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.2970%  |  | $3739047.87        | $3757700.26        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593CL 11/25/55 | 2055-11-25      | 5.0000%  |  | $44522995.01       | $43874903.46       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593DF 11/25/55 | 2055-11-25      | 5.0808%  |  | $48117131.55       | $48139496.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.8870%  |  | $4400069.45        | $4398882.59        | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0836%  |  | $14449299.20       | $13830113.02       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 V      | 2039-12-16      | 4.6500%  |  | $23782094.55       | $23903097.85       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 AD     | 2058-05-16      | 5.0000%  |  | $23242306.51       | $23433257.54       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  |  | $3339382.74        | $3104542.32        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  |  | $66024092.88       | $60223986.38       | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5894%  |  | $11594856.19       | $11009445.44       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $3543352.39        | $3230448.39        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 AQ     | 2057-01-16      | 4.7500%  |  | $16160633.27       | $16171967.27       | Agency Mortgage-Backed Securities         |

### Security 210: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  4.150%, 11/3/2025
- **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: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  |  | $16071284.48       | $14050829.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-149 AD     | 2048-02-20      | 4.5000%  |  | $733475.53         | $731572.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $300000.00         | $312421.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF     | 2055-08-20      | 5.2838%  |  | $7475802.38        | $7504273.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FX     | 2055-08-20      | 5.2338%  |  | $7469284.43        | $7498968.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 VF     | 2055-07-20      | 5.1838%  |  | $4455507.87        | $4469738.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 FE     | 2055-06-20      | 5.2838%  |  | $7409041.88        | $7450136.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.5455%  |  | $1473611.00        | $1448994.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 5.2338%  |  | $1105576.18        | $1107427.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $750000.00         | $779503.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 BL     | 2053-07-20      | 6.0000%  |  | $375000.00         | $390405.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-098 JB     | 2053-07-20      | 6.0000%  |  | $450000.00         | $468607.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  |  | $600000.00         | $624955.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-097 CB     | 2053-07-20      | 6.0000%  |  | $450000.00         | $465385.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 DB     | 2053-07-20      | 6.0000%  |  | $375000.00         | $390442.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  |  | $525000.00         | $549468.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-063 LB     | 2053-05-20      | 6.0000%  |  | $1950000.00        | $2015295.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 5.1338%  |  | $1639832.81        | $1629924.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 5.0338%  |  | $516856.37         | $512195.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 FB     | 2053-02-20      | 5.5000%  |  | $1468300.31        | $1453073.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $1200757.59        | $1137472.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $216353.45         | $187750.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 5.2438%  |  | $106608.79         | $106552.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB     | 2052-02-20      | 3.0000%  |  | $24902282.56       | $21777187.22       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $2074004.51        | $1807886.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-178 BQ     | 2052-03-20      | 4.5000%  |  | $3900000.00        | $3909933.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.5455%  |  | $808063.09         | $792154.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-149 DA     | 2039-02-20      | 3.0000%  |  | $2319017.20        | $2273439.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE     | 2054-05-20      | 5.2838%  |  | $4104792.90        | $4116899.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FJ     | 2054-11-20      | 5.4338%  |  | $973035.47         | $976949.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF     | 2054-11-20      | 5.2838%  |  | $420563.26         | $421749.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $300000.00         | $312495.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-026 FB     | 2054-02-20      | 5.2438%  |  | $1040704.85        | $1043863.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-013 FD     | 2054-01-20      | 5.2438%  |  | $898542.92         | $901785.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $750000.00         | $779508.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-053 AL     | 2053-04-20      | 5.5000%  |  | $599999.85         | $604797.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.4455%  |  | $1433718.65        | $1396788.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 5.3338%  |  | $905372.34         | $908844.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.5838%  |  | $1246402.62        | $1255273.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 5.3338%  |  | $710773.48         | $711936.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 5.2638%  |  | $745348.85         | $748255.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $1500000.00        | $1549599.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 LD     | 2053-11-20      | 6.5000%  |  | $716724.00         | $751935.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FE     | 2055-05-20      | 5.1838%  |  | $5773373.86        | $5795543.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.4455%  |  | $988105.19         | $966150.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 5.2838%  |  | $1443354.50        | $1448649.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 NF     | 2053-08-20      | 5.1838%  |  | $378705.55         | $379924.96         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CLBJ2763 | 2048-05-01      | 4.5000%  |  | $8134.60           | $8104.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  |  | $16486.70          | $16922.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7501 | 2052-07-01      | 4.5000%  |  | $3879.71           | $3822.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7046 | 2053-09-01      | 5.0000%  |  | $57095.57          | $57794.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  |  | $464.00            | $434.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7849 | 2052-05-01      | 2.5000%  |  | $13248.43          | $11394.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3475 | 2053-08-01      | 5.5000%  |  | $12692.04          | $13025.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  |  | $110805.49         | $99453.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0136 | 2049-10-01      | 3.0000%  |  | $457649.72         | $412189.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8230 | 2038-05-01      | 5.0000%  |  | $832.30            | $845.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4976 | 2054-02-01      | 5.5000%  |  | $73968.45          | $75272.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2887 | 2053-05-01      | 6.0000%  |  | $33611.30          | $34858.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8189 | 2037-11-01      | 4.0000%  |  | $2988.85           | $2956.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB1641 | 2036-03-01      | 3.5000%  |  | $75868.13          | $75380.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  |  | $98.12             | $92.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4727 | 2047-07-01      | 4.0000%  |  | $32640.91          | $31726.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  |  | $2793.09           | $2649.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2678 | 2035-12-01      | 5.0000%  |  | $3303.87           | $3404.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0707 | 2053-08-01      | 3.5000%  |  | $3144.28           | $2913.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7209 | 2055-11-01      | 5.5000%  |  | $326280.60         | $332207.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ6892 | 2055-11-01      | 5.0000%  |  | $175012.50         | $175402.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0996 | 2041-02-01      | 4.0000%  |  | $11374.55          | $11203.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0218 | 2040-08-01      | 4.5000%  |  | $1977.88           | $1999.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6888 | 2050-11-01      | 2.5000%  |  | $3103.27           | $2709.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTFS7070 | 2041-09-01      | 4.0000%  |  | $4297.86           | $4229.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5884 | 2053-09-01      | 6.0000%  |  | $3741.46           | $3912.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5837 | 2053-09-01      | 5.5000%  |  | $233.45            | $240.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5625 | 2053-08-01      | 5.0000%  |  | $62948.84          | $63863.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5115 | 2053-06-01      | 5.5000%  |  | $1068273.29        | $1088552.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFS4542 | 2042-09-01      | 3.5000%  |  | $3602.20           | $3465.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5288 | 2053-07-01      | 5.5000%  |  | $188914.56         | $195236.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3874 | 2050-02-01      | 4.5000%  |  | $159878.69         | $159284.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3835 | 2052-11-01      | 4.5000%  |  | $50353.38          | $49610.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  |  | $3454.75           | $3208.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2310 | 2048-09-01      | 5.0000%  |  | $192102.88         | $195973.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2040 | 2052-02-01      | 2.0000%  |  | $2205.48           | $1803.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2018 | 2050-03-01      | 4.5000%  |  | $237457.37         | $236329.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $653868.93         | $593111.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1044 | 2048-10-01      | 4.0000%  |  | $147364.19         | $143232.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0332 | 2052-01-01      | 3.0000%  |  | $283587.35         | $256788.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  |  | $34198.66          | $34519.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8677 | 2050-07-01      | 3.5000%  |  | $19969.43          | $18788.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8404 | 2051-08-01      | 3.5000%  |  | $39832.65          | $37414.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8320 | 2051-08-01      | 2.5000%  |  | $235784.53         | $201183.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8996 | 2051-09-01      | 3.5000%  |  | $5739.13           | $5367.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7916 | 2051-06-01      | 2.5000%  |  | $23305.66          | $20124.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5294 | 2052-11-01      | 5.5000%  |  | $16638.87          | $17019.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $10920.41          | $11141.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4063 | 2052-07-01      | 4.5000%  |  | $11282.51          | $11280.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  |  | $61514.95          | $62272.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  |  | $2399.31           | $2045.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  |  | $531740.73         | $457123.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  |  | $5472.41           | $4758.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $1041.73           | $935.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3840 | 2049-07-01      | 4.5000%  |  | $5460.01           | $5426.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2709 | 2045-09-01      | 4.0000%  |  | $159200.90         | $156229.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2575 | 2048-11-01      | 4.5000%  |  | $2529.44           | $2519.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6934 | 2053-09-01      | 5.5000%  |  | $10532.78          | $10773.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0188 | 2037-08-01      | 5.5000%  |  | $166.58            | $174.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD8281 | 2040-07-01      | 5.5000%  |  | $1102.53           | $1146.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD4598 | 2040-05-01      | 5.5000%  |  | $1602.74           | $1666.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD3336 | 2040-04-01      | 5.5000%  |  | $3539.09           | $3680.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  |  | $4204.23           | $4315.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $221632.34         | $225218.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $663319.76         | $664896.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  |  | $5718.65           | $5875.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  |  | $43513.31          | $44181.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  |  | $6642.36           | $6153.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1590 | 2052-04-01      | 2.5000%  |  | $72561.96          | $62550.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8329 | 2053-04-01      | 5.5000%  |  | $26540.40          | $27173.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4145 | 2052-03-01      | 3.0000%  |  | $432403.61         | $390062.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  |  | $88692.11          | $80186.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $1190.04           | $1017.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV0902 | 2052-01-01      | 2.5000%  |  | $20851.84          | $17847.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ9004 | 2050-11-01      | 2.5000%  |  | $1146877.23        | $985494.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBP6481 | 2050-07-01      | 4.5000%  |  | $3049.65           | $3021.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4890 | 2048-01-01      | 4.5000%  |  | $456424.36         | $455282.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTBM1257 | 2037-04-01      | 2.5000%  |  | $1077.51           | $1009.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM1753 | 2037-05-01      | 4.0000%  |  | $1914.25           | $1897.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  |  | $22817.21          | $18851.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6411 | 2045-11-01      | 3.5000%  |  | $59796.88          | $56855.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  |  | $886113.34         | $766058.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  |  | $1341068.69        | $1159558.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9580 | 2045-12-01      | 3.5000%  |  | $1332.78           | $1267.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958 | 2046-04-01      | 3.5000%  |  | $10167.64          | $9677.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  |  | $6891.00           | $7038.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  |  | $2050.78           | $1841.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $44838.38          | $38564.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $1659.18           | $1578.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8526 | 2052-05-01      | 3.0000%  |  | $370489.40         | $330472.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL870829 | 2036-10-01      | 5.5000%  |  | $382.48            | $399.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  |  | $710.92            | $711.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZA0547 | 2028-08-01      | 6.0000%  |  | $37.95             | $39.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  |  | $3403.48           | $3090.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6672 | 2053-12-01      | 6.0000%  |  | $643.42            | $667.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $1666.26           | $1711.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1821 | 2048-11-01      | 5.0000%  |  | $6608.36           | $6743.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  |  | $186862.59         | $171831.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932474 | 2040-02-01      | 4.5000%  |  | $164.07            | $165.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE9612 | 2047-06-01      | 3.5000%  |  | $2229.57           | $2099.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD5480 | 2046-07-01      | 3.5000%  |  | $2737.65           | $2568.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL852693 | 2036-04-01      | 6.0000%  |  | $321.96            | $336.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL831800 | 2036-09-01      | 6.5000%  |  | $1056.60           | $1126.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  |  | $524.95            | $549.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735500 | 2035-05-01      | 5.5000%  |  | $3707.55           | $3874.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  |  | $6868.17           | $7162.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL725866 | 2034-09-01      | 4.5000%  |  | $1544.69           | $1544.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $24179.71          | $25299.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  |  | $1982.36           | $1894.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  |  | $427.09            | $418.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3538 | 2044-10-01      | 3.5000%  |  | $70243.58          | $66812.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR1995 | 2043-02-01      | 3.5000%  |  | $31026.22          | $29732.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  |  | $1392.08           | $1392.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL8861 | 2031-07-01      | 3.0000%  |  | $3761.75           | $3683.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  |  | $1.95              | $1.95              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7359 | 2029-05-01      | 4.0000%  |  | $6279.39           | $6273.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL5957 | 2027-05-01      | 4.0000%  |  | $23.61             | $23.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  |  | $38.46             | $38.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL2617 | 2040-10-01      | 6.0000%  |  | $1800.03           | $1908.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0851 | 2040-10-01      | 6.0000%  |  | $71.30             | $75.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  |  | $237.23            | $237.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK8170 | 2027-03-01      | 3.0000%  |  | $6584.19           | $6530.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH9719 | 2041-04-01      | 4.5000%  |  | $955.14            | $963.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH3623 | 2026-01-01      | 4.0000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL256851 | 2037-08-01      | 7.0000%  |  | $1947.78           | $2083.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8901 | 2054-11-01      | 5.0000%  |  | $974772.76         | $975130.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6304 | 2053-07-01      | 5.5000%  |  | $13425.26          | $13690.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8213 | 2052-03-01      | 3.0000%  |  | $693704.07         | $624693.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6679 | 2052-02-01      | 2.5000%  |  | $4619.15           | $4001.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB2765 | 2050-09-01      | 2.5000%  |  | $2555630.50        | $2198147.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $994176.84         | $998337.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5014 | 2038-05-01      | 5.0000%  |  | $2338.75           | $2375.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4934 | 2043-02-01      | 5.0000%  |  | $1304.01           | $1332.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $1151687.66        | $1176023.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  |  | $1274.73           | $1181.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $20627.85          | $20767.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  |  | $193375.56         | $185207.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4686 | 2052-06-01      | 5.0000%  |  | $104544.51         | $105067.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $7947.79           | $7815.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  |  | $147030.47         | $125759.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  |  | $21323.04          | $21921.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $13166.19          | $13526.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $54693.43          | $47025.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4210 | 2050-12-01      | 2.5000%  |  | $67030.64          | $57454.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4078 | 2050-07-01      | 2.5000%  |  | $30833.32          | $26551.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $38.00             | $37.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $2015412.15        | $1727593.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  |  | $58696.34          | $55040.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  |  | $209538.40         | $203546.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7592 | 2050-03-01      | 3.5000%  |  | $1887.96           | $1766.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM7190 | 2034-03-01      | 4.0000%  |  | $127.72            | $127.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  |  | $103539.76         | $89305.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5000 | 2050-07-01      | 3.5000%  |  | $422.02            | $395.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4344 | 2050-09-01      | 2.5000%  |  | $2245209.67        | $1932086.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  |  | $1325.13           | $1239.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4835 | 2052-10-01      | 5.0000%  |  | $51265.46          | $51858.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4639 | 2052-09-01      | 6.0000%  |  | $49649.35          | $51546.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CI890306 | 2026-04-01      | 4.0000%  |  | $1.89              | $1.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889643 | 2038-03-01      | 6.0000%  |  | $8.93              | $9.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL889072 | 2037-12-01      | 6.5000%  |  | $12103.21          | $12903.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7878 | 2054-05-01      | 6.0000%  |  | $19673.77          | $20455.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7624 | 2054-03-01      | 6.5000%  |  | $45357.70          | $47402.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $7243.50           | $7247.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $218534.61         | $220203.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM3691 | 2039-11-01      | 4.5000%  |  | $1544.87           | $1566.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2899 | 2046-11-01      | 4.5000%  |  | $10085.15          | $10194.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM2235 | 2028-12-01      | 4.5000%  |  | $7.67              | $7.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1042 | 2052-07-01      | 2.5000%  |  | $1714712.99        | $1467695.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $57095.85          | $58167.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  |  | $24475.55          | $25123.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7612 | 2053-12-01      | 6.0000%  |  | $5434.80           | $5613.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  |  | $10198.51          | $10217.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  |  | $2887.77           | $2978.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  |  | $509734.13         | $530877.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6110 | 2053-04-01      | 6.5000%  |  | $9381.14           | $9835.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7058 | 2054-01-01      | 2.5000%  |  | $14337.20          | $12232.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7016 | 2053-08-01      | 5.5000%  |  | $1505409.93        | $1529813.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $74524.34          | $74551.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $21513.62          | $21848.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  |  | $156165.56         | $152875.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  |  | $3179770.50        | $3231484.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  |  | $10455.91          | $10666.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3337 | 2038-04-01      | 4.0000%  |  | $1351.66           | $1340.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2856 | 2036-12-01      | 4.0000%  |  | $980.37            | $974.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0913 | 2031-11-01      | 4.5000%  |  | $3317.93           | $3351.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  |  | $104.64            | $105.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0273 | 2029-12-01      | 4.0000%  |  | $1571.64           | $1572.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB9368 | 2043-05-01      | 3.5000%  |  | $661.85            | $631.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAB7707 | 2028-01-01      | 2.0000%  |  | $20183.24          | $19796.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0920 | 2037-08-01      | 5.5000%  |  | $2648.17           | $2770.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  |  | $455.60            | $482.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT931192 | 2029-05-01      | 5.0000%  |  | $2887.05           | $2906.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902663 | 2036-11-01      | 6.0000%  |  | $4603.50           | $4865.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $102094.77         | $102363.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $225239.14         | $192980.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8174 | 2051-10-01      | 3.0000%  |  | $146777.05         | $131133.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  |  | $6504.18           | $6155.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6691 | 2053-02-01      | 4.0000%  |  | $802038.33         | $777302.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7190 | 2054-12-01      | 5.0000%  |  | $154252.16         | $154459.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7438 | 2038-05-01      | 5.5000%  |  | $179.40            | $186.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3907 | 2050-01-01      | 4.0000%  |  | $119410.79         | $115437.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA0639 | 2041-02-01      | 4.0000%  |  | $42.58             | $41.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6106 | 2051-09-01      | 3.0000%  |  | $1119869.72        | $1020300.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7943 | 2046-09-01      | 4.0000%  |  | $97823.85          | $95859.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  |  | $9900.13           | $10171.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4573 | 2053-05-01      | 6.0000%  |  | $34661.48          | $36072.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  |  | $13261.97          | $11313.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $559.83            | $544.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0939 | 2031-12-01      | 4.5000%  |  | $3568.38           | $3600.99           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J17545 G | 2026-12-01      | 3.0000%  |  | $895.88            | $890.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZT1804 | 2039-02-01      | 4.0000%  |  | $34978.37          | $34673.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  |  | $52042.32          | $50495.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $512.75            | $420.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL2118 | 2042-05-01      | 4.0000%  |  | $1375.25           | $1353.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6053 | 2050-06-01      | 3.0000%  |  | $708780.48         | $637484.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $194356.19         | $175472.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $2315.13           | $2301.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $62663.54          | $55838.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2914 | 2037-02-01      | 4.0000%  |  | $1126.22           | $1119.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9687 | 2051-01-01      | 2.0000%  |  | $1548.85           | $1270.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBN7703 | 2049-08-01      | 3.0000%  |  | $977732.41         | $882430.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $18751.35          | $16729.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  |  | $244170.12         | $248267.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  |  | $1367729.35        | $1228973.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2588 | 2055-07-01      | 5.0000%  |  | $4857423.51        | $4936777.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9243 | 2051-10-01      | 3.0000%  |  | $199655.70         | $179127.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6567 | 2051-12-01      | 3.0000%  |  | $574796.69         | $521504.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  |  | $37407.14          | $35376.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0740 | 2055-03-01      | 4.5000%  |  | $154581.95         | $151324.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $2731.74           | $2839.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2022 | 2052-10-01      | 5.0000%  |  | $1363531.75        | $1370501.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1082 | 2052-03-01      | 2.5000%  |  | $890.67            | $775.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  |  | $595446.16         | $613386.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4438 | 2049-07-01      | 4.0000%  |  | $9217.50           | $9039.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM6017 | 2035-02-01      | 3.0000%  |  | $5165.82           | $5069.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $2387.20           | $2133.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4967 | 2052-10-01      | 5.5000%  |  | $4738.42           | $4867.13           | Agency Mortgage-Backed Securities         |

### Security 211: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  4.170%, 11/3/2025
- **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: 933DQX004, C.3 - LEI: X574KRZ6V5A7UBU45C31
- **C.18 - Value (incl. sponsor support):** $435750000.00
- **C.18.a - Value (excl. sponsor support):** $435750000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $25000000.00       | $21500000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |

### Security 212: 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:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.6973%  |  | $5696478.61        | $5669858.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $9013346.48        | $8638307.13        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.5175%  |  | $950436.13         | $958037.20         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.6060%  |  | $1679.45           | $1686.55           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.6065%  |  | $176.02            | $176.55            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 5.8328%  |  | $4854629.96        | $4905992.58        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.5328%  |  | $54118209.85       | $54483190.19       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.0328%  |  | $13975727.57       | $13982139.61       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $23004651.20       | $16904369.82       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2478336.84        | $2415129.33        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $544710.78         | $531448.70         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.3328%  |  | $863.08            | $866.57            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.0028%  |  | $31492886.08       | $31160220.37       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $437834.03         | $438105.34         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.6028%  |  | $2151427.51        | $2168406.15        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.7928%  |  | $85112498.65       | $84447412.48       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.0328%  |  | $9248005.76        | $9249391.09        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.0328%  |  | $29997152.62       | $30001646.13       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.7328%  |  | $736903.81         | $743196.57         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.0328%  |  | $22144048.89       | $22144531.59       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 4.9828%  |  | $33097315.29       | $33079722.90       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.8054%  |  | $836.22            | $830.33            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.5828%  |  | $25407340.94       | $25563125.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.3338%  |  | $801.61            | $802.50            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.4328%  |  | $42549488.80       | $42730258.81       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.0328%  |  | $18205811.02       | $18153119.73       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.0328%  |  | $18645720.69       | $18652131.05       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5093%  |  | $429812.84         | $441211.65         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.1328%  |  | $28051538.06       | $27973034.85       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.9328%  |  | $3620527.02        | $3667915.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.6828%  |  | $2865021.23        | $2888119.41        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.0828%  |  | $1627.54           | $1629.29           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.7311%  |  | $1022045.77        | $1057891.40        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.8199%  |  | $478752.33         | $474321.26         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $12554906.91       | $10347670.57       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  |  | $3164974.81        | $2997695.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $3083576.09        | $3045410.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  |  | $2398420.16        | $2271619.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  |  | $343214.22         | $332366.37         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  |  | $4768035.55        | $4715873.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  |  | $790930.69         | $827910.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  |  | $1324257.83        | $1371245.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  |  | $8100454.35        | $8122825.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  |  | $1344930.51        | $1410551.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $1854554.22        | $1883398.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3168 | 2054-10-01      | 6.0000%  |  | $3033413.97        | $3152490.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $2361869.73        | $2434346.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  |  | $178879.53         | $184590.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  |  | $3969166.16        | $4067098.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $51754.53          | $53123.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $29684.56          | $30552.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  |  | $54439.33          | $57811.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  |  | $59820.85          | $63606.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $460505.65         | $469937.88         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  |  | $7515778.00        | $8073220.75        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  |  | $4843702.81        | $5069123.89        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  |  | $8369822.15        | $8754847.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9082 | 2053-05-01      | 6.0000%  |  | $3158259.73        | $3323642.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8274 | 2053-03-01      | 5.5000%  |  | $3732191.56        | $3802089.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0472 | 2052-10-01      | 5.0000%  |  | $1869691.29        | $1888353.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9301 | 2052-09-01      | 5.0000%  |  | $2894552.19        | $2922072.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  |  | $1013.11           | $1022.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7885 | 2052-08-01      | 4.5000%  |  | $3567828.19        | $3552622.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7037 | 2052-09-01      | 5.0000%  |  | $1067709.14        | $1085268.33        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0510%  |  | $6196554.84        | $6161208.66        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0850%  |  | $11824247.20       | $11770484.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5871 | 2052-08-01      | 5.0000%  |  | $1892257.97        | $1897345.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4872 | 2053-04-01      | 5.0000%  |  | $3399031.02        | $3457411.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW3953 | 2052-09-01      | 5.0000%  |  | $3445949.52        | $3458040.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV9671 | 2052-06-01      | 3.0000%  |  | $4235090.83        | $3802040.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV9286 | 2052-07-01      | 5.0000%  |  | $2593343.64        | $2639149.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $4656881.70        | $4290981.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $188417.49         | $179311.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $94.10             | $91.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  |  | $5517206.20        | $5421832.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $1223538.02        | $1295294.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1630 | 2054-08-01      | 7.0000%  |  | $1998268.66        | $2125011.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0072 | 2054-09-01      | 5.5000%  |  | $1558780.99        | $1590351.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB7341 | 2054-07-01      | 7.0000%  |  | $1388764.58        | $1469491.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB6796 | 2054-07-01      | 6.5000%  |  | $2175056.96        | $2292881.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6791 | 2054-07-01      | 6.0000%  |  | $2108032.77        | $2192872.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  |  | $508413.58         | $541008.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $1839781.46        | $1960539.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  |  | $1462921.82        | $1520777.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  |  | $204884.37         | $214742.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  |  | $3238393.74        | $3390193.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $1358450.73        | $1414657.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  |  | $115677.89         | $120671.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  |  | $129816.02         | $131819.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  |  | $236570.57         | $245173.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  |  | $173149.20         | $175821.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  |  | $169773.66         | $165470.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1226 | 2043-07-01      | 3.5000%  |  | $1616656.22        | $1544256.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $41503.25          | $39648.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $25068.08          | $22850.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $117468.01         | $107788.65         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  |  | $168910.64         | $173499.21         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  |  | $195036.48         | $199894.39         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  |  | $100254.23         | $104204.28         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  |  | $189731.75         | $194270.64         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  |  | $111435.90         | $115747.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  |  | $79430.85          | $75760.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4170 | 2053-11-01      | 5.5000%  |  | $761.49            | $777.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $139946.58         | $146890.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8530 | 2055-05-01      | 4.0000%  |  | $11205128.19       | $10682390.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $24979.56          | $24515.19          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  |  | $224735.79         | $207156.06         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q32301 G | 2045-03-01      | 4.0000%  |  | $3013897.86        | $2937210.24        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U99177 G | 2044-02-01      | 4.0000%  |  | $7092504.75        | $6986325.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3054 | 2054-12-01      | 5.0000%  |  | $1808005.76        | $1817903.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  |  | $3004282.14        | $3174944.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7953 | 2052-08-01      | 5.0000%  |  | $2151435.09        | $2192287.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7330 | 2052-07-01      | 5.0000%  |  | $3160308.65        | $3171738.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7998 | 2052-08-01      | 5.0000%  |  | $3964174.42        | $4011612.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5706 | 2052-05-01      | 3.5000%  |  | $5185922.30        | $4827640.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV2569 | 2052-07-01      | 5.0000%  |  | $2275392.98        | $2302621.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8275 | 2052-08-01      | 5.0000%  |  | $3285518.03        | $3357926.47        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  |  | $15933072.45       | $15142449.50       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $11590463.21       | $11564261.03       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $13731496.22       | $13700453.88       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $15381528.00       | $15578611.52       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  |  | $16593500.00       | $15490624.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR5244 | 2051-02-01      | 2.5000%  |  | $1956114.98        | $1718969.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ0188 | 2050-08-01      | 3.0000%  |  | $272.79            | $245.10            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  |  | $127662.11         | $129522.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $317077.84         | $289121.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $6858828.01        | $6504725.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $13625114.07       | $12995820.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  |  | $14134436.77       | $13430876.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  |  | $15095259.04       | $14884881.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $122.44            | $116.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  |  | $530938.36         | $521977.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  |  | $3072066.47        | $2936378.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  |  | $10363460.67       | $10817090.07       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $444178.54         | $439154.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $399668.48         | $419592.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ9078 | 2054-11-01      | 4.5000%  |  | $849.06            | $841.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4181 | 2054-08-01      | 6.0000%  |  | $2634096.50        | $2710445.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3082 | 2054-09-01      | 6.5000%  |  | $1409948.28        | $1499169.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6728 | 2053-07-01      | 6.0000%  |  | $1376954.67        | $1417767.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $10401497.42       | $10614721.19       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  |  | $246399.94         | $243279.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $484416.41         | $440352.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $726936.27         | $662368.33         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $615281.59         | $597174.67         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  |  | $1646371.05        | $1614301.94        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  |  | $1268929.43        | $1205696.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $350432.48         | $352169.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $733.03            | $767.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  |  | $772.52            | $803.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  |  | $9501274.18        | $10163050.59       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4086 | 2055-01-01      | 6.5000%  |  | $3768535.63        | $3984313.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX0437 | 2054-12-01      | 6.5000%  |  | $1868112.18        | $1988386.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $2238556.88        | $2211891.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $583565.89         | $608063.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $4178714.55        | $4306588.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3338 | 2053-06-01      | 5.5000%  |  | $1825717.66        | $1880146.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $2313342.76        | $2276074.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $644.42            | $557.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  |  | $1578602.72        | $1565912.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $14237420.65       | $14305798.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  |  | $3571656.94        | $3372441.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  |  | $3003459.07        | $3030340.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  |  | $3225016.73        | $3253887.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  |  | $10753788.25       | $11215595.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9154 | 2054-09-01      | 6.0000%  |  | $1642335.96        | $1702796.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4809 | 2036-07-01      | 2.5000%  |  | $1706745.47        | $1615197.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  |  | $10032670.83       | $10463035.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9043 | 2049-02-01      | 4.0000%  |  | $411.95            | $400.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $1530594.25        | $1466810.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $1349002.01        | $1388680.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  |  | $834.33            | $681.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $824.87            | $846.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  |  | $392.25            | $402.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  |  | $2103316.61        | $1979865.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1163 | 2049-07-01      | 3.5000%  |  | $1516005.71        | $1433187.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN7018 | 2049-05-01      | 4.5000%  |  | $2954879.64        | $2925647.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  |  | $121749.96         | $119541.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  |  | $3409495.02        | $3217767.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN5336 | 2049-03-01      | 5.0000%  |  | $1983940.61        | $2025888.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $581340.96         | $565995.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  |  | $76509.78          | $75361.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  |  | $183827.04         | $181069.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $133280.87         | $126688.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  |  | $226.60            | $216.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7946 | 2046-01-01      | 3.5000%  |  | $2705685.43        | $2580727.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $75747.74          | $74974.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  |  | $163853.40         | $170269.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  |  | $119736.18         | $120284.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  |  | $273610.98         | $284550.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  |  | $158235.53         | $164557.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  |  | $167905.31         | $173502.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  |  | $135276.24         | $140683.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  |  | $146045.23         | $151883.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $22627.08          | $23481.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.940 MY465990 | 2027-07-01      | 5.9390%  |  | $2402409.59        | $2408055.25        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.3780%  |  | $948114.84         | $985967.37         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $1872.69           | $1987.22           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $101.72            | $106.03            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $562.73            | $578.38            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $20.47             | $20.96             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $131.81            | $133.38            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $185862.87         | $192005.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  |  | $44616.21          | $46062.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  |  | $2168697.28        | $2109932.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7620 | 2047-08-01      | 3.5000%  |  | $13645148.73       | $12832807.55       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $593379.93         | $515822.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  |  | $84698.72          | $86570.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9466 | 2047-04-01      | 4.0000%  |  | $14292322.70       | $13891913.75       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $2217658.40        | $2261759.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  |  | $33.91             | $33.39             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  |  | $102555.53         | $101977.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $2187579.36        | $2235794.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8575 | 2052-09-01      | 5.0000%  |  | $2763521.43        | $2781690.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  |  | $1310841.74        | $1350178.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $77657325.06       | $79824300.92       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  |  | $6336734.98        | $6218050.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $557563.49         | $554349.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  |  | $312579.80         | $304963.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1776 | 2054-10-01      | 5.5000%  |  | $2137163.61        | $2176312.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6737 | 2049-12-01      | 3.5000%  |  | $1518860.73        | $1426477.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0420 | 2052-11-01      | 5.5000%  |  | $1783203.05        | $1822102.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  |  | $191825.15         | $194796.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  |  | $215826.52         | $200818.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0356 | 2052-10-01      | 5.0000%  |  | $3169825.53        | $3208312.50        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67709 G | 2048-03-01      | 3.5000%  |  | $13323160.62       | $12614457.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  |  | $1584602.95        | $1446847.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ6455 | 2054-09-01      | 6.5000%  |  | $1336707.27        | $1393887.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4227 | 2053-05-01      | 4.5000%  |  | $2085988.18        | $2050442.94        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  |  | $3733984.46        | $3791522.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBX3789 | 2053-02-01      | 7.5000%  |  | $1584041.37        | $1706595.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  |  | $665678.29         | $612851.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $483329.81         | $498991.47         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $473545.89         | $479934.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4349 | 2052-08-01      | 5.0000%  |  | $10039013.36       | $10213889.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $12719259.59       | $11160047.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2140 | 2052-06-01      | 3.5000%  |  | $1557919.94        | $1447458.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  |  | $135079.36         | $140106.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  |  | $154132.06         | $160291.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $155769.40         | $138589.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6175 | 2053-05-01      | 5.0000%  |  | $11057959.38       | $11238543.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6945 | 2045-05-01      | 3.5000%  |  | $161.56            | $153.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8733 | 2054-01-01      | 7.0000%  |  | $518.71            | $552.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6259 | 2053-05-01      | 5.5000%  |  | $12883964.49       | $13447655.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  |  | $3103761.82        | $2557365.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2263 | 2054-08-01      | 6.0000%  |  | $2011407.87        | $2072267.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ6013 | 2054-10-01      | 6.0000%  |  | $2966715.85        | $3052124.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $6317723.03        | $5193431.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $5097114.18        | $4979846.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $307210.70         | $295354.41         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $563517.41         | $541338.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  |  | $2145696.42        | $2067757.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  |  | $11609483.56       | $11864443.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $534868.60         | $523849.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW4885 | 2053-04-01      | 5.5000%  |  | $3882727.70        | $4004658.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN0879 | 2048-11-01      | 4.5000%  |  | $3067168.36        | $3053973.40        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  |  | $198093.94         | $202425.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  |  | $1997894.44        | $1954141.22        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  |  | $17141999.32       | $15291091.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  |  | $2479173.88        | $2477859.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $720543.38         | $716608.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $1586834.81        | $1578169.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $5465956.54        | $5599447.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $12772754.69       | $13390956.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  |  | $1614278.15        | $1570278.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  |  | $81726.55          | $79936.93          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.3426%  |  | $83849.70          | $83554.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  |  | $4474397.69        | $4460303.34        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  |  | $10344000.00       | $9166311.46        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  |  | $21949005.22       | $20523688.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $174888.59         | $166417.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  |  | $3830653.86        | $3816438.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7767 | 2048-07-01      | 4.5000%  |  | $2421368.38        | $2412382.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7532 | 2048-07-01      | 4.5000%  |  | $1689853.63        | $1673222.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  |  | $2689610.16        | $2212647.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $1428856.63        | $1386260.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $229287.19         | $198941.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $20329.58          | $20960.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6193 | 2053-05-01      | 6.0000%  |  | $12443947.14       | $13078140.47       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $427050.85         | $451257.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2900 | 2050-06-01      | 3.0000%  |  | $337.30            | $305.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  |  | $229.16            | $216.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $2797268.58        | $2785237.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $5237753.97        | $4972842.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8322 | 2052-08-01      | 5.0000%  |  | $2492964.61        | $2538954.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8286 | 2052-08-01      | 5.0000%  |  | $3380019.87        | $3477670.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  |  | $373984.26         | $391285.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  |  | $3959604.56        | $3848653.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9536 | 2052-10-01      | 5.0000%  |  | $1703173.78        | $1730352.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $18754240.09       | $18827881.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $773.27            | $796.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  |  | $9468940.73        | $10112550.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7771 | 2054-01-01      | 4.5000%  |  | $2815811.31        | $2781613.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  |  | $42342319.26       | $43158227.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  |  | $9931113.87        | $10599434.80       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6062 | 2053-04-01      | 5.0000%  |  | $1917023.67        | $1965176.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6184 | 2053-05-01      | 5.5000%  |  | $12806778.80       | $13268377.80       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  |  | $3192461.28        | $3251686.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  |  | $10454420.96       | $10522381.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4564 | 2052-09-01      | 5.0000%  |  | $3855566.67        | $3904434.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3800 | 2052-06-01      | 3.0000%  |  | $2415621.74        | $2186483.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7061 | 2050-09-01      | 3.5000%  |  | $11625847.23       | $11027774.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5817 | 2048-03-01      | 3.5000%  |  | $3670071.42        | $3490262.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $3777448.78        | $3556455.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $494455.85         | $484865.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  |  | $416306.50         | $405025.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  |  | $4511154.19        | $4092004.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $21155.91          | $20140.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $3772963.12        | $4026848.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  |  | $213596.04         | $222131.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1235169.53        | $1208124.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH0230 | 2047-04-01      | 4.0000%  |  | $3564187.76        | $3459163.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  |  | $2702948.62        | $2542327.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3339 | 2049-04-01      | 4.5000%  |  | $1850497.56        | $1851241.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3239 | 2049-03-01      | 5.0000%  |  | $2240348.11        | $2296535.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $8398180.44        | $8171625.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2042 | 2048-06-01      | 4.0000%  |  | $2930554.95        | $2847375.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  |  | $19149326.85       | $18739920.62       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  |  | $3734184.00        | $3763004.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  |  | $3521485.22        | $3555890.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $522274.57         | $510601.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $44899.66          | $43599.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $15735898.35       | $15040901.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $313660.82         | $302215.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $42274.21          | $41348.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $786219.16         | $763220.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  |  | $353989.33         | $365463.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  |  | $412152.21         | $383188.21         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  |  | $200647.27         | $202034.28         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  |  | $249057.14         | $259233.95         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G15823 G | 2031-02-01      | 3.5000%  |  | $66.24             | $65.87             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $534501.41         | $511306.54         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $1228.39           | $1208.17           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $60.48             | $63.20             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $253.59            | $264.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  |  | $5552108.42        | $5510911.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3235879.61        | $3326980.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTSC0764 | 2045-08-01      | 5.5000%  |  | $845.74            | $867.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $1850557.91        | $1754996.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  |  | $400870.85         | $418036.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9040 | 2050-02-01      | 3.5000%  |  | $2653652.68        | $2482692.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $2537647.61        | $2508675.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBT8387 | 2052-09-01      | 4.5000%  |  | $3187809.85        | $3174223.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  |  | $46820453.14       | $48871938.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $3998703.35        | $4019351.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0473 | 2052-10-01      | 5.0000%  |  | $1523174.55        | $1540180.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0249 | 2055-04-01      | 5.5000%  |  | $809.71            | $824.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD1866 | 2054-12-01      | 5.0000%  |  | $1584515.88        | $1599322.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $92126251.58       | $92511769.27       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6423 | 2052-08-01      | 5.0000%  |  | $1465264.72        | $1490075.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  |  | $1080129.61        | $1155552.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $108092.52         | $98907.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE7474 | 2047-02-01      | 4.0000%  |  | $3626043.75        | $3524454.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0040 | 2052-07-01      | 5.0000%  |  | $2279938.70        | $2313300.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1753 | 2054-09-01      | 5.5000%  |  | $795.52            | $810.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $12473568.97       | $12564235.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  |  | $315145.13         | $322733.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $1059421.32        | $1055489.80        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  |  | $1185250.00        | $1115247.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  |  | $70666.75          | $72910.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  |  | $6159549.29        | $6352967.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX2669 | 2055-01-01      | 6.5000%  |  | $2051468.92        | $2160056.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  |  | $1394769.88        | $1378999.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0627 | 2055-02-01      | 5.5000%  |  | $833.34            | $857.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  |  | $5089930.47        | $5245188.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  |  | $929570.77         | $974359.97         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5315%  |  | $5050639.02        | $4406277.65        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5315%  |  | $3225768.37        | $3074872.84        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4576%  |  | $3982880.26        | $3815122.06        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $190551.62         | $177767.73         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3193%  |  | $4859398.55        | $4287054.53        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $9991245.46        | $9380637.16        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1584211.49        | $1517589.07        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0605%  |  | $5133241.33        | $5065014.56        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0836%  |  | $4917710.00        | $4335048.25        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  |  | $6658721.85        | $6545015.31        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $12625963.08       | $11756278.34       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2447%  |  | $1802.44           | $1570.45           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4761%  |  | $2434604.91        | $2474332.80        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4683%  |  | $10990564.65       | $9680800.74        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $283800.83         | $272480.86         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $39546.74          | $36136.28          | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0961%  |  | $1530396.97        | $1439342.52        | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  |  | $880963.17         | $733744.54         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/30        | 2030-02-15      | 0.0000%  |  | $2422220.00        | $2059591.87        | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  |  | $1432644.00        | $1281285.16        | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  |  | $693910.00         | $626499.42         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $3275822.80        | $3012875.78        | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $1369081.55        | $949066.50         | U.S. Treasuries (including strips)        |
| USTR 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  |  | $1435316.20        | $1334793.83        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $2395756.60        | $2451079.33        | U.S. Treasuries (including strips)        |

### Security 213: 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:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.3338%  |  | $2535.14           | $2543.48           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.3338%  |  | $5054.93           | $5060.57           | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  |  | $719928.23         | $756311.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  |  | $290426.85         | $261712.06         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $304737.21         | $296982.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $711.59            | $724.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $565516.61         | $583971.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $21753.47          | $22155.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $97.88             | $92.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  |  | $120.40            | $113.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  |  | $164.31            | $157.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $433.01            | $431.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $191.02            | $190.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $383.57            | $368.05            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $2195.07           | $2158.95           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $13.25             | $13.62             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $66.09             | $66.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  |  | $749.29            | $769.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $2291884.09        | $2069564.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $1172149.38        | $1184617.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  |  | $92.28             | $93.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $1069804.56        | $1069239.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  |  | $2756842.95        | $2713732.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $14.75             | $14.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $22905030.81       | $23607169.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  |  | $778.74            | $808.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  |  | $5981019.61        | $6239038.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  |  | $1104842.15        | $1162913.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  |  | $972470.05         | $1002527.15        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  |  | $1317156.64        | $1283777.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  |  | $470964.66         | $485520.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $47645.42          | $48622.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $1965865.36        | $2027991.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $488241.72         | $493668.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $1708.86           | $1764.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  |  | $1379972.05        | $1424137.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $757.23            | $759.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  |  | $2195636.52        | $2288836.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  |  | $823.66            | $837.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $777.78            | $790.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  |  | $1198699.44        | $1234955.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $160803.57         | $147570.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  |  | $1418444.50        | $1431602.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB1988 | 2054-09-01      | 4.5000%  |  | $380182.75         | $372173.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  |  | $664.24            | $672.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  |  | $21439.50          | $21835.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  |  | $645243.17         | $655766.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  |  | $242560.20         | $237183.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $3770238.95        | $3615420.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $31169.47          | $28985.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  |  | $28505.61          | $28945.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $16562381.41       | $17374733.09       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $1542763.81        | $1621479.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $6888537.19        | $7049717.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  |  | $29614.54          | $27423.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4341 | 2048-03-01      | 3.0000%  |  | $225.32            | $204.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  |  | $846.23            | $847.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $9270850.80        | $9057559.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  |  | $43818.01          | $41365.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6218 | 2055-10-01      | 5.5000%  |  | $1343163.20        | $1383840.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  |  | $992190.59         | $997435.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $3411.06           | $3487.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  |  | $338302.49         | $357120.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  |  | $1101982.56        | $1111290.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  |  | $586859.22         | $610063.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  |  | $1169903.25        | $1234389.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  |  | $931576.46         | $986293.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  |  | $72030.52          | $76081.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  |  | $10066705.65       | $10434029.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  |  | $2335670.59        | $2433658.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  |  | $931112.84         | $971032.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $700900.59         | $715320.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $3549537.64        | $3659954.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $1579128.43        | $1635053.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $634.33            | $627.09            | Agency Mortgage-Backed Securities         |
| 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             | $35.87             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $15.61             | $12.46             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $73382030.00       | $75526349.16       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $76753385.00       | $79295899.28       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $209659300.00      | $216334852.11      | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $49019585.00       | $49456818.39       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $225353700.00      | $232757383.51      | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $250215350.00      | $244243457.52      | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $123590340.00      | $78954445.41       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $3594055.00        | $3176522.56        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $72760.00          | $76197.16          | U.S. Treasuries (including strips)        |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $25500.00          | $25150.60          | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $97139020.00       | $93901376.46       | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  |  | $85.00             | $69.73             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $99783965.00       | $99445998.34       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $212500000.00      | $222364613.79      | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $230965910.00      | $227689862.74      | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $4819840.00        | $4922457.55        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $4837095.00        | $4948793.04        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $1149795.00        | $1157041.01        | U.S. Treasuries (including strips)        |

### Security 214: 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:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-081 GV     | 2036-05-20      | 5.0000%  |  | $2671602.05        | $2718370.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-050 FG     | 2055-03-20      | 5.3338%  |  | $51620103.11       | $51814286.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.3838%  |  | $9744906.94        | $9770331.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FC     | 2054-07-20      | 5.1838%  |  | $22569489.68       | $22623813.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.3338%  |  | $425081.07         | $426697.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.3338%  |  | $6701.33           | $6708.81           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 5.1838%  |  | $14695739.85       | $14789100.95       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5245DF 08/25/52 | 2052-08-25      | 4.8828%  |  | $830.12            | $813.78            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.5538%  |  | $51054024.07       | $51395268.70       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 5.0338%  |  | $8013587.80        | $8025881.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 5.2838%  |  | $34160315.23       | $34388181.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 5.4838%  |  | $4426721.25        | $4461619.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.4838%  |  | $43021432.18       | $43264055.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-029 FC     | 2052-02-20      | 4.0000%  |  | $13067624.68       | $11822936.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 5.0338%  |  | $5726709.07        | $5735494.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 5.0338%  |  | $8043382.48        | $8055721.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 5.2538%  |  | $48680985.83       | $48866232.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 5.1838%  |  | $48340302.68       | $48502771.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.3338%  |  | $7235721.85        | $7277745.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.6838%  |  | $82574980.53       | $83524899.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 5.2338%  |  | $41239398.50       | $41450305.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 5.0838%  |  | $45518101.08       | $45630457.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 KF     | 2052-02-20      | 4.0000%  |  | $24557127.62       | $22615622.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ     | 2053-10-20      | 5.3338%  |  | $22510777.41       | $22678995.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.6838%  |  | $29542510.11       | $29795119.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  |  | $480067.00         | $465890.63         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  |  | $331726.15         | $328796.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  |  | $156384.95         | $158616.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  |  | $92860.41          | $96227.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  |  | $565159.35         | $583924.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  |  | $946837.64         | $1024654.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  |  | $905985.63         | $912667.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  |  | $382167.44         | $366384.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2148 | 2055-07-01      | 5.5000%  |  | $822.89            | $838.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  |  | $828.28            | $846.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0810 | 2055-04-01      | 5.5000%  |  | $808.07            | $825.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ4544 | 2055-10-01      | 4.5000%  |  | $697212.17         | $685199.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6251 | 2053-07-01      | 6.0000%  |  | $165996.92         | $171111.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  |  | $1738601.15        | $1797726.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  |  | $5118843.73        | $5285272.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $204328.94         | $208517.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $4516176.96        | $4606899.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9670 | 2053-03-01      | 5.5000%  |  | $72991.62          | $74933.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9575 | 2053-03-01      | 6.0000%  |  | $1567.20           | $1617.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  |  | $64568.88          | $66786.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $468680.69         | $484609.74         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04052 G | 2042-06-01      | 3.5000%  |  | $121.68            | $116.89            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $67.05             | $65.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3674 | 2054-10-01      | 5.0000%  |  | $841.87            | $852.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC2066 | 2054-10-01      | 4.5000%  |  | $840.65            | $824.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $17133600.28       | $17404025.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0552 | 2054-07-01      | 6.0000%  |  | $515849.20         | $533762.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  |  | $789.35            | $835.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  |  | $827.59            | $830.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  |  | $788.51            | $819.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $15897154.71       | $16210826.77       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIDB2344 | 2039-10-01      | 4.0000%  |  | $542463.44         | $536053.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1968 | 2054-09-01      | 6.5000%  |  | $668.36            | $715.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0064 | 2054-04-01      | 6.0000%  |  | $212176.96         | $221685.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  |  | $648.97            | $689.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  |  | $836.65            | $895.55            | Agency Mortgage-Backed Securities         |
| FMAC 02.000 FGPC J22899 G | 2028-03-01      | 2.0000%  |  | $32.72             | $32.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  |  | $682715.62         | $564396.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  |  | $937970.30         | $847096.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  |  | $296026.37         | $267346.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  |  | $128022.69         | $101029.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  |  | $961088.56         | $919563.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  |  | $322753.11         | $342580.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  |  | $777520.23         | $813170.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  |  | $562677.20         | $588390.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  |  | $746020.71         | $738253.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  |  | $605328.43         | $599025.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $12388403.95       | $11405962.23       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  |  | $298234.57         | $265078.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  |  | $53321.19          | $53788.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  |  | $62428.97          | $63434.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  |  | $77301.10          | $70149.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  |  | $48488.12          | $45539.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  |  | $494119.24         | $415232.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  |  | $96816.17          | $81278.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  |  | $101791.63         | $91220.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  |  | $238898.32         | $200598.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8719 | 2050-04-01      | 3.5000%  |  | $550714.75         | $519632.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8603 | 2050-04-01      | 3.5000%  |  | $690089.52         | $651188.95         | Agency Mortgage-Backed Securities         |
| FMAC 08.500 FGPC G60687 G | 2031-05-01      | 8.5000%  |  | $2532.80           | $2631.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $1988319.83        | $1873624.93        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $1126625.16        | $1097956.31        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29019 G | 2044-10-01      | 4.0000%  |  | $292.46            | $286.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $1571989.01        | $1600608.11        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16210 G | 2032-06-01      | 3.5000%  |  | $267.02            | $264.83            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16043 G | 2030-08-01      | 3.5000%  |  | $106.22            | $105.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1017 C     | 2055-07-20      | 6.0000%  |  | $145187.65         | $151349.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1015 C     | 2055-07-20      | 5.5000%  |  | $138529.90         | $141657.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1008 C     | 2055-06-20      | 6.0000%  |  | $2042531.49        | $2111097.22        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0634 M     | 2055-09-20      | 5.5000%  |  | $564215.55         | $571661.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0369 M     | 2055-05-20      | 7.0000%  |  | $418725.92         | $434733.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  |  | $1926668.82        | $1997236.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  |  | $25655167.47       | $27165786.49       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8602 C     | 2055-10-20      | 6.0000%  |  | $1711.82           | $1769.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7452 C     | 2055-10-20      | 6.0000%  |  | $1554248.16        | $1614032.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  |  | $17285635.32       | $17865914.09       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  |  | $1481456.74        | $1560543.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  |  | $12243291.35       | $12659408.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  |  | $21698605.63       | $22427027.82       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  |  | $907422.60         | $948986.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $1742486.75        | $1873956.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  |  | $522345.35         | $499338.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  |  | $596938.17         | $518135.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $4682046.08        | $4225429.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  |  | $332161.16         | $274543.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  |  | $1118482.58        | $1039354.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  |  | $1107305.38        | $1009540.29        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q28932 G | 2044-10-01      | 4.0000%  |  | $1901058.81        | $1868461.99        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q24207 G | 2044-01-01      | 4.5000%  |  | $146.27            | $145.03            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $2435060.71        | $2369563.25        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18603 G | 2043-06-01      | 3.5000%  |  | $1341994.98        | $1296106.35        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q17952 G | 2043-05-01      | 4.0000%  |  | $525.10            | $516.84            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U91253 G | 2043-04-01      | 4.0000%  |  | $443172.21         | $436190.62         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  |  | $1710827.98        | $1689188.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  |  | $66896.58          | $60722.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  |  | $169922.41         | $142662.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  |  | $12793966.15       | $12141073.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $9304.91           | $8514.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  |  | $60223198.09       | $55118679.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2300 | 2055-10-01      | 6.0000%  |  | $852.50            | $876.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2305 | 2055-10-01      | 5.5000%  |  | $3898577.98        | $3967603.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1881 | 2055-10-01      | 5.0000%  |  | $857.62            | $860.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF0635 | 2040-09-01      | 5.5000%  |  | $1550828.52        | $1592972.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0420 | 2055-10-01      | 5.0000%  |  | $859.32            | $863.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0419 | 2055-10-01      | 5.0000%  |  | $859.32            | $862.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0446 | 2055-10-01      | 6.0000%  |  | $852.50            | $891.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $852.50            | $836.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9661 | 2055-09-01      | 7.0000%  |  | $852.50            | $908.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  |  | $852.50            | $866.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  |  | $1704.52           | $1775.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  |  | $3885284.27        | $4003323.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  |  | $10306102.60       | $10556523.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8904 | 2055-10-01      | 5.5000%  |  | $859.32            | $879.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $1596708.28        | $1647373.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $1230360.03        | $1288461.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $725.01            | $737.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $670.78            | $691.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6448 | 2055-08-01      | 6.5000%  |  | $2412770.02        | $2513080.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4688 | 2055-07-01      | 5.0000%  |  | $847.77            | $853.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5312 | 2055-09-01      | 6.0000%  |  | $851.80            | $880.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  |  | $5269312.73        | $5556499.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  |  | $4924383.95        | $5257336.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4763 | 2054-04-01      | 6.0000%  |  | $587141.03         | $608564.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $1556948.47        | $1574865.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $5448872.95        | $5674058.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5274 | 2044-01-01      | 6.0000%  |  | $24620.60          | $25655.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $18149443.44       | $18640210.43       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $2961122.95        | $2987496.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $22857936.69       | $23684388.25       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  |  | $21656801.34       | $22353312.94       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $20609401.02       | $21499809.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  |  | $6742016.80        | $6648026.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $5942888.87        | $6062883.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4411 | 2051-01-01      | 2.5000%  |  | $509.20            | $437.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  |  | $1312070.02        | $1373766.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  |  | $8109456.84        | $8559674.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  |  | $1243160.77        | $1312209.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  |  | $1127938.74        | $1190631.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $10435141.45       | $10726107.97       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5696 C     | 2055-03-20      | 6.0000%  |  | $13324152.51       | $13771430.98       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  |  | $1047478.05        | $1120395.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  |  | $833096.52         | $751816.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  |  | $5756854.15        | $5578681.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $3151344.29        | $3035810.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  |  | $623219.99         | $593442.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  |  | $655328.60         | $626247.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  |  | $613024.65         | $585120.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  |  | $877700.50         | $838475.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  |  | $448491.10         | $428725.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  |  | $901454.86         | $862279.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  |  | $643019.17         | $615473.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  |  | $431855.17         | $412021.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  |  | $465923.48         | $444812.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  |  | $221742.58         | $211695.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  |  | $569166.90         | $549968.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $21479288.55       | $17656870.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  |  | $102.38            | $103.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3106 | 2049-10-01      | 3.0000%  |  | $3924204.28        | $3541712.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5950 | 2048-11-01      | 3.0000%  |  | $205.90            | $188.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $9321620.82        | $9113900.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $462757.72         | $473097.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6431 | 2053-01-01      | 6.0000%  |  | $684842.53         | $715357.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6330 | 2053-01-01      | 5.5000%  |  | $708212.00         | $738589.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2151 | 2052-10-01      | 5.5000%  |  | $3108304.08        | $3167763.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $2836345.79        | $2892492.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  |  | $722140.20         | $728115.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $1706986.17        | $1724195.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8861 | 2052-09-01      | 5.0000%  |  | $2649929.55        | $2694015.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  |  | $481862.47         | $473145.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  |  | $1354606.89        | $1351770.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  |  | $17393.49          | $17493.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  |  | $7859586.44        | $7532968.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  |  | $1632223.66        | $1659202.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  |  | $2079512.39        | $2116140.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $122456.70         | $125891.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5777 | 2052-07-01      | 5.0000%  |  | $1570756.58        | $1595094.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4746 | 2052-06-01      | 5.0000%  |  | $1801692.60        | $1812049.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  |  | $785.61            | $803.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  |  | $864.08            | $846.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  |  | $753.92            | $796.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  |  | $679.25            | $701.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  |  | $795.46            | $741.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  |  | $820.87            | $834.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  |  | $798.91            | $803.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  |  | $826.11            | $828.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  |  | $559.08            | $588.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $771.18            | $785.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $767.00            | $759.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6010 | 2053-04-01      | 5.5000%  |  | $658.78            | $671.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5045 | 2052-10-01      | 5.0000%  |  | $751.51            | $755.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $659.55            | $652.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $547.50            | $450.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  |  | $221.47            | $202.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  |  | $23912577.38       | $23315033.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $16346768.33       | $15524144.47       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3562 | 2048-02-01      | 4.5000%  |  | $498.22            | $496.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  |  | $7116420.77        | $6916259.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  |  | $78.55             | $76.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $3197166.99        | $3114486.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  |  | $129.93            | $122.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBJ3862 | 2038-01-01      | 3.0000%  |  | $174.91            | $165.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  |  | $22323560.74       | $21087720.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7058 | 2047-12-01      | 3.5000%  |  | $139.19            | $131.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $25738132.01       | $24281448.12       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07351 G | 2042-08-01      | 3.5000%  |  | $1579.86           | $1517.69           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G07137 G | 2039-10-01      | 6.0000%  |  | $294108.99         | $312036.99         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $300850.76         | $314396.96         | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01903 G | 2034-01-01      | 8.0000%  |  | $138010.04         | $145377.52         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $12860.90          | $13647.48          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A48052 G | 2035-12-01      | 5.5000%  |  | $257223.67         | $268572.47         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $278.55            | $290.36            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $2053.05           | $2110.14           | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $489.50            | $501.04            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $506.25            | $512.27            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $342.70            | $354.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  |  | $375.38            | $339.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $653.39            | $660.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $813.63            | $831.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5876 | 2050-11-01      | 2.5000%  |  | $650790.26         | $566395.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $9008604.93        | $8377417.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $44190133.13       | $41093951.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  |  | $978952.92         | $939355.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $6.16              | $6.51              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  |  | $1125081.50        | $1187516.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $1942873.16        | $2074234.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  |  | $946133.08         | $1010103.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $2266949.29        | $2420224.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  |  | $1195245.38        | $1276057.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $2154991.62        | $2242984.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $1583609.12        | $1662369.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  |  | $243165.28         | $191892.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $2206584.34        | $2331026.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8917 | 2053-03-01      | 6.0000%  |  | $571.20            | $590.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  |  | $2824034.61        | $2961079.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  |  | $2283001.76        | $2365824.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3596 | 2055-09-01      | 5.5000%  |  | $851.75            | $875.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1646 | 2055-09-01      | 6.0000%  |  | $851.55            | $892.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7484 | 2055-07-01      | 6.0000%  |  | $849.38            | $879.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  |  | $851.77            | $852.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA5884 | 2040-11-01      | 4.0000%  |  | $852.50            | $842.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $111.24            | $104.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $622.14            | $533.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1154 | 2032-08-01      | 4.0000%  |  | $57.01             | $56.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  |  | $91.93             | $90.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  |  | $165.39            | $157.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT3164 | 2043-04-01      | 3.0000%  |  | $152.72            | $141.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  |  | $417605.62         | $396043.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $156223.67         | $143368.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $18543329.32       | $17051889.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $23861.04          | $21823.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  |  | $92718809.23       | $84801550.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $13331347.98       | $12192970.85       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $5255220.48        | $5012501.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $2807362.31        | $2576636.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $19665285.99       | $18710923.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $26312983.39       | $25003219.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  |  | $651605.95         | $620941.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR3320 | 2043-02-01      | 3.5000%  |  | $3866065.27        | $3704914.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  |  | $8240622.17        | $8557589.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  |  | $5152191.54        | $5329791.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  |  | $760654.77         | $718570.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $1983149.89        | $2023293.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  |  | $55457.92          | $51982.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  |  | $257782.50         | $266743.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  |  | $33051.42          | $32075.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  |  | $523132.22         | $432469.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  |  | $738359.88         | $654364.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL7278 | 2030-08-01      | 3.5000%  |  | $504634.66         | $501200.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $16753548.78       | $16034263.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $141157.62         | $133677.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6113 | 2052-05-01      | 3.0000%  |  | $710.22            | $637.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3789 | 2053-01-01      | 6.0000%  |  | $662.17            | $692.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  |  | $649.82            | $613.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3401 | 2055-11-01      | 5.0000%  |  | $852.50            | $856.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA3284 | 2036-09-01      | 2.5000%  |  | $852.50            | $805.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2449 | 2052-04-01      | 2.0000%  |  | $844.48            | $697.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2443 | 2055-08-01      | 6.0000%  |  | $6560.78           | $6762.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  |  | $841.59            | $855.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  |  | $728.37            | $730.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $11640414.38       | $11645148.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $4957009.93        | $5040904.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  |  | $770.48            | $792.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  |  | $465.82            | $423.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  |  | $7859.17           | $8162.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  |  | $159.21            | $151.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  |  | $25769.23          | $24631.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $107901.81         | $102061.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZS0468 | 2029-10-01      | 7.5000%  |  | $23041.70          | $23718.37          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC N35004 G | 2045-05-01      | 3.0000%  |  | $40113.10          | $37090.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $134814.68         | $135048.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  |  | $233.74            | $223.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $232.20            | $222.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 4PZL0907 | 2035-01-01      | 5.0000%  |  | $21993.74          | $22228.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $32159.46          | $32244.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.000 CLZJ4912 | 2031-02-01      | 8.0000%  |  | $28997.30          | $30388.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9526 | 2039-12-01      | 5.0000%  |  | $945663.56         | $976328.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  |  | $45.86             | $47.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3832 | 2043-07-01      | 3.5000%  |  | $3924104.98        | $3748374.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $41658240.44       | $40127994.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9198 | 2042-01-01      | 3.5000%  |  | $58.48             | $56.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ5964 | 2041-11-01      | 3.5000%  |  | $53.36             | $51.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $0.84              | $0.87              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  |  | $744.27            | $680.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  |  | $5.15              | $5.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 K2254169 | 2031-12-01      | 6.5000%  |  | $1.45              | $1.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $721.77            | $751.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  |  | $9507.26           | $9800.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $6381795.18        | $6608795.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8376 | 2054-06-01      | 6.0000%  |  | $839.40            | $873.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  |  | $1587.79           | $1637.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  |  | $523059.46         | $486307.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $807.17            | $820.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ7191 | 2043-07-01      | 3.0000%  |  | $427550.65         | $395947.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAP9568 | 2027-10-01      | 3.5000%  |  | $20.86             | $20.67             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  |  | $301768.77         | $285074.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  |  | $522452.97         | $471835.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  |  | $172435.48         | $152819.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  |  | $142340.07         | $126147.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  |  | $703779.49         | $664841.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  |  | $619134.02         | $559147.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  |  | $1136947.93        | $1026794.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  |  | $514924.91         | $465037.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $2300168.70        | $2429948.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $1881000.89        | $1982706.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  |  | $86494.15          | $68256.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  |  | $18963839.37       | $18203206.08       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  |  | $110136.95         | $116349.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $212930.03         | $218286.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  |  | $247271.81         | $261212.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  |  | $308872.50         | $315129.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  |  | $89740.27          | $81471.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  |  | $311781.13         | $295952.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  |  | $237066.70         | $215849.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  |  | $165341.64         | $138907.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  |  | $110130.20         | $112365.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ6522 | 2054-10-01      | 5.0000%  |  | $812.55            | $813.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  |  | $1135.35           | $1184.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  |  | $5744664.63        | $5850776.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $2228817.76        | $2253639.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2102 | 2054-08-01      | 6.0000%  |  | $9682629.27        | $10071444.93       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $5279383.75        | $5497812.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $740.26            | $743.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $62857614.08       | $64971725.15       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $91828.60          | $93560.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $954192.38         | $970028.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  |  | $312113.62         | $324441.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4130 | 2055-05-01      | 6.0000%  |  | $841.04            | $870.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  |  | $837.34            | $858.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  |  | $687.92            | $721.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1421 | 2054-05-01      | 5.5000%  |  | $719.30            | $732.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $754.12            | $739.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4107 | 2055-08-01      | 5.5000%  |  | $1621742.40        | $1651949.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9295 | 2055-04-01      | 6.0000%  |  | $1387433.52        | $1426914.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9150 | 2055-05-01      | 6.0000%  |  | $707.48            | $727.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $634.63            | $654.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $3513611.39        | $3573741.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $707.79            | $708.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  |  | $657.21            | $671.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  |  | $552.22            | $453.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  |  | $46401212.15       | $44706392.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $177607898.51      | $178479183.71      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  |  | $395623.99         | $399754.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  |  | $24840113.38       | $24191322.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF6627 | 2053-01-01      | 6.5000%  |  | $60447.73          | $64131.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $1739780.10        | $1835440.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $641.46            | $660.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  |  | $253559.31         | $239533.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  |  | $47146.26          | $47453.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $772.12            | $784.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  |  | $938413.82         | $989535.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3507 | 2055-10-01      | 5.5000%  |  | $852.50            | $867.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  |  | $124352.45         | $117472.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $501718.08         | $517113.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  |  | $10094298.88       | $10433164.50       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  |  | $208347.33         | $186908.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  |  | $1548180.54        | $1639330.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6880 | 2055-10-01      | 5.5000%  |  | $5291460.68        | $5431469.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  |  | $12130361.16       | $12537577.38       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7447 C     | 2055-10-20      | 6.0000%  |  | $1758.71           | $1834.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9238 | 2054-12-01      | 6.0000%  |  | $828.41            | $852.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  |  | $212.50            | $208.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $96775.88          | $96318.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  |  | $3279106.39        | $3134290.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  |  | $165864.64         | $150655.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  |  | $786.42            | $808.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3577 | 2055-03-01      | 5.5000%  |  | $856.86            | $874.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $1502698.79        | $1549430.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  |  | $834.11            | $847.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1710 | 2053-10-01      | 6.0000%  |  | $1638337.45        | $1717641.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  |  | $836.04            | $867.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB1479 | 2050-07-01      | 3.0000%  |  | $431.02            | $393.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $3553437.38        | $3664045.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $100.73            | $97.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH5578 | 2053-12-01      | 7.5000%  |  | $530.41            | $575.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  |  | $13585099.75       | $12467222.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $3058734.86        | $2895724.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  |  | $967863.97         | $1008992.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $73438459.00       | $70604224.10       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  |  | $898802.14         | $945349.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2395 | 2053-01-01      | 5.0000%  |  | $675.00            | $683.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  |  | $393986.26         | $376378.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  |  | $101004.68         | $91219.01          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $263.45            | $257.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  |  | $106010.06         | $114161.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5139 | 2033-01-01      | 5.5000%  |  | $59089.56          | $61029.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $105206015.58      | $91455133.48       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  |  | $72453.17          | $73400.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0844 C     | 2064-08-20      | 4.0000%  |  | $266741.31         | $251983.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $84793.92          | $88559.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  |  | $4648812.33        | $4495607.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  |  | $88.54             | $86.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1773 | 2054-06-01      | 5.5000%  |  | $814.66            | $829.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $1645940.66        | $1684452.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  |  | $375306.67         | $384177.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  |  | $19957958.43       | $20813895.39       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $3218432.72        | $3406316.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  |  | $7584.57           | $6198.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9003 | 2045-02-01      | 3.5000%  |  | $336.19            | $320.08            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $747.21            | $766.06            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G07692 G | 2044-03-01      | 4.5000%  |  | $49598.92          | $49962.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  |  | $775.55            | $797.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  |  | $961798.06         | $926357.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  |  | $708.45            | $732.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  |  | $174335.78         | $166006.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD5578 | 2052-09-01      | 3.5000%  |  | $948702.06         | $884810.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  |  | $823316.68         | $865756.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  |  | $215649.46         | $224174.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $412819.18         | $341346.42         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  |  | $231841.07         | $236891.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  |  | $259528.94         | $247612.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  |  | $88348855.20       | $84622594.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  |  | $84.39             | $79.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $2645152.42        | $2745377.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $4534056.52        | $4677343.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  |  | $95536.77          | $97000.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  |  | $633.36            | $569.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  |  | $584504.96         | $558234.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  |  | $6064842.98        | $6324939.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2548 | 2055-01-01      | 5.5000%  |  | $838.22            | $856.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  |  | $756.50            | $777.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0564 | 2054-05-01      | 5.5000%  |  | $4433294.91        | $4523943.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3832 | 2055-03-01      | 5.0000%  |  | $286962.81         | $287684.72         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  |  | $1743123.96        | $1662097.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  |  | $730668.05         | $698312.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $1806216.94        | $1884254.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  |  | $1363.31           | $1425.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $71019.83          | $71357.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  |  | $875086.44         | $892691.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $1807910.81        | $1909919.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $662.14            | $665.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $61094.50          | $62322.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  |  | $118751.64         | $106421.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7789 | 2054-08-01      | 5.5000%  |  | $1281129.58        | $1324860.09        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE2763 | 2052-05-01      | 4.5000%  |  | $1118862.94        | $1108031.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6885 | 2053-02-01      | 6.0000%  |  | $668.62            | $690.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $2681146.25        | $2824895.91        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q52446 G | 2047-11-01      | 3.5000%  |  | $1300465.44        | $1240875.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6198 | 2053-01-01      | 6.0000%  |  | $1422223.74        | $1476054.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZJ4914 | 2031-02-01      | 7.5000%  |  | $29145.94          | $29622.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  |  | $2930972.29        | $3055368.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5173 | 2047-11-01      | 4.5000%  |  | $222.52            | $222.08            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $3022501.92        | $3263126.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  |  | $2386761.39        | $2418325.51        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G05398 G | 2033-11-01      | 5.0000%  |  | $5869.89           | $5980.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4693 | 2053-11-01      | 5.5000%  |  | $61274.45          | $63183.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  |  | $415629.11         | $396540.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7361 | 2054-07-01      | 6.5000%  |  | $3556895.71        | $3732946.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  |  | $116665.03         | $83735.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  |  | $92701.72          | $83085.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  |  | $8877.96           | $8119.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH6083 | 2053-12-01      | 7.5000%  |  | $488.32            | $529.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $206.59            | $195.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE4489 | 2046-12-01      | 3.0000%  |  | $805872.12         | $737146.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  |  | $7653647.40        | $8066895.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  |  | $903244.93         | $956425.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  |  | $1599401.62        | $1653093.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2132 | 2055-09-01      | 6.0000%  |  | $830.85            | $864.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  |  | $3702210.38        | $3727243.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6243 | 2049-01-01      | 4.5000%  |  | $519838.42         | $518472.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9200 | 2054-09-01      | 4.5000%  |  | $830.01            | $812.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $1751656.26        | $1788674.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  |  | $61373.84          | $63955.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $804.35            | $817.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7114 | 2054-09-01      | 6.0000%  |  | $751.90            | $775.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $1461462.54        | $1541819.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $778.64            | $796.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9480 | 2048-03-01      | 4.5000%  |  | $22145.15          | $22083.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0138 | 2053-12-01      | 5.5000%  |  | $721.09            | $733.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $83599786.73       | $85319712.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3617 | 2055-10-01      | 5.5000%  |  | $852.50            | $868.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  |  | $852.50            | $812.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  |  | $90610.38          | $80310.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  |  | $6497954.15        | $6716070.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1989 | 2052-10-01      | 5.0000%  |  | $475.82            | $479.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  |  | $57060.04          | $57560.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  |  | $818.66            | $820.53            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  |  | $4475001.68        | $4777561.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6976 | 2053-02-01      | 5.5000%  |  | $826007.43         | $864246.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $2349877.50        | $2392086.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  |  | $3742326.41        | $3750266.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  |  | $3137841.45        | $3285884.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  |  | $289348.77         | $295435.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  |  | $780031.54         | $813346.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $2171593.93        | $2289012.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  |  | $951092.34         | $995003.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  |  | $1247562.39        | $1314445.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  |  | $333889.82         | $336862.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $1333235.43        | $1344720.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8565 | 2055-05-01      | 6.0000%  |  | $762.53            | $785.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7807 | 2055-05-01      | 5.0000%  |  | $847.45            | $850.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6665 | 2055-06-01      | 5.5000%  |  | $3426288.28        | $3516945.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7099 | 2055-06-01      | 6.0000%  |  | $381.90            | $394.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $243053.57         | $246983.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  |  | $997518.73         | $979359.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4435 | 2055-03-01      | 6.5000%  |  | $845.54            | $901.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  |  | $679135.85         | $725050.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  |  | $1212210.62        | $1294163.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  |  | $6891947.50        | $7458403.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  |  | $955009.43         | $994003.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $716696.87         | $742796.11         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $424.27            | $442.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $24793.37          | $22600.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  |  | $30875.83          | $31256.65          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  |  | $1226569.14        | $1302350.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $826.12            | $826.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  |  | $762384.86         | $787970.49         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783274 X     | 2036-04-15      | 6.0000%  |  | $620160.99         | $655453.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  |  | $1314393.22        | $1381027.70        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  |  | $48201106.26       | $45377614.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  |  | $58732493.30       | $57437735.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  |  | $4015213.87        | $3799165.92        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  |  | $315.93            | $308.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $614.74            | $634.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  |  | $2052857.11        | $2149074.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $1970701.94        | $2022492.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  |  | $199258.91         | $208846.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  |  | $787.70            | $812.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7251 | 2054-12-01      | 5.0000%  |  | $919.99            | $922.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8069 | 2050-06-01      | 3.5000%  |  | $193.96            | $181.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $744.09            | $756.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  |  | $82578878.39       | $87915758.65       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4934 | 2053-04-01      | 4.0000%  |  | $727.25            | $699.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $16606701.68       | $17114888.89       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  |  | $3723061.55        | $3806247.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  |  | $905610.76         | $925742.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  |  | $30893994.05       | $31888821.84       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $82643.12          | $85476.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2677 | 2053-04-01      | 6.0000%  |  | $683.84            | $715.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $6795788.13        | $6536687.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  |  | $820.86            | $834.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $446144.82         | $456389.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9629 | 2055-01-01      | 6.0000%  |  | $2827289.84        | $2906502.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  |  | $1594003.19        | $1619904.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8676 | 2055-01-01      | 6.5000%  |  | $1363954.80        | $1420658.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  |  | $843.12            | $868.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  |  | $816.51            | $818.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6532 | 2054-11-01      | 5.0000%  |  | $27940461.56       | $27950706.40       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 705308 C     | 2039-01-20      | 7.2500%  |  | $154449.51         | $159984.00         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705648 X     | 2038-12-15      | 6.5000%  |  | $90531.69          | $96513.09          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 787165 X     | 2052-02-15      | 3.5000%  |  | $956864.84         | $905127.80         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  |  | $510803.44         | $498332.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8685 | 2055-09-01      | 6.5000%  |  | $1974692.85        | $2056697.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1014 C     | 2055-07-20      | 5.5000%  |  | $83498.26          | $85537.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ9080 | 2054-11-01      | 6.0000%  |  | $2082283.41        | $2142607.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC5780 | 2054-10-01      | 7.0000%  |  | $2043684.09        | $2175837.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  |  | $790425.80         | $822540.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9483 | 2046-12-01      | 3.0000%  |  | $23341.71          | $21377.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  |  | $813.20            | $799.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  |  | $817.08            | $840.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  |  | $3078343.98        | $3225755.61        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  |  | $81979.50          | $77529.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  |  | $564772.82         | $586676.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  |  | $347.39            | $375.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  |  | $753.50            | $808.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  |  | $5811412.39        | $5838724.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2022 | 2053-10-01      | 6.0000%  |  | $1573760.92        | $1653772.50        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  |  | $121866.63         | $126203.33         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  |  | $149002.29         | $154752.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  |  | $112011.62         | $114711.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2162 | 2055-04-01      | 5.5000%  |  | $819.79            | $839.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  |  | $850.92            | $855.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7743 | 2054-06-01      | 6.0000%  |  | $768.52            | $799.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8587 | 2045-08-01      | 3.5000%  |  | $439103.39         | $416428.39         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  |  | $1153929.78        | $1110072.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $768.54            | $790.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  |  | $1437401.74        | $1517645.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  |  | $1357806.34        | $1446034.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4131 | 2055-11-01      | 6.5000%  |  | $852.50            | $897.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ7518 | 2055-11-01      | 5.0000%  |  | $852.50            | $856.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3192 | 2055-11-01      | 6.0000%  |  | $1735.69           | $1806.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  |  | $26710571.62       | $25476908.26       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  |  | $858.40            | $862.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  |  | $902.76            | $935.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2871 | 2055-03-01      | 5.5000%  |  | $953901.29         | $977923.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  |  | $805.83            | $796.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKBM7860 | 2050-12-01      | 4.0000%  |  | $2607991.87        | $2466324.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  |  | $1099276.19        | $1158714.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  |  | $694550.94         | $741503.98         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  |  | $1722135.02        | $1707936.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  |  | $429173.65         | $457926.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8358 | 2054-12-01      | 4.5000%  |  | $1001533.30        | $989017.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  |  | $2456249.34        | $2471172.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  |  | $845.45            | $858.73            | Agency Mortgage-Backed Securities         |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $81096620.00       | $82349213.13       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  |  | $8326197.00        | $8398810.36        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $502207.75         | $502815.42         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $706552.00         | $721221.97         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $9010925.00        | $8977457.38        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $31116.25          | $30668.09          | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $452677.50         | $448017.43         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $85.25             | $84.58             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $18698053.00       | $17590518.11       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $14772716.75       | $15113847.84       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $20028549.75       | $20354013.69       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $48442630.50       | $49492527.63       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE J 27      | 2027-03-31      | 0.6250%  |  | $234181.75         | $224589.03         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $521644.75         | $514563.75         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $8098835.25        | $4476822.61        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2996793.25        | $2989174.39        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $85.25             | $79.09             | U.S. Treasuries (including strips)        |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $38533.00          | $38005.02          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $16827327.00       | $16772314.59       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $173465847.50      | $174541172.83      | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $852500.00         | $875613.41         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $13652190.75       | $13860625.58       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $8778874.50        | $8893935.28        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  |  | $428807.50         | $433046.91         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $14697611.50       | $14884329.48       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $31993643.00       | $32195266.94       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $20465115.00       | $20962232.43       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $54279357.00       | $56437989.19       | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/27     | 2027-07-31      | 3.9245%  |  | $21312500.00       | $21305893.13       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $2132955.00        | $2104919.60        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $52040010.00       | $53560687.34       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $25271510.00       | $23926928.20       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $21312500.00       | $21758635.62       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $538012.75         | $538405.91         | U.S. Treasuries (including strips)        |

### Security 215: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.150%, 11/3/2025
- **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: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $221000000.00
- **C.18.a - Value (excl. sponsor support):** $221000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MA9666 M     | 2054-05-20      | 4.5000%  |  | $8063698.68        | $7911117.37        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $768480.29         | $732631.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $4799079.02        | $4810868.76        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $54037.74          | $54292.40          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $2737369.23        | $2752516.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $13379647.84       | $13762573.37       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $7768595.58        | $7825964.07        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $3871360.28        | $3821768.16        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $5444048.49        | $5223963.75        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $3348471.48        | $3023418.61        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7648 M     | 2051-10-20      | 2.0000%  |  | $2180549.85        | $1818996.51        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $1682557.20        | $1461987.97        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $647308.89         | $599139.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $14807441.25       | $12866486.78       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $17725428.45       | $14794948.37       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $3120574.34        | $3124818.32        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $315062.98         | $303765.87         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $1819343.39        | $1815260.79        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $1362610.68        | $1232612.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $1604222.79        | $1601495.61        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $3525114.54        | $3217372.04        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $2505272.07        | $2421118.31        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $2708368.40        | $2613110.57        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $3173854.18        | $2968891.96        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $798311.09         | $771505.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $2918878.91        | $2740321.35        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $3662278.22        | $3428828.74        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $1382435.30        | $1294312.89        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $2585102.31        | $2369220.42        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $1995641.23        | $1858807.43        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $239080.58         | $224189.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $29211475.14       | $25064127.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $11270152.71       | $9663010.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $425100.73         | $348338.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $1077263.06        | $1082656.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $425040.86         | $353539.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1528 | 2048-04-01      | 3.5000%  |  | $776563.75         | $730729.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $390839.06         | $350156.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $1711881.52        | $1406168.01        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $652657.20         | $662062.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9962 M     | 2054-10-20      | 4.0000%  |  | $1153115.72        | $1096140.65        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $2311980.71        | $2008903.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $6414253.45        | $6430011.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $7306627.97        | $6007236.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $793559.55         | $760296.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $1104331.48        | $921224.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $170595.96         | $177667.62         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  |  | $6991582.02        | $7149964.66        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $2861810.28        | $2675428.21        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786574 M     | 2053-02-20      | 5.5000%  |  | $1623501.79        | $1658701.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $372170.67         | $335252.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $1718874.87        | $1659713.49        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $2755834.36        | $2798994.40        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $1155120.72        | $963592.08         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $11340910.89       | $9875249.37        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $5398583.23        | $5499716.68        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $3410648.78        | $3190401.59        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $5169273.74        | $4683465.39        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $3314500.61        | $3032237.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $373467.14         | $349476.98         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $10820545.56       | $10616632.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $214863.52         | $208720.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $238351.86         | $238925.02         | Agency Mortgage-Backed Securities  |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $81151.20          | $52913.49          | U.S. Treasuries (including strips) |

### Security 216: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  4.130%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935TKW005, C.3 - LEI: 549300H7EXFMRS487544
- **C.18 - Value (incl. sponsor support):** $450004187.00
- **C.18.a - Value (excl. sponsor support):** $450004187.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $50601648.35       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $50601648.35       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $40000000.00       | $40481318.68       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51311924.92       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51311924.92       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51311924.92       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51311924.92       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51311924.92       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51311924.92       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $9470000.00        | $9718478.58        | U.S. Treasuries (including strips) |

### Security 217: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  4.160%, 11/3/2025
- **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: 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:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2021-015 AC     | 2051-01-20      | 1.2500%  |  | $48967341.49       | $37805170.72       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL003EA R21F003 | 2051-02-25      | 1.2500%  |  | $46130018.99       | $35360258.70       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC102AB R20F102 | 2051-01-25      | 1.2500%  |  | $111296678.05      | $81983321.92       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL075KA R20F075 | 2050-11-25      | 1.2500%  |  | $62404758.63       | $47567881.68       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL003GA R21F003 | 2051-02-25      | 1.5000%  |  | $46577107.67       | $36130002.15       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077CA R20F077 | 2050-11-25      | 1.5000%  |  | $22836086.91       | $17385432.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  |  | $1386615.79        | $1255622.20        | Agency Mortgage-Backed Securities         |

### Security 218: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  4.170%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $50000000.00       | $47233693.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $50000000.00       | $47233693.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $29000000.00       | $27395542.03       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50408205.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50408205.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50408205.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50408205.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $45000000.00       | $45367384.50       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $53587552.83       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $53587552.83       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $48000000.00       | $51444050.71       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50979858.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $51032948.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $51032948.37       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50945182.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50945182.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50945182.47       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $25372000.00       | $26562872.25       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49347655.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49347655.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49347655.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49347655.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $7000000.00        | $6908671.70        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $47590353.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $47590353.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $47590353.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51464970.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $4000000.00        | $4117197.65        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $46210850.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $46210850.71       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $43394106.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $43394106.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $43394106.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $43394106.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $30211000.00       | $26219586.75       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2039 | 2039-02-15      | 3.5000%  |  | $31962000.00       | $29677812.32       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $51363280.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $30000000.00       | $30817968.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $52106317.93       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $52106317.93       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51078125.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $45000000.00       | $45970312.50       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51311205.11       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51311205.11       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51311205.11       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $5000000.00        | $5131120.51        | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51721978.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51721978.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51721978.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $35000000.00       | $36205384.71       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47407976.52       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $39300000.00       | $37262669.54       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $51443275.71       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $50164065.00       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $25000000.00       | $25082032.50       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41642558.27       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51745413.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51745413.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $13200000.00       | $13660789.07       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49187244.62       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49187244.62       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19674897.85       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $51068422.79       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $16000000.00       | $16341895.29       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2051 | 2051-05-15      | 2.3750%  |  | $50000000.00       | $33209406.47       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2051 | 2051-05-15      | 2.3750%  |  | $50000000.00       | $33209406.47       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2051 | 2051-05-15      | 2.3750%  |  | $6448000.00        | $4282685.06        | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $50000000.00       | $49638670.00       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $35455000.00       | $35198780.90       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $20039741.85       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  |  | $50000000.00       | $51912957.93       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  |  | $10000000.00       | $10382591.59       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $10000000.00       | $9345703.00        | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $10000000.00       | $10411073.62       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52873133.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52873133.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $19753000.00       | $20888059.94       | U.S. Treasuries (including strips) |

### Security 219: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  4.140%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $226000000.00      | $225228861.78      | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $100000000.00      | $99547036.07       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $50000.00          | $47725.71          | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $10230000.00       | $10075312.51       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $69000.00          | $68563.30          | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  |  | $5000000.00        | $4999273.54        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $51046000.00       | $52856601.62       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $127000000.00      | $125995548.03      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $347935000.00      | $347477626.06      | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $600000000.00      | $540713181.52      | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  |  | $86000.00          | $84990.17          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $1060000000.00     | $1075379505.43     | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $296119400.00      | $308130447.04      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $542130000.00      | $551300671.08      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $163900800.00      | $170482225.88      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $58000000.00       | $58844130.11       | U.S. Treasuries (including strips) |

### Security 220: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  4.000%, 11/6/2025
- **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:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $599999000.00      | $617810757.20      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $562314500.00      | $563236695.78      | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $11000000.00       | $10835132.00       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $20000000.00       | $19094460.00       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $66997800.00       | $64448042.27       | U.S. Treasuries (including strips) |

### Security 221: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.150%, 11/3/2025
- **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: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2024-197 PF      | 2054-12-20      | 5.1838%  |  | $6438866.45        | $6456881.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 FA      | 2054-09-20      | 5.2938%  |  | $222.15            | $222.75            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC      | 2054-10-20      | 5.3338%  |  | $224.67            | $224.84            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.4838%  |  | $11491633.96       | $11552431.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-120 FB      | 2053-08-20      | 5.2938%  |  | $68.57             | $68.82             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 5.1838%  |  | $129.42            | $129.76            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-089 BF      | 2053-06-20      | 5.0838%  |  | $3074117.54        | $3078822.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 FE      | 2053-06-20      | 5.1338%  |  | $181344.19         | $181757.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 5.1838%  |  | $3684908.11        | $3679911.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 5.1838%  |  | $3328403.23        | $3323986.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF      | 2052-02-20      | 3.0000%  |  | $2395332.17        | $2094051.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-65 FA       | 2049-05-20      | 4.5000%  |  | $115.82            | $110.23            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-164 PH      | 2053-11-20      | 4.5000%  |  | $143.59            | $142.80            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-164 BA      | 2051-03-20      | 4.5000%  |  | $5321070.36        | $5292677.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 5.1838%  |  | $238186.81         | $232241.42         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.4328%  |  | $3126998.05        | $3142443.74        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC008PB R16F008  | 2046-03-25      | 3.0000%  |  | $285.71            | $238.64            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC082AG R25F082  | 2052-08-25      | 4.5000%  |  | $139.83            | $139.04            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068AV R25F068  | 2036-07-25      | 5.5000%  |  | $141.56            | $145.62            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53  | 2053-08-25      | 6.0000%  |  | $142.86            | $147.54            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5252FP 09/25/52  | 2052-09-25      | 4.8328%  |  | $41482.45          | $40778.27          | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4407CF 06/15/44  | 2044-06-15      | 4.6482%  |  | $14.42             | $14.23             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD      | 2054-06-20      | 5.3838%  |  | $112.65            | $113.15            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 YG      | 2054-12-20      | 5.0338%  |  | $104.52            | $104.68            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-180 EF      | 2055-10-20      | 5.0614%  |  | $104392.14         | $104575.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 5.1338%  |  | $12052136.35       | $12076670.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-081 H       | 2051-08-20      | 3.5000%  |  | $97.36             | $92.21             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC082AD R25F082  | 2052-08-25      | 5.0000%  |  | $4494933.13        | $4512327.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029KV R25F029  | 2036-05-25      | 5.0000%  |  | $613.17            | $622.49            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 6.0838%  |  | $54.30             | $55.27             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5458PF 09/25/54  | 2054-09-25      | 5.1828%  |  | $229.30            | $229.62            | Agency Collateralized Mortgage Obligation |
| FCSB 2.78 FCOR 22-36 BI    | 2036-12-01      | 2.7800%  |  | $428.57            | $365.65            | Agency Debentures and Agency Strips       |
| FNMA FNMS 03.500 CLMA4731  | 2052-09-01      | 3.5000%  |  | $477.70            | $442.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4700  | 2052-08-01      | 4.0000%  |  | $115.95            | $111.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656  | 2052-07-01      | 4.5000%  |  | $111.31            | $109.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656  | 2052-07-01      | 4.5000%  |  | $222.63            | $218.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4654  | 2052-07-01      | 3.5000%  |  | $116.45            | $107.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4618  | 2052-04-01      | 4.0000%  |  | $199.45            | $190.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4600  | 2052-05-01      | 3.5000%  |  | $222.82            | $206.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623  | 2052-06-01      | 2.5000%  |  | $476.32            | $407.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548  | 2052-02-01      | 2.5000%  |  | $111.01            | $95.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4563  | 2052-03-01      | 2.5000%  |  | $223.98            | $191.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5386  | 2054-06-01      | 4.5000%  |  | $804.94            | $787.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296  | 2054-03-01      | 5.5000%  |  | $597.22            | $607.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1840  | 2052-06-01      | 3.0000%  |  | $1120218.14        | $1006572.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1805  | 2052-11-01      | 5.0000%  |  | $102.93            | $104.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1581  | 2052-09-01      | 2.5000%  |  | $116.80            | $99.93             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1549  | 2052-04-01      | 3.5000%  |  | $857.18            | $800.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1739  | 2052-10-01      | 4.5000%  |  | $114.49            | $112.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1684  | 2052-09-01      | 4.5000%  |  | $11939.49          | $11788.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M      | 2052-05-20      | 4.0000%  |  | $16419422.57       | $15737168.19       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M      | 2050-07-20      | 3.0000%  |  | $129.43            | $117.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $6515239.78        | $5887672.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5651 M      | 2048-12-20      | 4.0000%  |  | $3081388.75        | $2974058.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5595 M      | 2048-11-20      | 4.0000%  |  | $3714.24           | $3584.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5077 M      | 2048-03-20      | 3.5000%  |  | $1731069.14        | $1619284.77        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA4091 M      | 2046-11-20      | 4.6250%  |  | $5.33              | $5.48              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2164 M      | 2044-08-20      | 4.6250%  |  | $141.70            | $142.69            | Agency Mortgage-Backed Securities         |
| GNMA GNAR TL MA1120 M      | 2043-06-20      | 6.1250%  |  | $8.78              | $8.98              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0186 M      | 2042-06-20      | 6.2500%  |  | $49.15             | $50.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4359  | 2055-09-01      | 5.5000%  |  | $220.38            | $226.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4229  | 2055-08-01      | 6.0000%  |  | $142.60            | $147.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4371  | 2055-09-01      | 5.5000%  |  | $277.99            | $282.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3192  | 2055-07-01      | 6.0000%  |  | $141.36            | $146.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3569  | 2055-08-01      | 6.0000%  |  | $137.74            | $142.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2580  | 2055-07-01      | 6.0000%  |  | $121.50            | $125.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9527  | 2055-09-01      | 5.5000%  |  | $571.40            | $580.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9524  | 2055-08-01      | 5.5000%  |  | $333.25            | $342.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9166  | 2055-05-01      | 5.0000%  |  | $206.16            | $207.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8833  | 2055-07-01      | 6.0000%  |  | $427.23            | $444.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA4289  | 2049-11-01      | 3.5000%  |  | $159607.59         | $151447.44         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61281 G  | 2048-01-01      | 3.5000%  |  | $136028.19         | $128308.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQA1842  | 2049-08-01      | 4.5000%  |  | $38.04             | $37.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9749  | 2047-06-01      | 4.0000%  |  | $13.21             | $12.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1374  | 2052-11-01      | 4.5000%  |  | $381.17            | $375.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8045  | 2050-02-01      | 3.5000%  |  | $200.26            | $187.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2805  | 2054-08-01      | 7.0000%  |  | $522.20            | $559.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA7748  | 2052-08-01      | 3.0000%  |  | $895.25            | $799.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5495  | 2054-10-01      | 4.5000%  |  | $545.34            | $533.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4600  | 2052-12-01      | 6.0000%  |  | $114.12            | $119.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3675 C      | 2050-04-20      | 4.0000%  |  | $45.42             | $43.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4967  | 2054-02-01      | 5.5000%  |  | $116.62            | $119.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZS0625  | 2032-04-01      | 7.0000%  |  | $0.26              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC7173  | 2051-09-01      | 2.5000%  |  | $446.09            | $382.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2180  | 2054-10-01      | 7.0000%  |  | $282.39            | $299.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8182  | 2051-12-01      | 2.0000%  |  | $1242.91           | $1016.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2987  | 2053-03-01      | 3.5000%  |  | $49128.45          | $45493.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1874  | 2052-11-01      | 5.5000%  |  | $219.23            | $225.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY2978  | 2053-05-01      | 5.0000%  |  | $329.12            | $333.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI3582  | 2035-09-01      | 5.0000%  |  | $34.45             | $35.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0520  | 2050-06-01      | 4.0000%  |  | $54.89             | $53.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB3891  | 2050-10-01      | 2.0000%  |  | $196620.26         | $161547.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8274  | 2052-12-01      | 4.0000%  |  | $209934.53         | $200907.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS3327  | 2037-02-01      | 2.5000%  |  | $96.71             | $91.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8224  | 2052-07-01      | 2.5000%  |  | $119.75            | $102.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3927  | 2042-10-01      | 3.5000%  |  | $96.94             | $92.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745515  | 2036-05-01      | 5.0000%  |  | $6.65              | $6.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1756  | 2029-02-01      | 3.5000%  |  | $9.56              | $9.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV4130  | 2044-02-01      | 4.5000%  |  | $37.50             | $37.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9288  | 2044-02-01      | 4.5000%  |  | $68.55             | $68.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9316  | 2044-03-01      | 4.5000%  |  | $3.62              | $3.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5606  | 2051-02-01      | 2.0000%  |  | $98.56             | $81.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4838  | 2052-12-01      | 3.5000%  |  | $242.81            | $225.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M      | 2050-08-20      | 3.0000%  |  | $366941.48         | $332503.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1563  | 2048-04-01      | 4.5000%  |  | $21.90             | $21.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5294  | 2054-03-01      | 5.0000%  |  | $399.65            | $400.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5301  | 2044-07-01      | 5.5000%  |  | $99.84             | $102.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7185  | 2052-04-01      | 4.0000%  |  | $105.53            | $101.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3592  | 2049-02-01      | 4.0000%  |  | $50.92             | $49.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1089  | 2052-03-01      | 3.5000%  |  | $209.11            | $193.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3666  | 2049-06-01      | 4.0000%  |  | $75.47             | $73.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4951  | 2048-09-01      | 4.5000%  |  | $19050.99          | $19040.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6139  | 2048-12-01      | 4.5000%  |  | $20.47             | $20.36             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY387969  | 2028-08-01      | 3.6500%  |  | $142.86            | $141.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA0530  | 2049-06-01      | 3.5000%  |  | $24.64             | $23.27             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.260 WEWE6088  | 2040-02-01      | 3.2600%  |  | $568.93            | $514.28            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.770 WNWN0077  | 2040-03-01      | 2.7700%  |  | $143.71            | $113.99            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0045 G         | 2036-01-01      | 6.5710%  |  | $1.76              | $1.81              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847271 G         | 2030-09-01      | 6.5740%  |  | $0.57              | $0.58              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847268 G         | 2032-12-01      | 6.4930%  |  | $29.30             | $30.06             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848074 G         | 2037-06-01      | 6.7500%  |  | $120.16            | $125.14            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B3432 G         | 2037-06-01      | 6.5310%  |  | $0.84              | $0.86              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846355 G         | 2026-10-01      | 6.3550%  |  | $65.13             | $65.30             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 6.3370%  |  | $31.35             | $31.66             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841115 G         | 2050-08-01      | 5.7220%  |  | $23.08             | $23.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  |  | $6.36              | $6.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  |  | $70.19             | $73.44             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.7500%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420195 G         | 2030-11-01      | 5.4500%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420192 G         | 2029-06-01      | 4.2630%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420191 G         | 2030-06-01      | 4.6710%  |  | $0.41              | $0.41              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7522  | 2054-06-01      | 5.5000%  |  | $108.14            | $109.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1927  | 2054-03-01      | 5.5000%  |  | $97066.89          | $99366.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9258  | 2053-06-01      | 5.0000%  |  | $36390.63          | $36593.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8795  | 2053-04-01      | 5.5000%  |  | $9976.29           | $10248.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8748  | 2053-03-01      | 6.0000%  |  | $213.28            | $221.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8135  | 2052-10-01      | 5.5000%  |  | $1142183.49        | $1167372.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8889  | 2053-04-01      | 6.0000%  |  | $125.34            | $131.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7574  | 2052-06-01      | 5.0000%  |  | $104.50            | $106.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6815  | 2052-02-01      | 2.5000%  |  | $15510.03          | $13352.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6808  | 2052-02-01      | 3.0000%  |  | $102.67            | $92.10             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HLBS2162  | 2051-06-01      | 2.5900%  |  | $143.99            | $110.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3432  | 2051-01-01      | 2.0000%  |  | $187.97            | $154.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6696  | 2051-10-01      | 2.0000%  |  | $519.61            | $425.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ6341  | 2050-11-01      | 3.0000%  |  | $199.05            | $179.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4495  | 2051-02-01      | 2.0000%  |  | $206.37            | $169.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ2883  | 2050-09-01      | 2.5000%  |  | $75.81             | $64.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ2363  | 2050-09-01      | 2.5000%  |  | $10038.91          | $8612.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ2354  | 2050-09-01      | 2.5000%  |  | $105.25            | $91.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2085  | 2050-10-01      | 2.0000%  |  | $277.46            | $227.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP9638  | 2050-06-01      | 3.0000%  |  | $48.16             | $43.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5412  | 2050-05-01      | 3.0000%  |  | $8848.57           | $8043.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBP3507  | 2036-06-01      | 2.0000%  |  | $250.31            | $231.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBP2389  | 2050-04-01      | 4.5000%  |  | $128.22            | $126.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO9169  | 2049-12-01      | 3.0000%  |  | $45.91             | $41.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $109.64            | $89.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1526  | 2049-09-01      | 3.0000%  |  | $29.96             | $26.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5064  | 2054-05-01      | 5.5000%  |  | $264.75            | $272.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5994 C      | 2055-09-20      | 7.5000%  |  | $142.86            | $154.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5446  | 2055-01-01      | 5.5000%  |  | $125.31            | $128.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX1256  | 2054-12-01      | 6.0000%  |  | $256.13            | $265.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ8257  | 2054-10-01      | 6.0000%  |  | $72.79             | $75.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6711  | 2054-11-01      | 4.5000%  |  | $18281.47          | $18135.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6066  | 2055-10-01      | 6.5000%  |  | $775652.43         | $810499.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD8474  | 2055-05-01      | 5.0000%  |  | $284.06            | $284.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4902  | 2053-01-01      | 3.5000%  |  | $122.87            | $113.89            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848841 G         | 2042-08-01      | 6.4260%  |  | $7.51              | $7.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2309  | 2042-09-01      | 3.5000%  |  | $69.69             | $66.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6913  | 2051-12-01      | 2.0000%  |  | $114.83            | $93.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4714  | 2050-10-01      | 2.5000%  |  | $81.92             | $71.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB2802  | 2050-08-01      | 2.5000%  |  | $86.07             | $73.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8004  | 2049-08-01      | 3.0000%  |  | $86.34             | $77.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAZ3777  | 2030-03-01      | 3.0000%  |  | $8.14              | $8.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4357  | 2051-06-01      | 3.0000%  |  | $1297.21           | $1160.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7656  | 2038-06-01      | 5.5000%  |  | $0.53              | $0.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3594  | 2029-10-01      | 3.0000%  |  | $10.24             | $10.09             | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G60528 G  | 2039-02-01      | 7.0000%  |  | $138.96            | $149.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3694  | 2049-07-01      | 4.5000%  |  | $15.33             | $15.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1422  | 2052-12-01      | 6.0000%  |  | $193.07            | $202.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7555  | 2052-08-01      | 3.0000%  |  | $107.15            | $97.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF7077  | 2053-02-01      | 5.0000%  |  | $88.47             | $88.79             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4693  | 2046-12-01      | 3.0000%  |  | $94.74             | $86.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4031  | 2055-04-01      | 6.0000%  |  | $138.47            | $143.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD0266  | 2054-11-01      | 4.5000%  |  | $122.18            | $120.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0103  | 2047-02-01      | 3.0000%  |  | $39.36             | $36.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9685  | 2051-01-01      | 2.0000%  |  | $300.01            | $245.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8350  | 2053-08-01      | 6.0000%  |  | $58631.55          | $60411.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1854  | 2054-06-01      | 5.0000%  |  | $272.56            | $273.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3796  | 2055-03-01      | 6.5000%  |  | $400.43            | $422.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1686  | 2055-08-01      | 6.5000%  |  | $287.40            | $300.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6718  | 2055-05-01      | 5.5000%  |  | $141.25            | $143.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5394  | 2054-11-01      | 6.5000%  |  | $117.86            | $124.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD4724  | 2055-02-01      | 7.0000%  |  | $142.11            | $150.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4289  | 2055-01-01      | 6.5000%  |  | $963692.56         | $1017254.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS9518  | 2032-03-01      | 3.5000%  |  | $325.89            | $321.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343  | 2053-07-01      | 6.0000%  |  | $725233.41         | $747468.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5402  | 2049-10-01      | 3.0000%  |  | $6172.61           | $5580.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5531  | 2055-05-01      | 6.5000%  |  | $243.54            | $253.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5462  | 2055-04-01      | 5.5000%  |  | $138.38            | $141.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5173  | 2055-03-01      | 6.0000%  |  | $127.01            | $131.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO4109  | 2049-08-01      | 3.0000%  |  | $44.26             | $39.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBO0858  | 2049-05-01      | 5.5000%  |  | $2480.57           | $2574.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3881  | 2055-02-01      | 6.0000%  |  | $142.03            | $146.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3438  | 2055-02-01      | 5.5000%  |  | $118.39            | $120.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3223  | 2055-02-01      | 6.5000%  |  | $428.63            | $451.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3219  | 2055-02-01      | 7.0000%  |  | $284.86            | $303.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2138  | 2055-04-01      | 5.5000%  |  | $141.60            | $144.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0448  | 2055-01-01      | 6.5000%  |  | $90.39             | $94.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0418  | 2055-01-01      | 6.5000%  |  | $264.61            | $275.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0447  | 2055-01-01      | 6.5000%  |  | $421.61            | $441.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9627  | 2055-01-01      | 6.0000%  |  | $129.51            | $134.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7543  | 2055-01-01      | 6.5000%  |  | $141.71            | $147.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC7275  | 2054-12-01      | 4.5000%  |  | $702.01            | $693.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6780  | 2055-01-01      | 4.5000%  |  | $562.18            | $552.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC6627  | 2054-11-01      | 6.0000%  |  | $107.79            | $111.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6609  | 2054-11-01      | 5.0000%  |  | $138.41            | $138.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8346  | 2039-12-01      | 4.0000%  |  | $252.69            | $249.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8132  | 2036-12-01      | 2.0000%  |  | $177.78            | $163.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8037  | 2035-03-01      | 3.5000%  |  | $61.61             | $60.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4307  | 2051-04-01      | 3.0000%  |  | $222.83            | $199.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN5829  | 2049-02-01      | 5.0000%  |  | $59.15             | $59.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBN5246  | 2049-02-01      | 5.5000%  |  | $138.78            | $145.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN3949  | 2049-01-01      | 5.0000%  |  | $23.96             | $24.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315  | 2053-04-01      | 5.0000%  |  | $118.61            | $118.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8320  | 2053-02-01      | 3.0000%  |  | $125.98            | $112.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8276  | 2052-12-01      | 5.0000%  |  | $43101.15          | $43310.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8275  | 2052-12-01      | 4.5000%  |  | $351.99            | $346.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8267  | 2052-11-01      | 5.0000%  |  | $114.29            | $114.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264  | 2052-11-01      | 3.5000%  |  | $1190.23           | $1103.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288  | 2053-01-01      | 5.0000%  |  | $119.08            | $119.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8242  | 2052-09-01      | 3.0000%  |  | $1266618.04        | $1128886.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8239  | 2052-08-01      | 5.0000%  |  | $215.70            | $216.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8236  | 2052-08-01      | 3.5000%  |  | $118.20            | $109.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8235  | 2052-08-01      | 3.0000%  |  | $1186.47           | $1055.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8234  | 2052-08-01      | 2.5000%  |  | $365.32            | $312.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4169  | 2055-04-01      | 5.5000%  |  | $141.08            | $144.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4026  | 2050-05-01      | 4.0000%  |  | $1593.94           | $1538.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277  | 2052-12-01      | 5.5000%  |  | $109.94            | $112.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1185  | 2055-08-01      | 6.0000%  |  | $612.20            | $629.68            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4906  | 2030-09-01      | 4.7100%  |  | $142.86            | $146.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5215  | 2055-04-01      | 5.5000%  |  | $278.91            | $284.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1855  | 2055-05-01      | 6.0000%  |  | $503.78            | $520.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4772 C      | 2055-03-20      | 7.0000%  |  | $6527.93           | $6956.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3393  | 2048-01-01      | 4.0000%  |  | $567.26            | $551.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9202  | 2054-09-01      | 5.5000%  |  | $642.51            | $653.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB8224  | 2051-01-01      | 2.0000%  |  | $98.98             | $81.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4399  | 2051-08-01      | 2.5000%  |  | $19322.21          | $16557.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5530  | 2054-11-01      | 5.0000%  |  | $938.94            | $939.31            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $221.55            | $232.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888296  | 2037-03-01      | 6.5000%  |  | $78.29             | $83.47             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB888502  | 2033-06-01      | 6.0560%  |  | $1.74              | $1.77              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL691304  | 2037-11-01      | 6.5000%  |  | $623.77            | $648.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5441  | 2041-09-01      | 4.5000%  |  | $17.81             | $17.85             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G15171 G  | 2026-09-01      | 4.5000%  |  | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI8085  | 2038-09-01      | 6.5000%  |  | $3.31              | $3.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7152  | 2051-05-01      | 2.0000%  |  | $11045.90          | $9206.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5522  | 2050-04-01      | 4.0000%  |  | $198.81            | $192.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM8131  | 2036-07-01      | 2.5000%  |  | $388.55            | $366.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655  | 2052-07-01      | 4.0000%  |  | $342.91            | $328.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4254  | 2055-05-01      | 6.5000%  |  | $281.60            | $296.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8520  | 2055-03-01      | 3.5000%  |  | $136.18            | $126.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4154  | 2050-09-01      | 2.0000%  |  | $110284.71         | $90748.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM1181  | 2043-08-01      | 3.0000%  |  | $41.54             | $38.61             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18557 G  | 2030-06-01      | 3.0000%  |  | $14.12             | $13.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7896  | 2054-11-01      | 6.0000%  |  | $424.27            | $436.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3188  | 2055-09-01      | 6.0000%  |  | $569.90            | $590.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ0852  | 2055-08-01      | 5.5000%  |  | $427.15            | $434.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ2073  | 2055-09-01      | 6.5000%  |  | $142.64            | $149.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3703  | 2055-08-01      | 6.0000%  |  | $137.32            | $142.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0608  | 2055-02-01      | 5.5000%  |  | $133.76            | $135.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7616  | 2055-09-01      | 6.0000%  |  | $560.13            | $577.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8010  | 2055-05-01      | 6.5000%  |  | $142.09            | $148.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8204  | 2052-04-01      | 2.0000%  |  | $235.48            | $192.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  |  | $1843758.29        | $1874333.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF2532  | 2052-10-01      | 4.5000%  |  | $101.00            | $99.36             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WSWS4800  | 2034-01-01      | 4.1000%  |  | $134.36            | $134.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE1336  | 2055-07-01      | 5.5000%  |  | $142.18            | $145.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB0378  | 2034-04-01      | 3.5000%  |  | $31.20             | $30.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 ZLZT2475  | 2048-12-01      | 4.5000%  |  | $128.65            | $128.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $21.32             | $20.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZT0717  | 2033-10-01      | 3.5000%  |  | $11.38             | $11.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0470  | 2048-08-01      | 4.5000%  |  | $341.31            | $340.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZS9227  | 2036-08-01      | 3.5000%  |  | $11071.53          | $10830.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS8705  | 2033-07-01      | 3.5000%  |  | $12.23             | $12.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS6549  | 2027-04-01      | 3.0000%  |  | $3.28              | $3.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4746  | 2047-12-01      | 3.0000%  |  | $23.56             | $21.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLZS4681  | 2046-10-01      | 2.5000%  |  | $32.41             | $28.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4023  | 2044-09-01      | 4.5000%  |  | $11.30             | $11.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3514  | 2042-06-01      | 4.0000%  |  | $426.73            | $419.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2659  | 2039-04-01      | 5.0000%  |  | $60996.92          | $62974.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZS0461  | 2029-09-01      | 7.0000%  |  | $0.47              | $0.50              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5565  | 2048-07-01      | 4.5000%  |  | $1695358.09        | $1687318.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4576  | 2045-10-01      | 3.5000%  |  | $43.18             | $41.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2445  | 2037-02-01      | 3.0000%  |  | $61.12             | $58.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685  | 2049-06-01      | 3.0000%  |  | $15.67             | $14.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656  | 2029-05-01      | 3.5000%  |  | $9.05              | $8.99              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4493  | 2051-12-01      | 2.5000%  |  | $107.46            | $92.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4466  | 2051-11-01      | 2.5000%  |  | $105.81            | $90.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4436  | 2051-10-01      | 1.5000%  |  | $805.70            | $623.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4400  | 2051-08-01      | 3.0000%  |  | $344.26            | $307.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378  | 2051-07-01      | 2.0000%  |  | $11075.46          | $9075.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $170.92            | $170.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8222  | 2052-06-01      | 4.0000%  |  | $38214.91          | $36599.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3361  | 2038-05-01      | 4.0000%  |  | $16.65             | $16.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1107  | 2043-11-01      | 4.0000%  |  | $4544.03           | $4461.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907  | 2028-11-01      | 3.5000%  |  | $20.49             | $20.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR5030  | 2043-02-01      | 2.5000%  |  | $31.35             | $27.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAP5205  | 2027-09-01      | 2.5000%  |  | $5.72              | $5.65              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP4781  | 2042-09-01      | 3.0000%  |  | $48.09             | $44.74             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HTAN0765  | 2036-01-01      | 3.9100%  |  | $93.27             | $92.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAL8370  | 2040-01-01      | 7.0000%  |  | $84.56             | $89.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9397  | 2046-10-01      | 3.0000%  |  | $38.71             | $35.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL9122  | 2030-03-01      | 4.0000%  |  | $3.52              | $3.51              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL7034  | 2043-11-01      | 5.9030%  |  | $16.35             | $17.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL6761  | 2030-05-01      | 3.0000%  |  | $24.53             | $24.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL6523  | 2041-05-01      | 6.0000%  |  | $107.89            | $112.89            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAL7183  | 2036-01-01      | 6.3660%  |  | $2880.58           | $2992.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4925  | 2044-02-01      | 4.5000%  |  | $44.06             | $44.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5556  | 2055-02-01      | 5.5000%  |  | $700.19            | $711.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX6522  | 2055-01-01      | 5.5000%  |  | $140.48            | $145.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2362  | 2054-02-01      | 6.5000%  |  | $286.14            | $301.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3704  | 2055-08-01      | 6.5000%  |  | $142.16            | $149.58            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4138  | 2030-07-01      | 4.5450%  |  | $716225.00         | $730578.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2302  | 2054-12-01      | 6.0000%  |  | $141.45            | $145.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3358  | 2055-09-01      | 6.5000%  |  | $142.86            | $148.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2184  | 2053-01-01      | 6.0000%  |  | $323776.87         | $334946.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4228  | 2052-08-01      | 3.5000%  |  | $241.18            | $223.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8045  | 2054-06-01      | 5.5000%  |  | $129.84            | $132.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5137  | 2044-06-01      | 4.5000%  |  | $36.51             | $36.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8141  | 2051-04-01      | 2.5000%  |  | $280.22            | $240.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6761  | 2055-05-01      | 6.0000%  |  | $932809.47         | $970838.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0291  | 2055-04-01      | 6.5000%  |  | $140.12            | $152.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ4288  | 2055-10-01      | 5.0000%  |  | $285.54            | $287.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6957  | 2055-04-01      | 6.5000%  |  | $159.27            | $166.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2685  | 2055-09-01      | 5.5000%  |  | $141.66            | $144.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4029  | 2055-09-01      | 5.5000%  |  | $142.78            | $145.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5270  | 2053-07-01      | 5.5000%  |  | $115.25            | $118.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7559  | 2052-06-01      | 4.0000%  |  | $211.12            | $203.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8057  | 2050-04-01      | 3.5000%  |  | $155.25            | $145.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE5148  | 2047-02-01      | 3.0000%  |  | $221.09            | $202.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5380  | 2055-04-01      | 5.5000%  |  | $568.11            | $579.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7383  | 2055-01-01      | 6.0000%  |  | $139.05            | $144.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8622  | 2055-03-01      | 6.5000%  |  | $140.87            | $146.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6182  | 2055-04-01      | 5.5000%  |  | $49576.72          | $50593.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7239  | 2055-07-01      | 6.0000%  |  | $817.87            | $848.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2254  | 2052-07-01      | 3.5000%  |  | $3232.74           | $3011.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4208  | 2050-12-01      | 2.0000%  |  | $52512.75          | $43134.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0035  | 2047-04-01      | 3.0000%  |  | $56433.01          | $51733.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340  | 2053-07-01      | 4.5000%  |  | $916.90            | $899.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU1416  | 2052-01-01      | 3.0000%  |  | $104.57            | $94.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070  | 2053-07-01      | 4.5000%  |  | $370.38            | $363.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4414  | 2051-01-01      | 2.5000%  |  | $88.61             | $76.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5008  | 2053-05-01      | 4.5000%  |  | $59729.60          | $58702.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1860  | 2053-06-01      | 5.0000%  |  | $15477.69          | $15715.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1026 C      | 2055-08-20      | 6.5000%  |  | $1221519.04        | $1284491.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2155  | 2055-05-01      | 6.0000%  |  | $56966.41          | $58863.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0402  | 2055-03-01      | 6.5000%  |  | $63788.34          | $66527.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5449  | 2055-06-01      | 6.0000%  |  | $1132.74           | $1167.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA6531  | 2052-01-01      | 3.5000%  |  | $95.63             | $89.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA7142  | 2052-04-01      | 2.0000%  |  | $19588.43          | $16170.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6239  | 2051-11-01      | 2.0000%  |  | $104.47            | $85.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA4703  | 2051-02-01      | 2.0000%  |  | $192.99            | $159.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4529  | 2051-02-01      | 2.5000%  |  | $91.92             | $79.79             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3520  | 2050-09-01      | 2.0000%  |  | $85.60             | $70.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA3513  | 2050-09-01      | 2.5000%  |  | $77.94             | $67.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3PQU7986  | 2051-07-01      | 4.0000%  |  | $133.16            | $124.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8738  | 2054-11-01      | 5.5000%  |  | $141.11            | $144.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7474  | 2054-10-01      | 5.5000%  |  | $328.61            | $336.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ5726  | 2054-10-01      | 6.0000%  |  | $140.32            | $144.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4696  | 2054-09-01      | 7.0000%  |  | $108.10            | $114.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN3898  | 2048-12-01      | 4.5000%  |  | $194.68            | $193.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN0345  | 2048-12-01      | 4.5000%  |  | $78.43             | $78.51             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSBM7723  | 2047-04-01      | 6.6030%  |  | $283.45            | $297.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5861  | 2047-05-01      | 4.5000%  |  | $7637.43           | $7646.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM4798  | 2041-07-01      | 5.5000%  |  | $73.26             | $76.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4781  | 2048-10-01      | 4.5000%  |  | $563.89            | $561.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5295  | 2054-10-01      | 5.5000%  |  | $281.03            | $286.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ2727  | 2054-09-01      | 5.5000%  |  | $140.62            | $143.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ2604  | 2054-08-01      | 5.5000%  |  | $139.84            | $143.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH7686  | 2054-01-01      | 6.5000%  |  | $348.90            | $368.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM4681  | 2044-05-01      | 5.5000%  |  | $36.59             | $38.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBM4345  | 2040-06-01      | 6.5000%  |  | $31.90             | $33.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM3919  | 2033-02-01      | 3.0000%  |  | $27.26             | $26.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4495  | 2041-07-01      | 6.0000%  |  | $75.53             | $80.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1880  | 2045-02-01      | 4.0000%  |  | $122.16            | $119.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBM1037  | 2040-06-01      | 6.5000%  |  | $53.33             | $56.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778  | 2047-02-01      | 4.0000%  |  | $238.46            | $233.19            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4468  | 2029-10-01      | 2.4100%  |  | $143.00            | $134.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK5906  | 2048-06-01      | 5.0000%  |  | $94.74             | $96.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBK0677  | 2050-02-01      | 3.0000%  |  | $296.63            | $267.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBJ1473  | 2032-10-01      | 3.0000%  |  | $25.45             | $24.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8173  | 2051-10-01      | 2.5000%  |  | $11535.00          | $9887.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8167  | 2051-09-01      | 2.5000%  |  | $206.05            | $175.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8194  | 2052-02-01      | 2.5000%  |  | $3216.74           | $2747.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4118  | 2050-08-01      | 4.5000%  |  | $670.25            | $660.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4028  | 2035-05-01      | 3.5000%  |  | $30.86             | $30.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990  | 2050-04-01      | 2.5000%  |  | $368.56            | $316.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937  | 2050-02-01      | 3.0000%  |  | $66.29             | $59.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3902  | 2050-01-01      | 2.5000%  |  | $2915.58           | $2510.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2206  | 2055-07-01      | 5.5000%  |  | $131410.97         | $134524.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7306  | 2042-09-01      | 4.5000%  |  | $36.45             | $36.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8238  | 2030-08-01      | 3.5000%  |  | $142.73            | $141.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD2128  | 2051-11-01      | 2.5000%  |  | $107.46            | $91.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3588  | 2034-02-01      | 3.5000%  |  | $30.41             | $30.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4049  | 2050-06-01      | 3.5000%  |  | $136.07            | $127.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6624  | 2055-09-01      | 6.5000%  |  | $142.66            | $149.65            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842018 G         | 2051-01-01      | 6.4390%  |  | $1461127.83        | $1515440.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZJ3935  | 2029-09-01      | 6.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1783  | 2051-10-01      | 2.5000%  |  | $94657.57          | $81687.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5631  | 2055-02-01      | 6.5000%  |  | $119.70            | $124.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2707  | 2055-09-01      | 6.0000%  |  | $126240.89         | $130720.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470  | 2054-11-01      | 5.0000%  |  | $133.88            | $134.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1005 C      | 2055-08-20      | 6.0000%  |  | $142.59            | $147.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0365 M      | 2055-05-20      | 5.0000%  |  | $142.37            | $142.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY0411  | 2055-04-01      | 5.0000%  |  | $141.55            | $142.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0663  | 2055-03-01      | 6.0000%  |  | $128.52            | $132.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY2981  | 2055-05-01      | 5.5000%  |  | $838.27            | $853.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9997  | 2055-04-01      | 6.5000%  |  | $667440.86         | $702283.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9142  | 2055-05-01      | 5.5000%  |  | $154.32            | $157.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M      | 2055-10-20      | 6.0000%  |  | $146.29            | $149.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2866  | 2055-02-01      | 5.5000%  |  | $924880.40         | $942106.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3523  | 2047-06-01      | 4.5000%  |  | $9631.62           | $9595.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7099  | 2055-07-01      | 6.0000%  |  | $142.61            | $146.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC7277  | 2054-12-01      | 4.5000%  |  | $179346.59         | $177405.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ4715  | 2055-10-01      | 5.0000%  |  | $22045.57          | $22162.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4848  | 2055-08-01      | 5.5000%  |  | $129.32            | $132.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8494  | 2054-11-01      | 5.0000%  |  | $165.44            | $165.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7983  | 2055-08-01      | 6.0000%  |  | $680.86            | $700.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3040  | 2051-12-01      | 3.0000%  |  | $110.49            | $98.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP6714  | 2050-09-01      | 2.0000%  |  | $61938.81          | $50864.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8267  | 2052-11-01      | 5.0000%  |  | $114.29            | $114.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889273  | 2038-04-01      | 5.5000%  |  | $3944.38           | $4116.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2664  | 2052-01-01      | 3.0000%  |  | $625.72            | $561.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8243  | 2052-09-01      | 3.5000%  |  | $1429.17           | $1325.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0958  | 2052-04-01      | 3.5000%  |  | $101.86            | $95.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2784  | 2052-01-01      | 2.0000%  |  | $336.01            | $274.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4398  | 2054-09-01      | 5.5000%  |  | $141.06            | $144.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8504  | 2052-08-01      | 5.0000%  |  | $102.50            | $102.97            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8815  | 2045-05-01      | 6.3990%  |  | $32.96             | $34.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3897  | 2035-01-01      | 3.0000%  |  | $161.87            | $157.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3737  | 2034-08-01      | 2.5000%  |  | $18.83             | $17.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6233  | 2045-11-01      | 4.5000%  |  | $11.31             | $11.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4096  | 2044-12-01      | 4.5000%  |  | $86.28             | $86.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3643  | 2044-10-01      | 4.0000%  |  | $156.78            | $152.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3254  | 2044-09-01      | 3.5000%  |  | $117.66            | $112.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS2894  | 2044-07-01      | 4.0000%  |  | $25.31             | $24.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258  | 2052-10-01      | 5.0000%  |  | $100806.46         | $101306.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8254  | 2052-10-01      | 3.0000%  |  | $120.93            | $107.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8214  | 2052-05-01      | 3.5000%  |  | $112.39            | $104.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8206  | 2052-04-01      | 3.0000%  |  | $226.10            | $201.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8205  | 2052-04-01      | 2.5000%  |  | $228.36            | $195.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD7539  | 2051-04-01      | 2.0000%  |  | $227403.28         | $188392.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7536  | 2051-02-01      | 2.5000%  |  | $259571.01         | $225856.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7534  | 2051-02-01      | 2.5000%  |  | $86.17             | $75.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523  | 2050-08-01      | 2.5000%  |  | $157.12            | $136.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7509  | 2049-11-01      | 3.0000%  |  | $54.23             | $49.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8074  | 2050-07-01      | 3.0000%  |  | $795.84            | $710.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062  | 2050-05-01      | 3.0000%  |  | $119.98            | $107.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8030  | 2049-12-01      | 3.0000%  |  | $55.81             | $50.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8010  | 2049-09-01      | 3.0000%  |  | $21.45             | $19.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8007  | 2049-08-01      | 4.5000%  |  | $27.30             | $27.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6430  | 2054-02-01      | 5.0000%  |  | $699.09            | $699.79            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB851674  | 2035-12-01      | 6.6050%  |  | $2.33              | $2.34              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1849088  | 2035-11-01      | 6.1500%  |  | $0.77              | $0.79              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843672  | 2035-09-01      | 6.1750%  |  | $16.73             | $16.99             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836434  | 2035-10-01      | 6.5610%  |  | $17291.99          | $17978.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL831286  | 2036-02-01      | 6.0000%  |  | $0.57              | $0.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZA1566  | 2026-04-01      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZA0978  | 2036-10-01      | 7.0000%  |  | $2.63              | $2.76              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZN3121  | 2034-02-01      | 3.5000%  |  | $12.25             | $12.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM6225  | 2048-04-01      | 4.0000%  |  | $48.78             | $47.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM4909  | 2047-11-01      | 4.5000%  |  | $22.17             | $22.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3241  | 2047-05-01      | 4.5000%  |  | $31.24             | $31.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2116  | 2046-11-01      | 3.5000%  |  | $47.54             | $45.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM0888  | 2046-03-01      | 4.0000%  |  | $78011.37          | $75825.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL7442  | 2043-11-01      | 5.0000%  |  | $28.41             | $28.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL7983  | 2044-04-01      | 4.5000%  |  | $34593.20          | $34707.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2870  | 2053-04-01      | 5.5000%  |  | $113.33            | $115.63            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848597 G         | 2037-08-01      | 6.6970%  |  | $15.67             | $16.32             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848921 G         | 2041-12-01      | 6.6990%  |  | $7.11              | $7.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3175  | 2052-03-01      | 3.5000%  |  | $103.36            | $96.47             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M      | 2053-04-20      | 5.5000%  |  | $2287194.17        | $2331390.38        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2507  | 2049-05-01      | 3.8300%  |  | $139.77            | $122.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS3826  | 2039-09-01      | 6.5000%  |  | $42.76             | $45.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995024  | 2037-08-01      | 5.5000%  |  | $7810.71           | $8168.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310020  | 2035-11-01      | 5.5000%  |  | $3633.07           | $3789.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8694  | 2053-04-01      | 5.0000%  |  | $115.14            | $115.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3234  | 2052-04-01      | 3.0000%  |  | $217.22            | $195.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM4919  | 2038-11-01      | 4.0000%  |  | $26.15             | $25.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF8451  | 2053-01-01      | 5.5000%  |  | $41166.02          | $42225.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6142  | 2052-02-01      | 2.5000%  |  | $108.48            | $94.11             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3939  | 2028-11-01      | 1.5800%  |  | $131.35            | $122.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD5185  | 2052-09-01      | 4.0000%  |  | $35167.85          | $33649.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI4412  | 2035-01-01      | 6.5000%  |  | $16700.54          | $17558.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4671  | 2046-08-01      | 3.0000%  |  | $24.54             | $22.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5049  | 2047-02-01      | 4.0000%  |  | $89294.50          | $86866.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC3237  | 2039-10-01      | 5.0000%  |  | $11.80             | $12.19             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B8197 G         | 2041-05-01      | 6.8800%  |  | $5441.64           | $5689.65           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0740 G         | 2039-03-01      | 6.4460%  |  | $31.27             | $32.16             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0473 G         | 2037-05-01      | 6.8590%  |  | $4.91              | $5.08              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0315 G         | 2048-09-01      | 6.0310%  |  | $32.53             | $33.62             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1K1233 G         | 2036-05-01      | 6.2450%  |  | $17.91             | $18.51             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G0501 G         | 2035-06-01      | 6.4510%  |  | $100.44            | $103.46            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08566 G  | 2044-01-01      | 3.5000%  |  | $74.38             | $71.03             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08771 G  | 2047-07-01      | 4.0000%  |  | $11570.63          | $11259.38          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G06964 G  | 2038-11-01      | 5.5000%  |  | $29.91             | $31.33             | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G02061 G  | 2036-01-01      | 7.0000%  |  | $142.94            | $150.30            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0453 G         | 2037-06-01      | 6.4950%  |  | $13.24             | $13.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6599  | 2052-09-01      | 3.5000%  |  | $10087.48          | $9341.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6370  | 2053-10-01      | 5.0000%  |  | $474.74            | $482.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131  | 2054-02-01      | 5.0000%  |  | $4964.86           | $5005.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5491  | 2052-07-01      | 3.0000%  |  | $8600.34           | $7727.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5423  | 2053-08-01      | 4.5000%  |  | $121.09            | $119.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323835  | 2029-05-01      | 6.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257163  | 2028-04-01      | 5.0000%  |  | $489.12            | $493.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  |  | $4.86              | $5.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 GL252285  | 2028-12-01      | 7.0000%  |  | $1918.03           | $1956.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL252875  | 2029-11-01      | 8.0000%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL251813  | 2028-07-01      | 6.5000%  |  | $6.31              | $6.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  |  | $0.48              | $0.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA2729  | 2031-08-01      | 3.5000%  |  | $22.66             | $22.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0538  | 2030-10-01      | 4.5000%  |  | $7130.60           | $7192.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB9594  | 2043-06-01      | 4.0000%  |  | $111.23            | $109.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL995203  | 2035-07-01      | 5.0000%  |  | $169.20            | $172.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995023  | 2037-08-01      | 5.5000%  |  | $9981.06           | $10442.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995049  | 2038-02-01      | 5.5000%  |  | $5.36              | $5.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL940624  | 2037-08-01      | 6.0000%  |  | $249.65            | $264.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  |  | $106.70            | $110.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL933482  | 2038-03-01      | 6.5000%  |  | $9.33              | $9.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.030 CL919117  | 2036-08-01      | 6.0300%  |  | $29.45             | $31.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.030 CL917250  | 2036-08-01      | 6.0300%  |  | $2.89              | $3.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888129  | 2037-02-01      | 5.5000%  |  | $6.25              | $6.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888090  | 2037-01-01      | 5.5000%  |  | $0.71              | $0.74              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA9164  | 2054-06-01      | 6.5000%  |  | $242.18            | $256.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL6355  | 2043-07-01      | 4.0000%  |  | $183.36            | $180.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2835  | 2046-12-01      | 4.0000%  |  | $135.12            | $131.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY7523  | 2054-04-01      | 5.5000%  |  | $526.22            | $535.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY7544  | 2054-06-01      | 6.0000%  |  | $140.74            | $146.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY7032  | 2053-08-01      | 6.5000%  |  | $139.00            | $147.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY6133  | 2053-09-01      | 6.5000%  |  | $98.02             | $102.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3875  | 2053-05-01      | 6.5000%  |  | $138.93            | $149.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3000  | 2053-05-01      | 6.5000%  |  | $138.98            | $147.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  |  | $264.39            | $289.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL5719  | 2043-05-01      | 3.5000%  |  | $4349.95           | $4155.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL3959  | 2042-10-01      | 4.0000%  |  | $180.41            | $177.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2199  | 2041-10-01      | 4.0000%  |  | $10923.58          | $10741.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1577  | 2041-07-01      | 4.5000%  |  | $10.31             | $10.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1234  | 2041-04-01      | 4.5000%  |  | $25.65             | $25.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ1052  | 2041-01-01      | 4.0000%  |  | $8222.74           | $8051.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV7709  | 2052-04-01      | 3.0000%  |  | $350.60            | $312.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5395  | 2052-04-01      | 3.5000%  |  | $85.17             | $79.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4201  | 2052-03-01      | 3.0000%  |  | $117.92            | $105.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4134  | 2052-03-01      | 2.5000%  |  | $767.02            | $665.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $573.44            | $582.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1491  | 2055-04-01      | 5.5000%  |  | $283.97            | $290.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8845  | 2052-05-01      | 3.5000%  |  | $1782.02           | $1651.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8936  | 2052-04-01      | 3.5000%  |  | $108.88            | $102.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5179  | 2054-10-01      | 5.5000%  |  | $126.76            | $128.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT1892  | 2052-02-01      | 2.5000%  |  | $371.76            | $316.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1701  | 2051-06-01      | 3.0000%  |  | $84.80             | $76.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0122  | 2051-06-01      | 2.5000%  |  | $211.60            | $181.69            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8219  | 2033-04-01      | 4.6800%  |  | $142.86            | $146.52            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7122  | 2034-11-01      | 4.9400%  |  | $436926.43         | $452615.87         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HTBS5141  | 2042-03-01      | 2.9700%  |  | $137.83            | $123.33            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4959  | 2029-03-01      | 2.3000%  |  | $142.86            | $135.74            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4064  | 2028-12-01      | 1.5800%  |  | $142.86            | $133.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB0220  | 2050-06-01      | 3.0000%  |  | $419.29            | $377.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL7158  | 2043-09-01      | 4.5000%  |  | $1.84              | $1.84              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6413  | 2054-02-01      | 7.5000%  |  | $281.19            | $304.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6694  | 2052-01-01      | 2.0000%  |  | $114.50            | $93.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4326  | 2051-05-01      | 2.5000%  |  | $746.06            | $638.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2643  | 2051-02-01      | 2.0000%  |  | $88.84             | $73.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9249  | 2048-06-01      | 4.5000%  |  | $77.61             | $77.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379  | 2051-07-01      | 2.5000%  |  | $14213.30          | $12192.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL8086  | 2044-05-01      | 4.0000%  |  | $12021.70          | $11744.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7155  | 2051-12-01      | 3.0000%  |  | $497.04            | $447.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6635  | 2053-11-01      | 3.0000%  |  | $381.05            | $339.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1890  | 2036-03-01      | 2.0000%  |  | $73.50             | $67.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853  | 2055-10-01      | 5.5000%  |  | $11870.45          | $12055.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX0405  | 2054-12-01      | 5.5000%  |  | $130.05            | $132.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAE8048  | 2025-11-01      | 3.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE3024  | 2040-09-01      | 4.5000%  |  | $5048.18           | $5102.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0996  | 2041-02-01      | 4.0000%  |  | $327.53            | $322.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0215  | 2039-12-01      | 4.0000%  |  | $5.54              | $5.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD4850  | 2035-05-01      | 7.0000%  |  | $22.03             | $23.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5878  | 2055-11-01      | 5.0000%  |  | $295.71            | $295.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5734  | 2055-06-01      | 5.0000%  |  | $62644.07          | $62667.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5671  | 2055-04-01      | 4.5000%  |  | $139.04            | $136.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1504  | 2047-06-01      | 3.5000%  |  | $91.97             | $87.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBX4573  | 2053-08-01      | 3.0000%  |  | $133.39            | $118.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9985  | 2054-08-01      | 6.5000%  |  | $106.63            | $112.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8533  | 2054-07-01      | 6.5000%  |  | $421.80            | $442.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7422  | 2054-10-01      | 5.5000%  |  | $151209.16         | $153677.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB5206  | 2054-06-01      | 6.5000%  |  | $109.78            | $114.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5070  | 2054-06-01      | 5.5000%  |  | $140.34            | $143.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2745  | 2054-04-01      | 5.5000%  |  | $41652.81          | $42498.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH2739  | 2041-01-01      | 5.0000%  |  | $127.53            | $129.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0149  | 2025-11-01      | 4.0000%  |  | $0.93              | $0.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL627002  | 2032-07-01      | 6.5000%  |  | $4789.76           | $4977.41           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3313  | 2035-03-01      | 5.2400%  |  | $322188.95         | $339650.19         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3563  | 2032-04-01      | 4.4000%  |  | $297826.86         | $300565.87         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0385  | 2034-02-01      | 4.7600%  |  | $142.86            | $147.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9886  | 2053-11-01      | 6.5000%  |  | $644.58            | $675.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255335  | 2034-07-01      | 6.5000%  |  | $375.55            | $397.06            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847357 G         | 2034-11-01      | 6.4030%  |  | $18.50             | $19.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL735221  | 2034-12-01      | 6.5000%  |  | $254.86            | $268.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL4324  | 2040-05-01      | 6.5000%  |  | $279.94            | $298.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV0691  | 2043-12-01      | 4.0000%  |  | $7372.91           | $7239.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2326  | 2028-12-01      | 3.5000%  |  | $177.69            | $176.75            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840955 G         | 2049-04-01      | 4.8800%  |  | $15.33             | $15.78             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0257 X      | 2053-07-15      | 7.0000%  |  | $1254437.10        | $1324142.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1572  | 2048-09-01      | 3.0000%  |  | $40.37             | $36.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5215  | 2053-12-01      | 5.5000%  |  | $482.26            | $490.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM2827  | 2047-03-01      | 4.5000%  |  | $39.26             | $39.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941  | 2053-03-01      | 5.5000%  |  | $324.44            | $330.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9746  | 2047-06-01      | 4.0000%  |  | $293.50            | $286.70            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL3733  | 2043-06-01      | 6.3790%  |  | $114.00            | $118.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4598  | 2052-05-01      | 2.5000%  |  | $763.85            | $653.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ1172  | 2054-08-01      | 5.0000%  |  | $140.77            | $141.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8806  | 2051-09-01      | 2.5000%  |  | $105.07            | $90.48             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA5886 M      | 2049-04-20      | 5.5000%  |  | $8.36              | $8.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5026  | 2053-04-01      | 3.5000%  |  | $122.21            | $113.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3537  | 2048-12-01      | 4.5000%  |  | $14856.02          | $14776.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M      | 2052-09-20      | 4.5000%  |  | $1258878.24        | $1242949.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358  | 2048-05-01      | 4.5000%  |  | $13.20             | $13.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4404  | 2036-08-01      | 2.5000%  |  | $82.26             | $77.66             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846908 G         | 2028-07-01      | 6.3900%  |  | $1.62              | $1.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL555408  | 2033-04-01      | 5.0000%  |  | $25.06             | $25.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0368  | 2043-09-01      | 4.5000%  |  | $22.88             | $23.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1109  | 2051-07-01      | 2.0000%  |  | $102.98            | $84.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1782  | 2046-03-01      | 4.0000%  |  | $45.70             | $44.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2767  | 2055-09-01      | 6.0000%  |  | $144.05            | $150.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2377  | 2052-06-01      | 3.0000%  |  | $200.12            | $180.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  |  | $131.64            | $135.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0986  | 2054-04-01      | 5.0000%  |  | $270.08            | $271.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0643  | 2055-02-01      | 6.5000%  |  | $254.90            | $267.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9630  | 2054-12-01      | 4.5000%  |  | $136.88            | $134.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9153  | 2054-09-01      | 6.0000%  |  | $129.39            | $135.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8756  | 2054-06-01      | 6.0000%  |  | $11574113.40       | $11946047.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8508  | 2054-05-01      | 6.5000%  |  | $113.49            | $118.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7612  | 2053-12-01      | 6.0000%  |  | $129.40            | $133.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7304  | 2053-10-01      | 6.0000%  |  | $109.37            | $114.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6872  | 2053-08-01      | 6.0000%  |  | $188243.86         | $194369.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6404  | 2053-06-01      | 5.5000%  |  | $115.09            | $118.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6110  | 2053-04-01      | 6.5000%  |  | $357.38            | $374.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  |  | $113.01            | $114.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  |  | $101.98            | $103.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6031  | 2053-04-01      | 5.0000%  |  | $115.73            | $116.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5156  | 2053-04-01      | 5.0000%  |  | $335.85            | $341.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5125  | 2051-10-01      | 2.5000%  |  | $122.23            | $104.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4975  | 2037-06-01      | 2.0000%  |  | $1051.35           | $969.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4842  | 2053-06-01      | 5.5000%  |  | $113.00            | $116.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4751  | 2053-05-01      | 3.5000%  |  | $122.97            | $113.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5390  | 2051-05-01      | 2.5000%  |  | $362.89            | $311.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4346  | 2052-04-01      | 3.5000%  |  | $112.20            | $104.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5572  | 2054-11-01      | 3.5000%  |  | $558.62            | $517.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5587  | 2055-01-01      | 6.0000%  |  | $124.66            | $128.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7693  | 2055-11-01      | 5.5000%  |  | $144.00            | $146.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7509  | 2055-11-01      | 5.5000%  |  | $142.86            | $146.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6662  | 2055-10-01      | 5.5000%  |  | $142.86            | $145.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4670  | 2055-09-01      | 6.0000%  |  | $352836.60         | $367005.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4020  | 2055-09-01      | 5.5000%  |  | $142.71            | $146.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3280  | 2055-09-01      | 6.0000%  |  | $133.35            | $138.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3301  | 2055-09-01      | 6.0000%  |  | $428.18            | $444.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3143  | 2055-09-01      | 6.5000%  |  | $285.48            | $302.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2893  | 2055-09-01      | 5.5000%  |  | $142.73            | $145.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2870  | 2055-09-01      | 5.5000%  |  | $541.77            | $550.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2866  | 2055-09-01      | 6.0000%  |  | $277.73            | $285.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2845  | 2055-09-01      | 6.0000%  |  | $139.93            | $143.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2734  | 2055-09-01      | 6.0000%  |  | $142.74            | $147.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2367  | 2055-09-01      | 6.0000%  |  | $142.69            | $147.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO5384  | 2049-12-01      | 3.5000%  |  | $33.21             | $31.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6536  | 2053-06-01      | 6.0000%  |  | $113.68            | $119.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5077  | 2051-05-01      | 2.5000%  |  | $96.75             | $84.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8285  | 2053-01-01      | 3.5000%  |  | $121.00            | $112.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5414  | 2054-05-01      | 6.0000%  |  | $2029333.82        | $2135610.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8087  | 2054-06-01      | 5.5000%  |  | $639.47            | $652.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9781 M      | 2054-07-20      | 6.5000%  |  | $104.91            | $108.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8259  | 2052-10-01      | 5.5000%  |  | $107.11            | $109.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8151 M      | 2052-07-20      | 4.5000%  |  | $114748.56         | $113332.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL732113  | 2033-08-01      | 4.5000%  |  | $224.29            | $222.99            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB722674  | 2033-08-01      | 6.0390%  |  | $2.30              | $2.32              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1438 G         | 2034-01-01      | 6.7500%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725424  | 2034-04-01      | 5.5000%  |  | $2.60              | $2.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL783705  | 2034-06-01      | 5.0000%  |  | $1.13              | $1.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL788359  | 2033-10-01      | 6.5000%  |  | $60.53             | $62.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7821  | 2038-07-01      | 5.5000%  |  | $5487.31           | $5691.59           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS623017  | 2031-10-01      | 6.5310%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS594238  | 2030-12-01      | 7.2580%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL555285  | 2033-03-01      | 6.0000%  |  | $0.69              | $0.72              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545144  | 2031-06-01      | 7.5000%  |  | $12.22             | $12.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533  | 2030-10-01      | 8.0000%  |  | $0.16              | $0.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2995  | 2053-04-01      | 7.0000%  |  | $417.10            | $452.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2993  | 2053-05-01      | 6.5000%  |  | $295.07            | $314.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY2336  | 2053-05-01      | 5.5000%  |  | $411.14            | $422.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6752  | 2053-03-01      | 5.0000%  |  | $718.57            | $721.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBX5535  | 2053-01-01      | 7.5000%  |  | $97.87             | $105.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  |  | $330.87            | $362.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4360  | 2053-04-01      | 6.5000%  |  | $553.91            | $597.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBX4430  | 2053-09-01      | 3.0000%  |  | $542.41            | $482.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL4195  | 2027-06-01      | 3.5000%  |  | $3.21              | $3.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL3636  | 2039-04-01      | 6.0000%  |  | $32.01             | $33.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  |  | $14.49             | $14.63             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL2984  | 2042-10-01      | 6.5540%  |  | $11.53             | $12.05             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL1758  | 2039-12-01      | 6.4490%  |  | $4.94              | $5.10              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WDAL0332  | 2034-09-01      | 6.3610%  |  | $37.00             | $38.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  |  | $71.66             | $73.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ7696  | 2041-12-01      | 4.5000%  |  | $58.97             | $59.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI8485  | 2041-07-01      | 5.0000%  |  | $10.18             | $10.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI6581  | 2041-07-01      | 4.5000%  |  | $22.72             | $22.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801  | 2026-02-01      | 3.5000%  |  | $8.69              | $8.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH4407  | 2026-01-01      | 3.5000%  |  | $2.47              | $2.47              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2296  | 2055-09-01      | 6.0000%  |  | $1066.86           | $1099.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ2072  | 2055-09-01      | 6.5000%  |  | $679.11            | $714.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ2054  | 2055-08-01      | 5.0000%  |  | $285.01            | $286.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1812  | 2055-09-01      | 6.0000%  |  | $87131.70          | $89885.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2693  | 2055-09-01      | 5.5000%  |  | $2236992.02        | $2277627.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1294  | 2055-08-01      | 6.0000%  |  | $233.99            | $243.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1278  | 2055-08-01      | 5.5000%  |  | $935.71            | $950.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0583  | 2055-08-01      | 6.5000%  |  | $142.95            | $150.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ0230  | 2055-07-01      | 5.0000%  |  | $142.67            | $143.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ0089  | 2055-08-01      | 5.5000%  |  | $142.51            | $145.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ3902 C      | 2050-11-20      | 4.0000%  |  | $300.38            | $286.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU8834 C      | 2050-05-20      | 4.0000%  |  | $54.48             | $52.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT5935 C      | 2050-05-20      | 5.0000%  |  | $27.49             | $27.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR8836 C      | 2050-02-20      | 4.0000%  |  | $92.63             | $88.36             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9727 M      | 2054-06-20      | 6.5000%  |  | $325.46            | $337.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9669 M      | 2054-05-20      | 6.0000%  |  | $222.51            | $228.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9606 M      | 2054-04-20      | 6.0000%  |  | $200.23            | $205.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9423 M      | 2054-01-20      | 5.5000%  |  | $239.88            | $244.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M      | 2054-08-20      | 6.5000%  |  | $39289.63          | $40771.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8490 M      | 2052-12-20      | 5.0000%  |  | $129.13            | $130.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8488 M      | 2052-12-20      | 4.0000%  |  | $7414323.78        | $7100870.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8427 M      | 2052-11-20      | 4.5000%  |  | $135542.59         | $133806.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1101  | 2051-07-01      | 2.0000%  |  | $208.64            | $173.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLCB1095  | 2051-07-01      | 1.5000%  |  | $668.56            | $518.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0199  | 2051-04-01      | 3.0000%  |  | $100.71            | $90.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA9330  | 2051-02-01      | 4.0000%  |  | $15912.85          | $15410.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCA7422  | 2040-10-01      | 2.0000%  |  | $258.23            | $224.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7381  | 2050-10-01      | 3.0000%  |  | $56.94             | $50.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7369  | 2050-10-01      | 2.5000%  |  | $67.71             | $58.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6423  | 2050-07-01      | 3.0000%  |  | $86.27             | $77.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5658  | 2050-05-01      | 2.5000%  |  | $127.41            | $109.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5182  | 2050-02-01      | 4.5000%  |  | $36.18             | $35.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3985  | 2049-08-01      | 5.0000%  |  | $157.15            | $160.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2759  | 2048-12-01      | 4.5000%  |  | $90.36             | $89.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2372  | 2048-09-01      | 5.0000%  |  | $1699144.69        | $1733011.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS4269  | 2051-10-01      | 2.0000%  |  | $117.52            | $97.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0063  | 2055-11-01      | 5.0000%  |  | $6630070.86        | $6632501.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4354  | 2055-06-01      | 5.0000%  |  | $79817.37          | $81187.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4169  | 2055-05-01      | 6.0000%  |  | $1451974.19        | $1495961.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3982  | 2055-04-01      | 6.0000%  |  | $22213.02          | $22894.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4385  | 2055-06-01      | 6.0000%  |  | $825.90            | $858.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  |  | $298.62            | $312.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6306  | 2052-08-01      | 5.0000%  |  | $283.32            | $287.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0418  | 2053-09-01      | 6.5000%  |  | $139.08            | $146.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG6069  | 2053-06-01      | 5.0000%  |  | $138.70            | $139.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG6242  | 2053-06-01      | 5.0000%  |  | $223.95            | $224.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3333  | 2053-05-01      | 5.0000%  |  | $117.48            | $118.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF6185  | 2053-01-01      | 5.0000%  |  | $220.84            | $221.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4936  | 2052-12-01      | 5.5000%  |  | $88.38             | $90.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9953  | 2052-09-01      | 5.0000%  |  | $92.76             | $94.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7102  | 2048-01-01      | 3.5000%  |  | $103.30            | $96.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5585  | 2055-01-01      | 5.0000%  |  | $271.10            | $271.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5528  | 2054-11-01      | 4.0000%  |  | $272.01            | $259.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5498  | 2054-10-01      | 6.0000%  |  | $238.26            | $245.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5494  | 2054-10-01      | 4.0000%  |  | $137.13            | $130.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445  | 2054-08-01      | 6.0000%  |  | $300427.54         | $309013.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4069  | 2052-06-01      | 5.0000%  |  | $242.46            | $247.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE2376  | 2052-05-01      | 5.0000%  |  | $194.18            | $197.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7332  | 2052-02-01      | 2.5000%  |  | $642.89            | $552.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD6942  | 2052-02-01      | 3.0000%  |  | $112.85            | $100.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5613  | 2052-02-01      | 2.0000%  |  | $109.14            | $90.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD6216  | 2052-02-01      | 3.0000%  |  | $97.20             | $87.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD3619  | 2051-12-01      | 2.5000%  |  | $232.45            | $198.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD3168  | 2051-12-01      | 2.0000%  |  | $110.63            | $91.48             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC9119  | 2051-10-01      | 3.0000%  |  | $706.47            | $638.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC3242  | 2051-06-01      | 3.0000%  |  | $87.15             | $79.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH5850  | 2047-06-01      | 4.5000%  |  | $63.06             | $62.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4095  | 2047-10-01      | 4.0000%  |  | $19.66             | $19.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9405  | 2047-07-01      | 4.0000%  |  | $302.32            | $293.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE5651  | 2047-02-01      | 3.0000%  |  | $436.24            | $398.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2817  | 2046-09-01      | 3.0000%  |  | $35.14             | $32.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1141  | 2046-06-01      | 3.0000%  |  | $1690.42           | $1548.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2651  | 2055-11-01      | 5.5000%  |  | $7912.86           | $8062.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0718  | 2055-09-01      | 6.0000%  |  | $430.96            | $446.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0713  | 2055-09-01      | 6.0000%  |  | $142.66            | $146.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9524  | 2055-09-01      | 5.5000%  |  | $285.27            | $291.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8822  | 2055-09-01      | 6.5000%  |  | $713.56            | $755.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8489  | 2055-09-01      | 6.5000%  |  | $285.50            | $297.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8192  | 2055-09-01      | 6.0000%  |  | $142.59            | $147.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7604  | 2055-08-01      | 6.0000%  |  | $142.60            | $147.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8036  | 2055-09-01      | 6.0000%  |  | $143.59            | $149.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8030  | 2055-09-01      | 6.5000%  |  | $142.65            | $149.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ3320  | 2055-01-01      | 4.5000%  |  | $402.84            | $401.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ2851  | 2054-11-01      | 4.5000%  |  | $134.61            | $131.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2751  | 2054-11-01      | 6.0000%  |  | $5653.78           | $5849.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0548  | 2053-12-01      | 6.0000%  |  | $427.25            | $440.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3069  | 2055-10-01      | 6.0000%  |  | $146.29            | $151.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2032  | 2054-07-01      | 6.0000%  |  | $146.34            | $150.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL2621  | 2052-07-01      | 2.5000%  |  | $143.33            | $122.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL1562  | 2053-10-01      | 3.0000%  |  | $594656.31         | $529993.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1361  | 2055-05-01      | 6.5000%  |  | $358270.38         | $380201.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1675  | 2054-11-01      | 5.5000%  |  | $144.26            | $146.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0407  | 2055-02-01      | 5.5000%  |  | $653.08            | $663.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1219  | 2048-02-01      | 4.5000%  |  | $41.70             | $41.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1712  | 2048-05-01      | 4.5000%  |  | $38.72             | $38.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM9940  | 2040-03-01      | 3.0000%  |  | $752.29            | $717.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9817  | 2046-03-01      | 3.5000%  |  | $41489.69          | $39633.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0708  | 2047-11-01      | 4.0000%  |  | $43.51             | $42.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA0668  | 2037-11-01      | 3.5000%  |  | $283.30            | $274.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0549  | 2047-10-01      | 4.0000%  |  | $2695.23           | $2619.56           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5016  | 2030-09-01      | 4.6400%  |  | $143.00            | $146.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8422  | 2051-08-01      | 2.5000%  |  | $428.14            | $365.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7539  | 2051-06-01      | 3.0000%  |  | $78.47             | $70.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7531  | 2051-05-01      | 3.0000%  |  | $76.97             | $69.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7460  | 2051-03-01      | 4.0000%  |  | $196.54            | $190.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLFM7438  | 2038-11-01      | 7.5000%  |  | $118.80            | $126.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8038  | 2051-07-01      | 3.0000%  |  | $86.67             | $77.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6965  | 2051-04-01      | 2.5000%  |  | $318.03            | $270.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672  | 2051-03-01      | 2.5000%  |  | $89.81             | $76.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5530  | 2050-11-01      | 4.0000%  |  | $463.06            | $445.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM6261  | 2050-06-01      | 5.0000%  |  | $231.02            | $234.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6184  | 2051-03-01      | 2.0000%  |  | $88.17             | $73.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5259  | 2050-11-01      | 3.5000%  |  | $177.66            | $166.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM4896  | 2050-04-01      | 4.5000%  |  | $105.60            | $105.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5308  | 2050-12-01      | 2.0000%  |  | $99.46             | $81.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3982  | 2050-05-01      | 3.5000%  |  | $66.42             | $62.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3619  | 2050-01-01      | 4.5000%  |  | $19.17             | $19.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM3041  | 2049-08-01      | 5.5000%  |  | $34.92             | $36.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5605  | 2055-01-01      | 3.5000%  |  | $138.26            | $128.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0889  | 2055-08-01      | 6.0000%  |  | $1033.86           | $1065.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0796  | 2055-08-01      | 6.0000%  |  | $266.72            | $274.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9637  | 2055-08-01      | 6.0000%  |  | $267.48            | $275.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY9776  | 2055-08-01      | 6.5000%  |  | $141.52            | $150.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6485  | 2055-09-01      | 6.0000%  |  | $285.70            | $296.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5930  | 2055-08-01      | 6.0000%  |  | $141.93            | $146.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL821536  | 2035-06-01      | 6.0000%  |  | $25.50             | $26.19             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS795297  | 2044-07-01      | 5.3530%  |  | $17.81             | $17.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL788134  | 2029-04-01      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS778710  | 2034-04-01      | 6.3000%  |  | $13.88             | $14.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL769481  | 2034-02-01      | 5.5000%  |  | $7.86              | $8.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL766070  | 2034-02-01      | 5.5000%  |  | $3.85              | $3.91              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL756149  | 2033-11-01      | 5.0000%  |  | $3.88              | $3.95              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD751694  | 2033-11-01      | 6.6200%  |  | $1.25              | $1.29              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB745896  | 2036-09-01      | 6.4140%  |  | $10.95             | $11.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0517  | 2054-08-01      | 5.5000%  |  | $567.61            | $579.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0451  | 2054-05-01      | 5.5000%  |  | $138.98            | $141.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0778  | 2054-03-01      | 6.5000%  |  | $129.31            | $136.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6468  | 2054-02-01      | 5.5000%  |  | $527.88            | $542.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3364  | 2033-05-01      | 3.5000%  |  | $51.53             | $50.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3058  | 2047-07-01      | 4.0000%  |  | $220.92            | $212.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3027  | 2047-06-01      | 4.0000%  |  | $46.26             | $45.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8134  | 2051-03-01      | 2.0000%  |  | $4960370.94        | $4067289.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8108  | 2050-11-01      | 3.0000%  |  | $57.31             | $51.44             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7562  | 2053-04-01      | 5.5000%  |  | $1150717.68        | $1189880.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5164  | 2053-10-01      | 5.0000%  |  | $4755.30           | $4771.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5135  | 2053-09-01      | 4.0000%  |  | $126.77            | $121.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5089  | 2053-07-01      | 4.0000%  |  | $247.42            | $236.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106  | 2053-08-01      | 5.0000%  |  | $479211.10         | $481092.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038  | 2053-06-01      | 5.0000%  |  | $889.68            | $893.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5000  | 2053-04-01      | 3.5000%  |  | $518.56            | $480.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009  | 2053-05-01      | 5.0000%  |  | $119.47            | $120.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4977  | 2053-04-01      | 4.5000%  |  | $120.83            | $118.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4894  | 2053-01-01      | 6.0000%  |  | $1006375.71        | $1039009.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4885  | 2052-11-01      | 3.0000%  |  | $601.68            | $535.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4861  | 2038-01-01      | 3.5000%  |  | $97.33             | $94.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842  | 2052-12-01      | 5.5000%  |  | $435.52            | $444.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806  | 2052-11-01      | 5.0000%  |  | $224.86            | $226.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5910  | 2055-08-01      | 6.0000%  |  | $130065.56         | $134577.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7033  | 2054-11-01      | 5.0000%  |  | $264.99            | $265.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6654  | 2052-06-01      | 3.5000%  |  | $132.51            | $122.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6650  | 2054-10-01      | 4.5000%  |  | $137.28            | $134.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6605  | 2053-09-01      | 5.5000%  |  | $455608.11         | $465386.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6410  | 2052-05-01      | 3.0000%  |  | $128.30            | $115.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8175  | 2055-07-01      | 6.0000%  |  | $139.30            | $144.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7066  | 2055-06-01      | 6.0000%  |  | $285.92            | $294.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6698  | 2055-05-01      | 6.0000%  |  | $142.63            | $147.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6605  | 2055-06-01      | 5.5000%  |  | $685.72            | $700.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5894  | 2055-06-01      | 5.5000%  |  | $137.48            | $140.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5855  | 2055-06-01      | 6.5000%  |  | $142.39            | $149.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY5736  | 2055-06-01      | 5.0000%  |  | $182.85            | $182.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971  | 2045-08-01      | 4.0000%  |  | $139.44            | $136.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8426 M      | 2052-11-20      | 4.0000%  |  | $115.07            | $110.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M      | 2052-10-20      | 4.0000%  |  | $351.13            | $336.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8269 M      | 2052-09-20      | 5.0000%  |  | $900373.85         | $907069.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M      | 2052-09-20      | 4.0000%  |  | $1494860.12        | $1431811.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M      | 2052-08-20      | 5.0000%  |  | $2202832.19        | $2219324.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M      | 2052-08-20      | 4.5000%  |  | $436.57            | $431.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8200 M      | 2052-08-20      | 4.0000%  |  | $1932566.98        | $1854130.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M      | 2052-06-20      | 4.5000%  |  | $216.69            | $214.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7828 M      | 2052-01-20      | 3.0000%  |  | $354934.52         | $320358.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M      | 2051-11-20      | 2.5000%  |  | $21269.80          | $18481.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  |  | $11522471.53       | $11060309.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4110  | 2052-03-01      | 2.5000%  |  | $350.22            | $298.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3331  | 2052-11-01      | 5.0000%  |  | $113.37            | $114.77            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 785344 M      | 2047-12-20      | 4.9080%  |  | $127.39            | $130.21            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082396 M      | 2039-09-20      | 5.8750%  |  | $2.81              | $2.83              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082380 M      | 2039-08-20      | 5.8750%  |  | $4.88              | $4.98              | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081497 M      | 2035-10-20      | 4.7500%  |  | $144.34            | $148.28            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080641 M      | 2032-10-20      | 4.7500%  |  | $11.71             | $11.98             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080272 M      | 2029-04-20      | 5.6250%  |  | $106.54            | $107.01            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF 893497 C      | 2039-08-20      | 4.6250%  |  | $11.67             | $11.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2924  | 2052-01-01      | 3.0000%  |  | $321.84            | $291.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2703  | 2052-08-01      | 3.5000%  |  | $225.76            | $209.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3497  | 2052-08-01      | 3.5000%  |  | $241.05            | $223.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2676  | 2052-06-01      | 3.0000%  |  | $116.61            | $103.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1621  | 2051-07-01      | 2.0000%  |  | $110.64            | $90.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1374  | 2052-03-01      | 3.0000%  |  | $113.57            | $101.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1237  | 2051-12-01      | 3.5000%  |  | $98.91             | $93.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1170  | 2050-10-01      | 3.0000%  |  | $192.15            | $173.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0967  | 2052-03-01      | 2.5000%  |  | $107.99            | $93.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0898  | 2052-02-01      | 3.0000%  |  | $315.23            | $282.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0773  | 2052-02-01      | 2.0000%  |  | $113.69            | $93.27             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0696 M      | 2055-10-20      | 5.0000%  |  | $19185.43          | $19389.69          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0376 M      | 2055-05-20      | 5.0000%  |  | $144.15            | $145.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6378  | 2054-09-01      | 6.0000%  |  | $255.12            | $264.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6156  | 2053-05-01      | 4.5000%  |  | $622.28            | $611.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD5993  | 2050-04-01      | 3.0000%  |  | $129.65            | $118.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD5580  | 2052-10-01      | 4.0000%  |  | $523.34            | $500.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5143  | 2054-04-01      | 6.0000%  |  | $117.80            | $122.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977  | 2053-11-01      | 5.0000%  |  | $2528945.26        | $2538875.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4815  | 2052-07-01      | 2.5000%  |  | $129.79            | $110.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8190  | 2052-01-01      | 3.0000%  |  | $507.51            | $452.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8150  | 2051-06-01      | 2.0000%  |  | $105.96            | $86.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8140  | 2051-04-01      | 2.0000%  |  | $796375.13         | $652911.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6167  | 2055-05-01      | 5.0000%  |  | $145.81            | $147.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC5415  | 2054-12-01      | 6.0000%  |  | $76.89             | $79.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3707  | 2054-10-01      | 6.0000%  |  | $141.10            | $146.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2806  | 2054-08-01      | 7.0000%  |  | $282.52            | $303.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2803  | 2054-08-01      | 6.5000%  |  | $156.73            | $167.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4583  | 2053-12-01      | 3.5000%  |  | $398.87            | $369.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4553  | 2053-09-01      | 3.0000%  |  | $125.84            | $112.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5368  | 2052-07-01      | 2.5000%  |  | $974790.83         | $830154.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3350  | 2053-06-01      | 5.0000%  |  | $61607.59          | $62163.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL740292  | 2033-09-01      | 4.5000%  |  | $352.05            | $351.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735500  | 2035-05-01      | 5.5000%  |  | $4298.72           | $4492.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL735417  | 2035-03-01      | 6.5000%  |  | $272.99            | $287.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735022  | 2034-12-01      | 5.5000%  |  | $134.39            | $140.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL731243  | 2033-08-01      | 5.5000%  |  | $15.27             | $15.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL725156  | 2033-12-01      | 6.5000%  |  | $163.74            | $170.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL711215  | 2033-06-01      | 5.5000%  |  | $56.78             | $57.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL709700  | 2033-06-01      | 5.5000%  |  | $13.15             | $13.36             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB692104  | 2033-02-01      | 6.0380%  |  | $3.22              | $3.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL656906  | 2032-08-01      | 6.5000%  |  | $533.09            | $553.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL652077  | 2032-08-01      | 6.5000%  |  | $0.11              | $0.12              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6848  | 2037-12-01      | 6.5000%  |  | $18.45             | $19.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI6177  | 2037-06-01      | 5.0000%  |  | $1.49              | $1.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI5075  | 2036-07-01      | 5.0000%  |  | $0.65              | $0.66              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZI4628  | 2033-09-01      | 7.0000%  |  | $5709.09           | $5997.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI0882  | 2033-11-01      | 6.0000%  |  | $2.32              | $2.38              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.3860%  |  | $19.42             | $20.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 ZLFP0044  | 2050-10-01      | 3.5000%  |  | $251.65            | $233.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9435  | 2053-06-01      | 5.5000%  |  | $19011.02          | $19373.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9830  | 2054-04-01      | 5.5000%  |  | $236.83            | $241.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8849  | 2052-07-01      | 3.0000%  |  | $494123.02         | $443658.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8552  | 2052-05-01      | 3.0000%  |  | $642435.05         | $580823.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M      | 2055-01-20      | 5.5000%  |  | $936319.06         | $949402.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6052 C      | 2055-10-20      | 6.5000%  |  | $1364745.14        | $1445102.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6049 C      | 2055-10-20      | 6.5000%  |  | $241189.71         | $255391.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5995 C      | 2055-10-20      | 7.5000%  |  | $285.71            | $308.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5993 C      | 2055-10-20      | 7.5000%  |  | $143.71            | $155.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7018 C      | 2055-09-20      | 6.5000%  |  | $285.25            | $300.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3388 C      | 2055-09-20      | 6.5000%  |  | $142.74            | $149.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0878 C      | 2055-10-20      | 7.0000%  |  | $142.86            | $152.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5543  | 2053-01-01      | 6.0000%  |  | $100.11            | $103.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5112  | 2052-11-01      | 5.0000%  |  | $207.28            | $208.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5055  | 2052-11-01      | 6.0000%  |  | $74993.31          | $77774.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4798  | 2052-10-01      | 5.0000%  |  | $151252.58         | $152400.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0015  | 2054-12-01      | 3.5000%  |  | $303927.66         | $281584.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4578  | 2055-05-01      | 6.5000%  |  | $284.37            | $296.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4566  | 2055-06-01      | 6.0000%  |  | $139.40            | $143.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4564  | 2055-05-01      | 6.0000%  |  | $181097.68         | $188890.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY4204  | 2050-06-01      | 5.0000%  |  | $141.40            | $141.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4018  | 2055-05-01      | 5.5000%  |  | $137.25            | $139.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4003  | 2055-04-01      | 5.5000%  |  | $437.91            | $444.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4395  | 2055-06-01      | 6.5000%  |  | $709.59            | $743.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3180  | 2055-05-01      | 5.5000%  |  | $139.90            | $143.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3174  | 2055-05-01      | 5.5000%  |  | $131.95            | $134.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1995  | 2055-04-01      | 6.0000%  |  | $142.14            | $146.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY1856  | 2055-04-01      | 6.5000%  |  | $340.50            | $359.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY1245  | 2055-04-01      | 6.5000%  |  | $231.87            | $246.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0714  | 2055-04-01      | 6.5000%  |  | $142.21            | $149.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY0617  | 2055-04-01      | 5.5000%  |  | $572.09            | $584.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY0393  | 2055-04-01      | 5.5000%  |  | $388.86            | $397.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9314  | 2055-04-01      | 6.5000%  |  | $3431840.65        | $3591763.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9827  | 2055-03-01      | 5.5000%  |  | $145.74            | $149.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8624  | 2055-03-01      | 6.5000%  |  | $699.01            | $727.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8368  | 2055-03-01      | 6.5000%  |  | $13168.56          | $13836.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8161  | 2055-03-01      | 5.5000%  |  | $306690.08         | $312308.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX7893  | 2055-03-01      | 6.0000%  |  | $259.40            | $267.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5808  | 2055-01-01      | 6.0000%  |  | $291.65            | $299.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX5214  | 2055-01-01      | 4.5000%  |  | $266.79            | $264.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4916  | 2055-01-01      | 6.5000%  |  | $141.20            | $148.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3387  | 2055-01-01      | 6.0000%  |  | $305.53            | $314.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1274  | 2051-08-01      | 2.5000%  |  | $308.30            | $263.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0875 C      | 2055-10-20      | 7.0000%  |  | $375.86            | $400.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8133 C      | 2055-07-20      | 6.5000%  |  | $142.57            | $149.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8151  | 2054-06-01      | 6.0000%  |  | $251.70            | $262.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7879  | 2052-07-01      | 2.5000%  |  | $130.64            | $111.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7577  | 2054-01-01      | 2.5000%  |  | $127.34            | $108.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252  | 2053-11-01      | 5.0000%  |  | $73216.42          | $73503.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8016  | 2054-05-01      | 5.5000%  |  | $127.53            | $130.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS7979  | 2053-12-01      | 2.0000%  |  | $138.71            | $113.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7059  | 2052-07-01      | 3.0000%  |  | $377.09            | $336.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943  | 2052-06-01      | 3.0000%  |  | $126.68            | $112.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6601  | 2053-12-01      | 3.5000%  |  | $259.96            | $240.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL481473  | 2029-02-01      | 6.0000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441259  | 2028-11-01      | 7.0000%  |  | $97.51             | $102.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL412147  | 2028-01-01      | 7.0000%  |  | $7.51              | $7.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL394854  | 2027-05-01      | 6.5000%  |  | $52.88             | $54.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW4879  | 2053-04-01      | 3.0000%  |  | $120.97            | $107.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW1686  | 2052-07-01      | 5.0000%  |  | $110.62            | $112.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8521  | 2052-05-01      | 3.5000%  |  | $4052.56           | $3756.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD3302  | 2051-10-01      | 2.0000%  |  | $83029.82          | $68010.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3136  | 2053-06-01      | 5.5000%  |  | $823.21            | $843.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3016  | 2052-06-01      | 3.0000%  |  | $225.84            | $202.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8474  | 2050-02-01      | 4.0000%  |  | $126.17            | $122.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS0889  | 2035-07-01      | 5.0000%  |  | $16.21             | $16.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9452  | 2051-11-01      | 2.0000%  |  | $108.39            | $89.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803  | 2049-10-01      | 3.5000%  |  | $577.85            | $540.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5048  | 2054-09-01      | 5.5000%  |  | $140.59            | $143.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCA3115  | 2049-02-01      | 5.5000%  |  | $73.48             | $75.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0482  | 2051-07-01      | 2.5000%  |  | $794.19            | $680.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW6230  | 2052-09-01      | 4.0000%  |  | $233.11            | $222.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8002  | 2049-07-01      | 4.5000%  |  | $15.88             | $15.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3605  | 2053-08-01      | 5.5000%  |  | $1034059.03        | $1063913.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8201  | 2052-03-01      | 3.0000%  |  | $108.57            | $96.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM8137  | 2035-09-01      | 3.5000%  |  | $19721.46          | $19467.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5913  | 2054-04-01      | 5.5000%  |  | $3990.56           | $4073.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBN7703  | 2049-08-01      | 3.0000%  |  | $70.61             | $63.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0547  | 2052-02-01      | 2.5000%  |  | $111.43            | $95.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5854  | 2055-06-01      | 6.5000%  |  | $142.28            | $149.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5822  | 2055-09-01      | 5.5000%  |  | $142.25            | $144.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN3960  | 2049-01-01      | 4.5000%  |  | $138195.77         | $137511.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7186  | 2050-09-01      | 2.5000%  |  | $20084.74          | $17273.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8039  | 2055-09-01      | 6.5000%  |  | $551934.78         | $581147.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0268  | 2055-09-01      | 6.5000%  |  | $368954.09         | $385743.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4785 C      | 2055-04-20      | 7.5000%  |  | $568.89            | $614.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3156 C      | 2055-03-20      | 6.0000%  |  | $132.67            | $136.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG1265 C      | 2055-04-20      | 6.5000%  |  | $142.11            | $150.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA8867 C      | 2054-03-20      | 5.0000%  |  | $12929.74          | $12981.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT6580 C      | 2054-09-20      | 7.5000%  |  | $141.21            | $152.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9904 M      | 2054-09-20      | 4.5000%  |  | $10182.20          | $9986.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB4292 C      | 2051-03-20      | 4.0000%  |  | $414.25            | $395.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4113  | 2052-07-01      | 3.5000%  |  | $23806.73          | $22164.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4112  | 2052-07-01      | 3.5000%  |  | $112.16            | $104.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4090  | 2052-07-01      | 4.0000%  |  | $111.66            | $107.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3914  | 2052-06-01      | 4.0000%  |  | $110.13            | $105.50            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOCB4465  | 2052-08-01      | 3.3760%  |  | $94.84             | $95.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3353  | 2052-04-01      | 2.5000%  |  | $240.53            | $205.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3582  | 2052-05-01      | 3.0000%  |  | $225.06            | $201.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2556  | 2052-01-01      | 3.0000%  |  | $687.85            | $613.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2430  | 2051-12-01      | 3.0000%  |  | $310940.01         | $276702.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2094  | 2051-11-01      | 3.0000%  |  | $307.71            | $276.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2665  | 2052-01-01      | 3.0000%  |  | $332.68            | $296.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552  | 2052-09-01      | 4.5000%  |  | $109.57            | $108.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4561  | 2052-09-01      | 5.0000%  |  | $109.67            | $110.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4339  | 2052-08-01      | 4.5000%  |  | $1308.99           | $1301.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0741  | 2051-10-01      | 3.5000%  |  | $163.03            | $152.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0671  | 2051-09-01      | 2.0000%  |  | $330.69            | $272.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0618  | 2051-02-01      | 3.0000%  |  | $48250.96          | $43623.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0809  | 2052-01-01      | 3.0000%  |  | $62792.53          | $56348.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0345  | 2042-05-01      | 2.0000%  |  | $229.87            | $200.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAZ0084  | 2030-06-01      | 3.5000%  |  | $33.42             | $33.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX2484  | 2044-10-01      | 3.5000%  |  | $46.38             | $44.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAX1782  | 2044-09-01      | 5.0000%  |  | $11.69             | $11.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW7396  | 2027-01-01      | 3.5000%  |  | $0.87              | $0.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV6368  | 2029-01-01      | 3.5000%  |  | $12.25             | $12.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV5693  | 2044-02-01      | 4.5000%  |  | $570.14            | $573.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV5250  | 2044-02-01      | 4.5000%  |  | $14536.15          | $14667.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV5046  | 2044-02-01      | 4.5000%  |  | $61.19             | $61.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV4892  | 2043-12-01      | 4.5000%  |  | $3.79              | $3.77              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  |  | $28.24             | $28.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV0703  | 2043-12-01      | 4.0000%  |  | $8.80              | $8.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAU7552  | 2028-10-01      | 3.5000%  |  | $3.21              | $3.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAT7865  | 2028-06-01      | 3.0000%  |  | $178.24            | $176.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2719  | 2043-05-01      | 3.0000%  |  | $27.32             | $25.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8359  | 2046-11-01      | 3.0000%  |  | $107.40            | $98.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9179  | 2055-07-01      | 6.0000%  |  | $129.20            | $133.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4909  | 2055-06-01      | 6.5000%  |  | $40902.93          | $43083.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9556  | 2054-11-01      | 5.5000%  |  | $135.16            | $138.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD5581  | 2048-06-01      | 4.0000%  |  | $120.80            | $118.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6987  | 2050-09-01      | 2.0000%  |  | $538.51            | $439.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5389  | 2054-06-01      | 6.0000%  |  | $112.20            | $115.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8021  | 2052-03-01      | 2.5000%  |  | $380.16            | $324.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3385  | 2045-06-01      | 4.0000%  |  | $85.72             | $82.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1253  | 2055-04-01      | 5.5000%  |  | $283.79            | $289.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5923  | 2055-04-01      | 5.5000%  |  | $284.06            | $289.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0877 C      | 2055-10-20      | 7.0000%  |  | $412271.71         | $439355.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $141.00            | $142.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0628  | 2055-04-01      | 6.5000%  |  | $569.63            | $597.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6534  | 2055-05-01      | 5.5000%  |  | $142.08            | $144.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW4908  | 2053-04-01      | 6.0000%  |  | $94.34             | $97.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5191  | 2053-11-01      | 6.0000%  |  | $210146.21         | $216498.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3678  | 2052-05-01      | 4.0000%  |  | $118.39            | $113.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0310  | 2042-08-01      | 2.0000%  |  | $21862.17          | $19152.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5794  | 2055-08-01      | 6.5000%  |  | $136.71            | $142.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0709  | 2055-10-01      | 6.0000%  |  | $715.87            | $742.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1948  | 2055-07-01      | 6.5000%  |  | $269.78            | $285.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2029  | 2055-09-01      | 6.0000%  |  | $146689.43         | $151302.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3278  | 2055-09-01      | 5.5000%  |  | $284.72            | $291.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ0232  | 2055-08-01      | 5.5000%  |  | $543.65            | $553.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3203  | 2054-10-01      | 6.0000%  |  | $125.49            | $130.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8646 M      | 2053-02-20      | 4.5000%  |  | $792566.39         | $781310.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1974  | 2054-07-01      | 6.0000%  |  | $245.15            | $252.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6867  | 2054-06-01      | 5.0000%  |  | $608376.01         | $613305.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1833  | 2055-09-01      | 6.5000%  |  | $142.62            | $148.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4795  | 2055-09-01      | 6.0000%  |  | $145.87            | $151.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1724  | 2055-08-01      | 5.5000%  |  | $285.16            | $291.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4524  | 2055-01-01      | 6.5000%  |  | $451.76            | $473.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1268  | 2055-10-01      | 6.5000%  |  | $271.24            | $285.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0616  | 2055-03-01      | 6.0000%  |  | $15264.57          | $15807.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4160  | 2050-10-01      | 3.0000%  |  | $367.12            | $329.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0152  | 2040-06-01      | 6.0000%  |  | $142.22            | $150.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $13.45             | $14.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA4986  | 2051-04-01      | 2.0000%  |  | $96.68             | $79.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2996  | 2053-04-01      | 7.0000%  |  | $558.38            | $613.08            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2534 M      | 2045-01-20      | 5.6250%  |  | $3.08              | $3.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7725  | 2046-08-01      | 3.0000%  |  | $92.57             | $85.30             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0336 G         | 2037-04-01      | 6.9010%  |  | $6.13              | $6.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4356  | 2051-06-01      | 2.5000%  |  | $195.34            | $167.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4355  | 2051-06-01      | 2.0000%  |  | $212.92            | $174.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325  | 2051-05-01      | 2.0000%  |  | $104.37            | $85.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4242  | 2053-11-01      | 5.5000%  |  | $4394996.76        | $4512568.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4122  | 2053-10-01      | 3.0000%  |  | $258.60            | $230.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4051  | 2052-10-01      | 5.0000%  |  | $359.61            | $361.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8468  | 2054-10-01      | 5.0000%  |  | $1064.46           | $1065.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8439  | 2054-06-01      | 6.0000%  |  | $225.36            | $231.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8452  | 2054-08-01      | 5.0000%  |  | $132.02            | $132.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8396  | 2054-01-01      | 6.0000%  |  | $101.30            | $104.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8420  | 2054-04-01      | 5.5000%  |  | $361.94            | $367.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8382  | 2053-12-01      | 5.0000%  |  | $2116.36           | $2121.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341  | 2053-07-01      | 5.0000%  |  | $242.28            | $243.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8327  | 2053-04-01      | 3.5000%  |  | $120.39            | $111.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8904  | 2055-08-01      | 6.5000%  |  | $142.64            | $149.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7480  | 2055-04-01      | 6.0000%  |  | $284.29            | $294.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $426.69            | $449.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6730  | 2055-04-01      | 5.5000%  |  | $142.04            | $146.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6339  | 2055-04-01      | 6.0000%  |  | $267.84            | $278.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6306  | 2055-04-01      | 5.5000%  |  | $141.76            | $144.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD5637  | 2055-03-01      | 5.0000%  |  | $141.78            | $142.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2776  | 2053-04-01      | 5.0000%  |  | $181033.53         | $183385.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2737  | 2053-04-01      | 5.5000%  |  | $126.71            | $130.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2390  | 2053-03-01      | 5.0000%  |  | $115.00            | $115.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2355  | 2052-12-01      | 4.5000%  |  | $9892.42           | $9778.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2334  | 2053-02-01      | 5.0000%  |  | $119.77            | $120.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2253  | 2052-12-01      | 3.5000%  |  | $1193.33           | $1108.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2278  | 2052-08-01      | 3.0000%  |  | $10794.44          | $9622.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1936  | 2052-06-01      | 3.5000%  |  | $34406.62          | $32031.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1900  | 2052-06-01      | 3.5000%  |  | $338.02            | $313.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1852  | 2051-06-01      | 2.5000%  |  | $18851.33          | $16072.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL649975  | 2032-07-01      | 6.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL649876  | 2032-08-01      | 6.5000%  |  | $114.81            | $119.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4805  | 2052-11-01      | 4.5000%  |  | $349.69            | $343.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4802  | 2052-11-01      | 3.0000%  |  | $229.03            | $203.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4761  | 2052-09-01      | 5.0000%  |  | $214.93            | $216.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4785  | 2052-10-01      | 5.0000%  |  | $8726.74           | $8783.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782  | 2052-10-01      | 3.5000%  |  | $839.46            | $778.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5666  | 2045-08-01      | 4.0000%  |  | $10.12             | $9.84              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329  | 2053-06-01      | 5.0000%  |  | $2668893.46        | $2680747.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8222  | 2041-08-01      | 4.5000%  |  | $11.45             | $11.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1448  | 2036-06-01      | 6.5000%  |  | $5.88              | $6.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8044  | 2050-02-01      | 3.0000%  |  | $88.17             | $79.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ1699  | 2047-12-01      | 4.0000%  |  | $30.91             | $30.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL932639  | 2040-03-01      | 5.0000%  |  | $167.77            | $173.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2089  | 2046-11-01      | 3.0000%  |  | $58.97             | $53.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237  | 2052-08-01      | 4.0000%  |  | $4857.90           | $4652.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438  | 2051-10-01      | 2.5000%  |  | $109.27            | $93.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9820  | 2045-07-01      | 3.0000%  |  | $96.17             | $88.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF1152  | 2052-09-01      | 4.5000%  |  | $265.27            | $262.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4306  | 2051-04-01      | 2.5000%  |  | $92.83             | $79.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQB3781  | 2050-09-01      | 5.0000%  |  | $390.92            | $394.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5282  | 2054-02-01      | 4.5000%  |  | $263.19            | $257.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5452  | 2052-06-01      | 3.5000%  |  | $470.31            | $438.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512  | 2052-01-01      | 2.5000%  |  | $436.91            | $374.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ2405  | 2050-09-01      | 2.5000%  |  | $73.00             | $63.54             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C03504 G  | 2040-06-01      | 4.5000%  |  | $15.33             | $15.52             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  |  | $14.48             | $14.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZA2339  | 2034-04-01      | 4.5000%  |  | $42633.63          | $43120.42          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6565  | 2047-09-01      | 3.4200%  |  | $125.53            | $108.92            | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.170 MLBL8734  | 2050-11-01      | 2.1700%  |  | $200.86            | $146.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $1204544.56        | $1227465.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3517  | 2050-09-01      | 2.0000%  |  | $273.76            | $225.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7341  | 2053-10-01      | 6.0000%  |  | $285473.85         | $296404.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5762  | 2053-02-01      | 5.5000%  |  | $318.07            | $324.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3340  | 2035-05-01      | 3.5000%  |  | $85.64             | $84.43             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5079  | 2029-03-01      | 2.3100%  |  | $155.00            | $147.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8099  | 2050-10-01      | 2.5000%  |  | $21980.87          | $18882.47          | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  |  | $120.70            | $123.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4476  | 2053-12-01      | 6.5000%  |  | $106.61            | $112.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8836  | 2047-02-01      | 4.5000%  |  | $151.02            | $149.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3825  | 2049-07-01      | 4.0000%  |  | $376.70            | $367.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8498  | 2044-09-01      | 3.5000%  |  | $15823.33          | $15161.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4409  | 2054-10-01      | 5.5000%  |  | $142.63            | $145.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2474  | 2047-01-01      | 3.0000%  |  | $134.41            | $123.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2596  | 2052-03-01      | 2.5000%  |  | $449.80            | $385.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243  | 2037-07-01      | 3.5000%  |  | $279.61            | $272.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  |  | $148243.16         | $151224.23         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1349 G         | 2038-10-01      | 6.6380%  |  | $16.61             | $17.23             | Agency Mortgage-Backed Securities         |
| USTR TINT 02/15/29         | 2029-02-15      | 0.0000%  |  | $277849.23         | $246043.28         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30      | 2030-10-31      | 3.6250%  |  | $8924742.86        | $8886339.69        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AT 28      | 2028-10-15      | 3.5000%  |  | $14.29             | $14.26             | U.S. Treasuries (including strips)        |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.7498%  |  | $244.40            | $242.14            | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $17.32             | $15.99             | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0052A2 R24M00  | 2033-10-25      | 4.7154%  |  | $150.98            | $153.87            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-01-25      | 3.7940%  |  | $1614.86           | $1557.52           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $105.57            | $104.81            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $25.12             | $24.94             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-02-25      | 3.4650%  |  | $294.57            | $286.36            | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003  | 2026-02-25      | 2.7020%  |  | $83.33             | $83.03             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-10-25      | 5.0280%  |  | $372.29            | $385.10            | Agency Mortgage-Backed Securities         |

### Security 222: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.140%, 11/3/2025
- **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):** $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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 F 33  | 2033-11-15      | 4.5000%  |  | $11204708.57       | $11844674.03       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $12081.43          | $12392.08          | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $79918.21          | $86914.51          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $70491.43          | $64657.18          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $252.86            | $261.14            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $707112.86         | $730471.84         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  |  | $60750.00          | $61330.22          | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $2715.41           | $2695.86           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $390.00            | $397.63            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $1697.14           | $1690.84           | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $4118835.93        | $4169004.53        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $17.14             | $16.90             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $4298.57           | $4277.93           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $30.00             | $29.23             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $8372.50           | $7836.27           | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  |  | $2897.79           | $2950.61           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $398.57            | $403.80            | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  |  | $5830.30           | $5873.06           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $19364785.71       | $19820526.26       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $12257.14          | $12468.90          | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  |  | $1443.98           | $1443.51           | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $25585.71          | $26070.06          | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  |  | $4.29              | $4.27              | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $561.43            | $528.17            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $278.57            | $263.56            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  |  | $77.14             | $76.82             | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN A 26  | 2026-01-15      | 0.6250%  |  | $207772.26         | $207539.81         | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $1107993.82        | $1071132.74        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $814710.00         | $809504.80         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  |  | $1412.93           | $1399.42           | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  |  | $9194582.45        | $9063011.58        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $56027.14          | $58137.45          | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $100851.43         | $95402.54          | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $4171585.71        | $3855421.30        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $2394377.14        | $1763236.39        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $2355484.29        | $1410435.21        | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $17827906.49       | $10696763.46       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $4931520.81        | $3745620.21        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $9034330.77        | $7809682.40        | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $23092140.93       | $24442324.71       | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $7984.29           | $8601.86           | U.S. Treasuries (including strips) |
| USTR BILL 02/24/26    | 2026-02-24      | 0.0000%  |  | $62507.14          | $61747.06          | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26    | 2026-04-23      | 0.0000%  |  | $34.29             | $33.67             | U.S. Treasuries (including strips) |
| USTR BILL 12/30/25    | 2025-12-30      | 0.0000%  |  | $22542.86          | $22399.26          | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26    | 2026-02-26      | 0.0000%  |  | $66432.86          | $65621.05          | U.S. Treasuries (including strips) |
| USTR BILL 02/12/26    | 2026-02-12      | 0.0000%  |  | $400512.86         | $396187.32         | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26    | 2026-01-08      | 0.0000%  |  | $7971.43           | $7913.56           | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25    | 2025-11-13      | 0.0000%  |  | $8785.71           | $8773.49           | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $283.75            | $281.15            | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $15994.29          | $15856.27          | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $12018754.29       | $12125956.35       | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26    | 2026-02-15      | 4.0000%  |  | $4.29              | $4.32              | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $585450.00         | $616366.04         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $54128.57          | $56345.30          | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $1608685.71        | $1372799.98        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $140267.14         | $140369.65         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  |  | $428.57            | $411.02            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $1126525.71        | $1178820.97        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $9518.57           | $9084.08           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $27247632.86       | $27270269.35       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $158.57            | $158.92            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $10328.57          | $10547.88          | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $259.40            | $262.58            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $621.43            | $629.92            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $1774.29           | $1799.72           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  |  | $798531.43         | $808577.73         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $585.04            | $604.64            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $4.29              | $4.35              | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $356284.29         | $363447.44         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $12394.29          | $12682.28          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $2823.58           | $2867.81           | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 3.9705%  |  | $3642891.43        | $3643270.29        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $2600117.14        | $2625485.10        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $331071.43         | $337733.50         | U.S. Treasuries (including strips) |

### Security 223: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.140%, 11/3/2025
- **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):** $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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 A 33  | 2033-01-15      | 1.1250%  |  | $145.25            | $140.78            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $13.36             | $13.33             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $13.36             | $13.55             | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $13.99             | $14.37             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $267.14            | $271.27            | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $13.36             | $12.48             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $26.71             | $25.23             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $166.20            | $155.56            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  |  | $13.36             | $13.30             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $63079741.45       | $62739416.65       | U.S. Treasuries (including strips) |
| USTR BILL 02/17/26    | 2026-02-17      | 0.0000%  |  | $7867.32           | $7777.79           | U.S. Treasuries (including strips) |
| USTR BILL 12/04/25    | 2025-12-04      | 0.0000%  |  | $27729510.24       | $27628574.82       | U.S. Treasuries (including strips) |
| USTR BILL 11/20/25    | 2025-11-20      | 0.0000%  |  | $13.36             | $13.33             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $13.59             | $13.74             | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  |  | $13.79             | $14.04             | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $13.36             | $13.67             | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $64999608.19       | $62676262.20       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $13.75             | $13.97             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $13.36             | $13.33             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $13.36             | $13.46             | U.S. Treasuries (including strips) |

### Security 224: 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:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $683.68            | $697.43            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $157338982.11      | $160994972.60      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $68.37             | $68.61             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $44050935.95       | $45566515.58       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $286858853.68      | $296253057.91      | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $2107730.05        | $1982883.65        | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $456706166.72      | $441512326.97      | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  |  | $341.84            | $344.06            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $34856408.84       | $35516252.22       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $14538380.58       | $14700400.45       | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $2051052.63        | $2033353.65        | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  |  | $7450.04           | $6062.82           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $117857449.58      | $118191105.94      | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $110370174.91      | $109645862.84      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $21131516.68       | $20705748.96       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $63280921.74       | $60178230.63       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $1232.09           | $922.00            | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $4200135.79        | $4394034.87        | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26    | 2026-02-26      | 0.0000%  |  | $410.21            | $405.20            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $3257413.42        | $3252001.10        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $19030965.32       | $19069948.83       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $136.74            | $138.83            | U.S. Treasuries (including strips) |

### Security 225: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  4.150%, 11/3/2025
- **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: 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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2021-194 F  | 2051-11-20      | 4.0000%  |  | $16760.48          | $15098.80          | Agency Collateralized Mortgage Obligation |
| FHLB FHOR 23-26 K3    | 2026-04-27      | 3.6250%  |  | $68181.82          | $68105.64          | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-27 9P    | 2027-11-18      | 1.5000%  |  | $54545.45          | $52460.82          | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-28 TE    | 2028-01-27      | 1.0000%  |  | $481363.64         | $454788.08         | Agency Debentures and Agency Strips       |
| GNMA GNII SF MA7534 M | 2051-08-20      | 2.5000%  |  | $2882371.96        | $2504522.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  |  | $4950982.78        | $4468346.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M | 2049-12-20      | 3.0000%  |  | $5215285.91        | $4722597.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5528 M | 2048-10-20      | 4.0000%  |  | $9786882.27        | $9458075.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9904 M | 2054-09-20      | 4.5000%  |  | $13091473.23       | $12839684.92       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6290 C | 2053-09-20      | 7.0000%  |  | $4700706.47        | $5009478.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M | 2051-09-20      | 2.5000%  |  | $14949911.78       | $12990102.92       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8648 M | 2053-02-20      | 5.5000%  |  | $4755338.45        | $4850499.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0022 M | 2054-11-20      | 3.5000%  |  | $1767445.54        | $1624748.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4778 M | 2047-10-20      | 3.5000%  |  | $8812635.00        | $8243529.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0088 M | 2054-12-20      | 3.5000%  |  | $9455045.34        | $8691660.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0557 M | 2055-08-20      | 6.0000%  |  | $6333757.14        | $6486318.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0481 M | 2055-07-20      | 3.5000%  |  | $8123491.23        | $7467540.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M | 2054-12-20      | 5.5000%  |  | $19009847.33       | $19283785.56       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8227 C | 2055-09-20      | 6.5000%  |  | $11695333.60       | $12398230.95       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6291 C | 2053-09-20      | 7.0000%  |  | $4790499.74        | $5105174.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9012 M | 2053-07-20      | 3.0000%  |  | $5239141.15        | $4746137.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M | 2053-04-20      | 5.5000%  |  | $4941024.48        | $5036501.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M | 2052-08-20      | 4.5000%  |  | $4167224.56        | $4115784.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7828 M | 2052-01-20      | 3.0000%  |  | $8699186.91        | $7851764.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7706 M | 2051-11-20      | 3.0000%  |  | $4648741.77        | $4197465.17        | Agency Mortgage-Backed Securities         |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $356072.73         | $370654.96         | U.S. Treasuries (including strips)        |

### Security 226: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  4.150%, 11/3/2025
- **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: 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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 CLCB6462 | 2053-06-01      | 5.5000%  |  | $27209925.61       | $27832579.40       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7775 | 2052-08-01      | 4.5000%  |  | $55261541.22       | $54736335.53       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8623 | 2051-01-01      | 3.0000%  |  | $58485975.42       | $52041990.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  |  | $19579985.96       | $20294459.64       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0228 | 2055-01-01      | 5.5000%  |  | $48741214.48       | $49896056.31       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5278 | 2055-06-01      | 6.0000%  |  | $48798414.97       | $50286766.63       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.150%, 11/3/2025
- **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: 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:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 BZ8508 C | 2050-12-20      | 3.0000%  |  | $48471.75          | $43818.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4350 C | 2051-03-20      | 2.5000%  |  | $5127677.98        | $4351005.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C | 2036-04-20      | 5.0000%  |  | $1106935.34        | $1128920.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6449 C | 2045-11-20      | 3.0000%  |  | $235074.52         | $212159.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6411 C | 2050-10-20      | 3.0000%  |  | $226482.59         | $204665.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $428504.69         | $387246.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $513421.49         | $536186.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $295392.45         | $271941.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH6397 C | 2036-02-20      | 3.0000%  |  | $302942.44         | $274504.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1512974.53        | $1535260.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9688 M | 2036-07-20      | 2.0000%  |  | $64603.26          | $59520.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9427 M | 2054-01-20      | 7.5000%  |  | $223920.97         | $233636.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M | 2053-11-20      | 4.0000%  |  | $348536.87         | $333852.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M | 2053-10-20      | 4.0000%  |  | $1471003.04        | $1413344.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9234 M | 2053-10-20      | 2.0000%  |  | $1272244.45        | $1062790.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  |  | $7223726.05        | $6918619.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9104 M | 2053-08-20      | 4.5000%  |  | $2461993.79        | $2420176.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M | 2053-08-20      | 3.0000%  |  | $443104.50         | $402365.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8847 M | 2038-08-20      | 5.0000%  |  | $35013.78          | $35829.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8846 M | 2038-05-20      | 4.5000%  |  | $159245.84         | $159554.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $196207.39         | $211465.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M | 2039-11-20      | 6.5000%  |  | $48941.03          | $51743.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7974 C | 2055-08-20      | 6.5000%  |  | $1247036.83        | $1309798.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2577 C | 2052-07-20      | 6.5000%  |  | $1223976.74        | $1283314.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0403 C | 2055-07-20      | 5.5000%  |  | $5688085.94        | $5802537.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7937 C | 2055-07-20      | 6.5000%  |  | $992728.22         | $1043905.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6463 C | 2055-07-20      | 5.0000%  |  | $1062001.80        | $1071148.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6744 M | 2035-03-20      | 4.5000%  |  | $51564.92          | $52397.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV3842 C | 2053-07-20      | 6.0000%  |  | $536067.01         | $554060.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M | 2037-09-20      | 3.0000%  |  | $842680.39         | $802904.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $104052.56         | $111440.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8492 M | 2052-12-20      | 6.0000%  |  | $239255.81         | $246706.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M | 2039-11-20      | 4.5000%  |  | $143388.99         | $143952.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8153 M | 2052-07-20      | 5.5000%  |  | $199646.53         | $203955.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9276 M | 2030-12-20      | 8.0000%  |  | $153065.44         | $160684.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9174 M | 2053-09-20      | 7.0000%  |  | $481574.82         | $500468.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $1429757.28        | $1499100.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8698 M | 2038-07-20      | 6.5000%  |  | $67168.82          | $71405.07          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $463917.02         | $465684.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M | 2038-07-20      | 3.5000%  |  | $250531.47         | $243505.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8564 M | 2053-01-20      | 2.5000%  |  | $686386.38         | $597204.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8538 M | 2038-01-20      | 5.0000%  |  | $39512.55          | $39759.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M | 2052-11-20      | 4.0000%  |  | $19456954.92       | $18658467.42       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8397 M | 2037-11-20      | 4.5000%  |  | $133933.07         | $134441.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8271 M | 2052-09-20      | 6.0000%  |  | $264094.69         | $272490.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8239 M | 2037-02-20      | 2.0000%  |  | $143906.34         | $132581.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8122 M | 2037-07-20      | 2.0000%  |  | $462449.29         | $428265.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M | 2038-07-20      | 5.0000%  |  | $230783.14         | $234401.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M | 2051-07-20      | 3.5000%  |  | $203663.22         | $188507.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7289 M | 2035-08-20      | 5.0000%  |  | $322865.52         | $325207.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M | 2051-03-20      | 3.5000%  |  | $734778.73         | $681545.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8077 M | 2035-04-20      | 5.0000%  |  | $30987.14          | $31158.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $182745.65         | $175152.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8017 M | 2037-05-20      | 2.5000%  |  | $375448.20         | $354493.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6713 M | 2050-06-20      | 4.5000%  |  | $3284088.19        | $3291933.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6408 M | 2050-01-20      | 2.5000%  |  | $479389.13         | $419120.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0296 C | 2055-05-20      | 6.5000%  |  | $4211605.24        | $4413293.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $27876579.51       | $29707857.05       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3436 C | 2055-01-20      | 7.0000%  |  | $1107949.91        | $1148295.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3484 C | 2055-03-20      | 7.0000%  |  | $12113712.00       | $12554800.51       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9942 C | 2054-12-20      | 5.5000%  |  | $1081458.80        | $1103217.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0944 C | 2054-10-20      | 5.5000%  |  | $2579428.94        | $2630930.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8189 C | 2054-11-20      | 6.5000%  |  | $829746.48         | $869481.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1006 C | 2054-09-20      | 7.0000%  |  | $896186.02         | $938576.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C | 2054-09-20      | 5.5000%  |  | $1528984.84        | $1559510.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3571 C | 2054-06-20      | 6.0000%  |  | $1438644.91        | $1480567.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV9811 C | 2053-06-20      | 5.0000%  |  | $1472080.24        | $1505364.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT5313 C | 2051-12-20      | 2.5000%  |  | $1140623.09        | $973460.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9941 M | 2039-10-20      | 6.5000%  |  | $112679.62         | $121385.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C | 2052-06-20      | 2.5000%  |  | $3593033.36        | $3075339.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM4442 C | 2052-06-20      | 2.5000%  |  | $1082610.00        | $926623.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $706987.85         | $719208.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4917 C | 2052-01-20      | 3.5000%  |  | $561943.80         | $519650.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9957 C | 2051-10-20      | 2.5000%  |  | $511612.51         | $442316.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $31538.23          | $26048.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $4402774.17        | $3672757.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $310359.47         | $311241.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5300 M | 2033-07-20      | 3.5000%  |  | $119825.23         | $118301.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2863 M | 2030-06-20      | 2.5000%  |  | $100453.22         | $98067.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  |  | $3929311.34        | $3731575.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M | 2042-11-20      | 3.5000%  |  | $5582734.55        | $5336294.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6243 C | 2043-04-20      | 3.5000%  |  | $3613626.10        | $3338125.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8455 M | 2037-12-20      | 2.5000%  |  | $50578.37          | $47942.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL1773 C | 2045-01-20      | 3.5000%  |  | $2435990.45        | $2250189.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $892056.07         | $761314.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M | 2053-09-20      | 6.0000%  |  | $6735229.97        | $6927992.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C | 2050-08-20      | 2.5000%  |  | $1199984.82        | $1042664.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8940 M | 2051-04-20      | 1.5000%  |  | $120069.93         | $96056.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5333 M | 2048-07-20      | 5.5000%  |  | $244345.19         | $252788.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $1323294791.16     | $1194296045.03     | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6154 C | 2055-01-20      | 7.0000%  |  | $1132520.36        | $1202772.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2501 C | 2055-07-20      | 6.5000%  |  | $6285550.50        | $6586550.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8316 M | 2037-12-20      | 3.0000%  |  | $710243.60         | $668892.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1823 C | 2055-07-20      | 6.5000%  |  | $1039715.33        | $1089506.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0624 M | 2055-09-20      | 6.0000%  |  | $1651291711.02     | $1692076964.99     | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0460 C | 2054-12-20      | 6.5000%  |  | $1249852.33        | $1308561.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $901486.22         | $800717.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4243 C | 2054-11-20      | 7.0000%  |  | $1458145.65        | $1529385.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0800 C | 2055-07-20      | 6.5000%  |  | $952053.38         | $1005783.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5967 C | 2055-08-20      | 6.5000%  |  | $1379347.53        | $1445402.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV0625 C | 2053-09-20      | 7.0000%  |  | $1441327.63        | $1507868.44        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.140%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $605075200.00      | $619189422.18      | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $938918000.00      | $925454466.98      | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26    | 2026-01-29      | 0.0000%  |  | $618443300.00      | $612853809.45      | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/27 | 2027-10-31      | 3.9555%  |  | $1029748000.00     | $1030002347.76     | U.S. Treasuries (including strips) |

### Security 229: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.180%, 11/3/2025
- **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: 966RQU009, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $57572000.00
- **C.18.a - Value (excl. sponsor support):** $57572000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2019-059 NF     | 2049-05-20      | 4.5455%  |  | $16543.11          | $16229.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 JF     | 2055-07-20      | 5.5138%  |  | $4761205.55        | $4795432.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-21 FM      | 2043-10-20      | 4.4955%  |  | $145108.58         | $143682.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-130 FG     | 2047-08-20      | 4.4455%  |  | $167010.17         | $163600.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-69 DF      | 2049-06-20      | 4.5455%  |  | $107583.88         | $105427.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FL     | 2055-04-20      | 5.4838%  |  | $3296349.97        | $3311159.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 JF     | 2054-10-20      | 5.2638%  |  | $3561894.53        | $3569568.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FE     | 2054-10-20      | 5.2338%  |  | $2269536.67        | $2273681.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 BF     | 2053-10-20      | 5.2638%  |  | $1140880.26        | $1143661.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 KF     | 2053-01-20      | 4.9338%  |  | $343498.84         | $343144.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-051 AF     | 2052-03-20      | 4.0000%  |  | $807406.89         | $730042.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-189 DF     | 2052-11-20      | 5.1338%  |  | $686082.74         | $684411.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-005 FE     | 2053-01-20      | 4.9338%  |  | $210968.04         | $210751.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-206 FA     | 2051-11-20      | 3.5000%  |  | $749583.50         | $665842.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-188 FA     | 2051-10-20      | 3.5000%  |  | $2009679.43        | $1798022.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-175 FN     | 2051-10-20      | 4.0000%  |  | $482130.06         | $436569.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-177 FB     | 2051-10-20      | 3.5000%  |  | $995195.26         | $886753.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-177 FA     | 2051-10-20      | 3.5000%  |  | $881564.58         | $782790.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-173 DF     | 2055-10-20      | 5.7000%  |  | $20743.61          | $21024.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-173 FD     | 2055-10-20      | 5.6500%  |  | $479766.67         | $490377.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 AF     | 2051-08-20      | 3.5000%  |  | $1322050.23        | $1175582.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 FB     | 2051-08-20      | 3.5000%  |  | $1387236.60        | $1257830.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-90 FG      | 2049-07-20      | 4.4955%  |  | $142901.66         | $139736.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-078 FH     | 2049-06-20      | 4.4455%  |  | $304524.27         | $298356.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-170 FB     | 2055-10-20      | 5.6000%  |  | $479766.67         | $481910.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FE     | 2052-01-20      | 3.5000%  |  | $772158.66         | $691815.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-078 PF     | 2049-06-20      | 4.5955%  |  | $147894.99         | $145116.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-140 EF     | 2049-11-20      | 4.5455%  |  | $144705.51         | $141892.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-71 FJ      | 2049-04-20      | 4.4955%  |  | $160360.42         | $157463.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-078 FN     | 2052-04-20      | 4.5000%  |  | $364432.10         | $345545.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-146 F      | 2048-10-20      | 4.4955%  |  | $116471.40         | $114031.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 LF     | 2051-09-20      | 3.5000%  |  | $756254.73         | $673782.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-172 FH     | 2052-10-20      | 5.0938%  |  | $754902.41         | $753255.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-001 FC     | 2055-01-20      | 5.4338%  |  | $952328.29         | $957312.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 FA     | 2051-08-20      | 3.5000%  |  | $729829.43         | $650220.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 HF     | 2055-07-20      | 5.5338%  |  | $15848.59          | $15968.45          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-152 FG     | 2049-12-20      | 4.5955%  |  | $150087.85         | $147117.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-018 NF     | 2052-01-20      | 3.5000%  |  | $728863.10         | $649185.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-158 AF     | 2051-09-20      | 3.5000%  |  | $1068214.03        | $948609.79         | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLRJ3732 | 2055-03-01      | 6.0000%  |  | $317017.78         | $326344.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1968 | 2054-07-01      | 6.0000%  |  | $18.13             | $19.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0879 | 2054-02-01      | 5.5000%  |  | $18.44             | $18.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  |  | $36105.80          | $37132.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0573 | 2055-01-01      | 5.0000%  |  | $493026.96         | $499777.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0434 | 2052-07-01      | 3.0000%  |  | $166341.80         | $150929.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0166 | 2055-01-01      | 5.0000%  |  | $18.03             | $18.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  |  | $1180789.67        | $1217447.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  |  | $954884.36         | $976483.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9496 | 2054-11-01      | 5.5000%  |  | $2713967.11        | $2797026.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  |  | $1238171.78        | $1183937.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $16.42             | $15.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  |  | $408235.43         | $421809.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4967 | 2053-02-01      | 3.0000%  |  | $4112.55           | $3660.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $14.88             | $15.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $16.80             | $14.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $15.55             | $15.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $16.04             | $14.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $15.06             | $14.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3783 | 2052-06-01      | 4.0000%  |  | $47607.40          | $45838.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  |  | $40441.67          | $37499.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  |  | $23385.03          | $20979.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  |  | $803999.96         | $698087.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8062 | 2050-12-01      | 2.5000%  |  | $502068.16         | $434279.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0086 | 2047-08-01      | 3.5000%  |  | $6.32              | $5.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9327 | 2053-04-01      | 6.0000%  |  | $130122.68         | $134529.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9008 | 2053-04-01      | 5.5000%  |  | $11.94             | $12.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  |  | $16.20             | $15.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  |  | $13.72             | $12.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM4521 | 2038-08-01      | 4.0000%  |  | $3.37              | $3.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM3927 | 2038-03-01      | 4.0000%  |  | $133982.53         | $133205.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  |  | $939495.97         | $854731.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2273 | 2055-09-01      | 6.5000%  |  | $19.19             | $20.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1557 | 2055-10-01      | 6.0000%  |  | $19.19             | $19.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  |  | $96904.12          | $98664.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0104 | 2055-09-01      | 6.0000%  |  | $19.19             | $19.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2410 | 2054-05-01      | 5.5000%  |  | $18.72             | $19.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $1497.55           | $1527.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  |  | $3320.45           | $2830.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC9560 | 2051-10-01      | 2.0000%  |  | $305657.41         | $252746.48         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  |  | $4.40              | $4.16              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U91253 G | 2043-04-01      | 4.0000%  |  | $4.76              | $4.68              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3900 | 2053-08-01      | 5.5000%  |  | $14.92             | $15.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $18.60             | $18.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0806 | 2055-10-01      | 5.5000%  |  | $19.18             | $19.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9974 | 2055-10-01      | 6.0000%  |  | $97223.62          | $101548.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  |  | $10.69             | $9.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4159 | 2050-10-01      | 2.5000%  |  | $843.26            | $721.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  |  | $7.58              | $6.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  |  | $9.76              | $9.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3465 | 2038-09-01      | 4.0000%  |  | $6278.91           | $6202.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWMA1483 | 2028-06-01      | 2.5000%  |  | $0.92              | $0.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1366 | 2033-03-01      | 3.0000%  |  | $2162.39           | $2090.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAB8787 | 2028-03-01      | 2.0000%  |  | $0.82              | $0.81              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA9329 | 2054-01-01      | 6.5000%  |  | $15.91             | $16.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTFS9735 | 2044-04-01      | 6.0000%  |  | $4468.42           | $4620.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  |  | $16.63             | $17.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9042 | 2054-08-01      | 5.5000%  |  | $17.43             | $18.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTFS7907 | 2044-05-01      | 6.0000%  |  | $15.67             | $16.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS7901 | 2044-01-01      | 4.0000%  |  | $16.63             | $16.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLFS6963 | 2054-01-01      | 7.5000%  |  | $394402.91         | $424862.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6882 | 2054-02-01      | 6.0000%  |  | $15.98             | $16.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6672 | 2053-12-01      | 6.0000%  |  | $16.41             | $17.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5973 | 2053-10-01      | 6.5000%  |  | $14.21             | $14.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5809 | 2053-05-01      | 6.0000%  |  | $438602.21         | $453097.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9672 | 2055-10-01      | 6.5000%  |  | $19.19             | $20.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9647 | 2055-09-01      | 6.5000%  |  | $19.19             | $20.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9645 | 2055-09-01      | 6.5000%  |  | $19.19             | $20.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9671 | 2055-09-01      | 6.0000%  |  | $19.19             | $19.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  |  | $19.32             | $19.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4402 | 2055-09-01      | 6.5000%  |  | $19.19             | $20.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3478 | 2055-07-01      | 6.0000%  |  | $19.12             | $19.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $15.95             | $14.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  |  | $15.10             | $14.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8158 | 2051-06-01      | 3.5000%  |  | $11319.13          | $10545.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5132 | 2053-12-01      | 6.5000%  |  | $15.20             | $16.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850022 | 2036-04-01      | 5.5000%  |  | $1.04              | $1.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $3731.05           | $3791.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  |  | $0.70              | $0.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAL9022 | 2028-03-01      | 2.0000%  |  | $1.13              | $1.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2239 | 2054-03-01      | 6.0000%  |  | $155790.69         | $161941.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2106 | 2051-05-01      | 2.5000%  |  | $17.28             | $14.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5350 | 2045-06-01      | 5.5000%  |  | $92041.53          | $94036.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6043 | 2054-12-01      | 5.0000%  |  | $18.32             | $18.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  |  | $7.93              | $7.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQH1618 | 2053-09-01      | 4.5000%  |  | $18.34             | $18.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1295 | 2053-04-01      | 5.5000%  |  | $12.38             | $12.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8069 | 2050-06-01      | 3.5000%  |  | $4.37              | $4.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6637 | 2054-10-01      | 5.5000%  |  | $704965.63         | $723614.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4934 | 2053-04-01      | 4.0000%  |  | $16.37             | $15.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5344 | 2052-04-01      | 2.5000%  |  | $46307.01          | $39694.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  |  | $16.87             | $16.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2243 | 2053-01-01      | 5.0000%  |  | $15.00             | $15.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2690 | 2053-04-01      | 5.5000%  |  | $15.13             | $15.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1650 | 2052-09-01      | 5.0000%  |  | $14.47             | $14.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $14.54             | $14.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS3393 | 2052-10-01      | 4.0000%  |  | $16.69             | $15.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3126 | 2052-10-01      | 4.5000%  |  | $14.51             | $14.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2031 | 2052-05-01      | 3.5000%  |  | $14.69             | $13.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  |  | $14.96             | $14.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5251 | 2055-06-01      | 5.5000%  |  | $919886.04         | $935324.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3021 | 2055-01-01      | 5.0000%  |  | $18.21             | $18.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX2128 | 2054-12-01      | 5.0000%  |  | $18.98             | $19.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX1941 | 2055-01-01      | 5.5000%  |  | $35.33             | $36.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  |  | $19.34             | $19.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA5884 | 2040-11-01      | 4.0000%  |  | $19.19             | $18.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $16.82             | $17.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $1540.27           | $1562.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  |  | $15.88             | $13.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  |  | $16.34             | $14.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9639 | 2036-11-01      | 2.0000%  |  | $11.92             | $10.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9242 | 2051-10-01      | 3.0000%  |  | $13.72             | $12.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9042 | 2048-11-01      | 4.0000%  |  | $11494.66          | $11116.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3493 | 2035-05-01      | 3.5000%  |  | $5.23              | $5.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2182 | 2049-10-01      | 4.0000%  |  | $3.84              | $3.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3412 | 2055-10-01      | 5.5000%  |  | $19.65             | $19.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3410 | 2055-10-01      | 5.5000%  |  | $19.65             | $20.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3077 | 2054-03-01      | 4.0000%  |  | $19.34             | $18.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2293 | 2055-08-01      | 5.5000%  |  | $19.33             | $19.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2007 | 2055-04-01      | 5.5000%  |  | $19.01             | $19.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1811 | 2055-01-01      | 6.0000%  |  | $1091747.57        | $1132251.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2681 | 2055-08-01      | 6.5000%  |  | $342382.72         | $364592.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  |  | $1472831.92        | $1481780.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  |  | $15.50             | $16.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1212 | 2049-06-01      | 3.5000%  |  | $13.82             | $13.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1186 | 2052-06-01      | 5.0000%  |  | $16.96             | $17.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  |  | $10.49             | $9.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $720540.21         | $722626.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8858 | 2054-07-01      | 6.0000%  |  | $3987.34           | $4125.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  |  | $18.37             | $18.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  |  | $17.56             | $18.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  |  | $12173.98          | $12529.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  |  | $350748.68         | $369331.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $198422.66         | $202291.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6759 | 2053-07-01      | 6.0000%  |  | $368615.13         | $380248.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5906 | 2053-03-01      | 5.5000%  |  | $15.22             | $15.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  |  | $567923.67         | $561858.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  |  | $14.90             | $15.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4917 | 2052-10-01      | 5.5000%  |  | $36028.20          | $36811.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $7894.89           | $7774.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLFS8836 | 2054-07-01      | 7.5000%  |  | $13.42             | $14.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $402791.44         | $405245.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5090 | 2052-11-01      | 6.0000%  |  | $14.48             | $15.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4077 | 2050-07-01      | 2.0000%  |  | $20411.40          | $16742.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3133 | 2054-09-01      | 6.0000%  |  | $16.97             | $17.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0555 | 2035-08-01      | 3.0000%  |  | $116783.24         | $113564.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS6793 | 2028-04-01      | 2.5000%  |  | $0.55              | $0.54              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  |  | $20.36             | $18.65             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08693 G | 2046-03-01      | 3.5000%  |  | $2.04              | $1.94              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  |  | $3.41              | $3.45              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  |  | $15.59             | $15.47             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $0.35              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $14.72             | $14.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8247 | 2038-08-01      | 5.0000%  |  | $12.09             | $12.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $14.39             | $13.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $4755.22           | $4709.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2400 | 2055-07-01      | 5.5000%  |  | $18.74             | $19.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  |  | $6660.43           | $6724.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0525 | 2055-06-01      | 5.5000%  |  | $19.01             | $19.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  |  | $17.46             | $18.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1897 | 2055-06-01      | 6.0000%  |  | $618022.79         | $642840.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  |  | $18.87             | $18.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD8956 | 2055-09-01      | 7.0000%  |  | $19.18             | $20.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0385 | 2055-05-01      | 5.0000%  |  | $18.64             | $18.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9506 | 2054-11-01      | 6.0000%  |  | $595835.91         | $620271.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CNMA5928 | 2035-11-01      | 4.0000%  |  | $88578.74          | $88271.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6539 | 2054-10-01      | 5.0000%  |  | $7501.95           | $7572.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX3515 | 2055-10-01      | 6.0000%  |  | $19.19             | $19.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  |  | $145040.53         | $142674.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2007 | 2054-12-01      | 6.0000%  |  | $19.02             | $19.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  |  | $88325.11          | $88792.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0848 | 2055-10-01      | 6.0000%  |  | $19.19             | $19.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3876 | 2055-11-01      | 5.5000%  |  | $54365.09          | $55979.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  |  | $1092491.19        | $1112503.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  |  | $256105.00         | $257459.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTSC0789 | 2040-03-01      | 3.0000%  |  | $19.25             | $18.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX8719 | 2055-03-01      | 5.0000%  |  | $18.52             | $18.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  |  | $306197.42         | $309194.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0248 | 2055-04-01      | 5.5000%  |  | $18.50             | $19.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  |  | $134304.41         | $126620.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY7124 | 2055-07-01      | 7.0000%  |  | $17.09             | $18.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0994 | 2054-08-01      | 6.0000%  |  | $2291752.91        | $2363234.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4758 | 2036-01-01      | 2.5000%  |  | $6240.36           | $5945.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9723 | 2055-09-01      | 6.0000%  |  | $19.17             | $19.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2449 | 2047-01-01      | 3.5000%  |  | $95419.36          | $90315.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $17.28             | $17.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5026 | 2050-12-01      | 2.0000%  |  | $12.83             | $10.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5128 | 2033-08-01      | 5.0000%  |  | $8.44              | $8.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  |  | $2.80              | $2.63              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  |  | $144338.89         | $147520.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8486 | 2055-01-01      | 6.5000%  |  | $721.36            | $750.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  |  | $13.09             | $13.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7935 | 2052-09-01      | 5.0000%  |  | $16.68             | $16.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $15.29             | $12.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7984 | 2050-12-01      | 2.0000%  |  | $13.26             | $10.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1834 | 2052-05-01      | 4.0000%  |  | $27972.30          | $26794.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  |  | $438857.31         | $462108.84         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC T60772 G | 2042-02-01      | 3.5000%  |  | $1.26              | $1.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  |  | $2.21              | $2.09              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  |  | $16.29             | $15.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8551 | 2052-06-01      | 3.0000%  |  | $17.25             | $15.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $923618.01         | $848413.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  |  | $9.97              | $9.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6424 | 2050-07-01      | 3.0000%  |  | $28128.07          | $25104.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2135 | 2055-06-01      | 5.0000%  |  | $18.88             | $19.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $178696.32         | $185934.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  |  | $16.24             | $15.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  |  | $2999.67           | $3029.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8977 | 2055-08-01      | 6.0000%  |  | $19.19             | $19.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE8477 | 2055-09-01      | 7.0000%  |  | $20.33             | $21.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF3022 | 2052-11-01      | 4.5000%  |  | $16.41             | $16.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1946 | 2052-08-01      | 3.5000%  |  | $18.69             | $17.36             | Agency Mortgage-Backed Securities         |

### Security 230: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.170%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 966RQU009, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **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:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 AJ 28 | 2028-01-15      | 4.2500%  |  | $20.00             | $20.52             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $300.00            | $306.06            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $2039920.00        | $2109909.35        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $10000000.00       | $10291276.14       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $1661340.00        | $1688856.77        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $20.00             | $20.07             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $4966280.00        | $4999813.80        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $2286500.00        | $2280177.30        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $14327120.00       | $14236848.04       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $394580.00         | $394621.30         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $2770600.00        | $2781020.39        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $46600.00          | $47067.51          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $566720.00         | $564700.22         | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $10000000.00       | $10219180.00       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $20.00             | $20.50             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $2304780.00        | $2392355.10        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $106220.00         | $112783.87         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $796640.00         | $800529.99         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $20.00             | $20.28             | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $4784180.00        | $4826623.16        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $6090120.00        | $5729590.95        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $5054600.00        | $4420785.22        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $20.00             | $17.52             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $20.00             | $19.39             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $80.00             | $75.05             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $20.00             | $19.82             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $3338340.00        | $3311936.83        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $80.00             | $77.97             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $2934520.00        | $2921670.10        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $589460.00         | $578354.50         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $20.00             | $19.71             | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $456.23            | $340.53            | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $256.99            | $262.09            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  |  | $2324820.00        | $2308320.75        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $1004440.00        | $1019675.48        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $2787600.00        | $2452641.82        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $9800020.00        | $10138009.59       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $25100.00          | $25109.82          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $1399800.00        | $1338705.90        | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $160.00            | $163.41            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $4087881.36        | $4066353.95        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $999960.00         | $1052150.91        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  |  | $180.00            | $178.64            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $567800.00         | $594634.50         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $20520.00          | $20535.84          | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $400.00            | $419.13            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $20.00             | $20.06             | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $5358000.00        | $5479026.50        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  |  | $69860.00          | $70948.03          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $20.00             | $19.95             | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $4580000.00        | $4651660.20        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $540.00            | $529.93            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $20.00             | $20.13             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $254020.00         | $258767.83         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $2400.00           | $2449.25           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $20.00             | $20.43             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $89260.00          | $92222.15          | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $373180.00         | $350254.46         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $4143000.00        | $4022084.47        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $114000.00         | $113113.31         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $20.00             | $19.91             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $3285980.00        | $3243643.43        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $60.00             | $58.51             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $140.00            | $132.65            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $20.00             | $19.59             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $12822380.00       | $11226103.17       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $20.00             | $18.74             | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $160.00            | $156.04            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $20.00             | $19.72             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $3114420.00        | $2930513.50        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $644980.00         | $654911.08         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $40.00             | $40.95             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $1987920.00        | $1824685.10        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $20.00             | $20.13             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $6760.00           | $6670.36           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $160.00            | $162.85            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $3860.00           | $4031.14           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $1523940.00        | $1585133.71        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $23.37             | $21.47             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $12034340.00       | $12092868.12       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $7087040.00        | $6716596.24        | U.S. Treasuries (including strips) |

### Security 231: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.150%, 11/3/2025
- **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: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 02.500 CLRA5855 | 2051-09-01      | 2.5000%  |  | $6697158.15        | $5724733.02        | Agency Mortgage-Backed Securities |
| FMAC FKPC 04.010 WAWA0806 | 2040-01-01      | 4.0100%  |  | $1916673.49        | $1859268.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $933466.29         | $947984.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $1579195.36        | $1407765.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  |  | $41692.78          | $35775.47          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3059 | 2038-12-01      | 5.5000%  |  | $1461.51           | $1524.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9899 | 2045-07-01      | 3.5000%  |  | $22581.99          | $21488.40          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J21662 G | 2028-01-01      | 2.5000%  |  | $1069521.69        | $1055693.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8799 M     | 2053-04-20      | 4.5000%  |  | $20306.83          | $19999.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA6833 | 2053-12-01      | 7.5000%  |  | $179127.63         | $191154.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8303 | 2039-05-01      | 5.0000%  |  | $7002.30           | $7104.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  |  | $567.63            | $542.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  |  | $288639.36         | $284124.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $4085330.17        | $4160595.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1443 | 2052-04-01      | 3.5000%  |  | $976695.38         | $907444.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8811 | 2051-01-01      | 2.0000%  |  | $1709746.37        | $1403350.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0854 | 2055-01-01      | 6.5000%  |  | $865468.55         | $922926.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ1261 | 2055-08-01      | 7.0000%  |  | $618096.10         | $651093.98         | Agency Mortgage-Backed Securities |
| FMAC FKPC 04.200 WAWA4304 | 2037-01-01      | 4.2000%  |  | $408487.89         | $408193.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM3552 | 2030-08-01      | 2.5000%  |  | $4903.77           | $4799.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9849 | 2052-09-01      | 5.0000%  |  | $184767.49         | $187654.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $1933943.96        | $1987970.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7097 | 2055-06-01      | 6.0000%  |  | $335886.50         | $346183.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDD9026 | 2055-05-01      | 7.5000%  |  | $421872.62         | $457578.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5080 | 2055-10-01      | 6.0000%  |  | $1375556.18        | $1414407.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $1256752.58        | $1276582.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1044 | 2052-06-01      | 4.5000%  |  | $1137333.55        | $1127632.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4831 | 2055-08-01      | 6.0000%  |  | $409809.80         | $427443.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6571 | 2054-11-01      | 5.0000%  |  | $889023.75         | $891895.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8195 | 2037-12-01      | 3.0000%  |  | $1154118.41        | $1109413.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0037 | 2040-11-01      | 4.5000%  |  | $16220543.28       | $16262311.18       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2514 | 2055-09-01      | 5.5000%  |  | $725492.47         | $737111.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY5419 | 2055-06-01      | 5.5000%  |  | $390775.95         | $399411.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAE0823 | 2040-09-01      | 6.0000%  |  | $5275.13           | $5589.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  |  | $711929.50         | $659257.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4751 | 2037-08-01      | 2.0000%  |  | $3909718.42        | $3602597.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC8568 | 2040-01-01      | 4.5000%  |  | $406.06            | $410.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  |  | $51.71             | $51.46             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0222 | 2055-04-01      | 5.0000%  |  | $1772149.67        | $1800157.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  |  | $1190985.86        | $1168223.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  |  | $491.61            | $480.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM1575 | 2034-09-01      | 3.5000%  |  | $545759.96         | $539157.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $1234686.07        | $1083951.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB2680 | 2052-01-01      | 3.5000%  |  | $45986.82          | $42727.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9225 | 2051-02-01      | 2.0000%  |  | $11362891.60       | $9335520.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3859 | 2049-07-01      | 3.5000%  |  | $1134.34           | $1065.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  |  | $1512.96           | $1558.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNBK2114 | 2030-02-01      | 2.5000%  |  | $17969.31          | $17510.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U4BF0357 | 2051-07-01      | 4.0000%  |  | $2373542.06        | $2295356.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $8680.79           | $7943.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2267 | 2055-10-01      | 6.0000%  |  | $591556.99         | $609637.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5538 | 2055-05-01      | 6.5000%  |  | $702401.43         | $735629.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6987 | 2054-11-01      | 5.0000%  |  | $4186602.23        | $4198767.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5725 | 2054-11-01      | 5.0000%  |  | $147681.24         | $148064.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL775776 | 2034-05-01      | 5.5000%  |  | $230.94            | $240.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  |  | $450.66            | $458.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  |  | $90.67             | $86.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAJ6632 | 2026-11-01      | 3.0000%  |  | $1446.03           | $1437.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAH4236 | 2041-04-01      | 5.5000%  |  | $6450.21           | $6703.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL483244 | 2029-02-01      | 7.0000%  |  | $5152.69           | $5412.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5375 | 2045-11-01      | 5.5000%  |  | $1057604.58        | $1080568.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $73277549.30       | $73961424.27       | Agency Mortgage-Backed Securities |

### Security 232: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.140%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $118723368.42      | $118463364.24      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $23042666.67       | $23075156.83       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $18167550.88       | $18590379.00       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $45260842.11       | $33716343.60       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $9783887.72        | $9963869.83        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $262947.37         | $261267.39         | U.S. Treasuries (including strips) |

### Security 233: 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:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 782779 C     | 2035-12-20      | 6.0000%  |  | $56.82             | $59.50             | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL6416 C     | 2065-08-20      | 7.0000%  |  | $8153318.23        | $8430435.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6207 C     | 2055-04-20      | 5.5000%  |  | $612718.07         | $625836.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ6759 C     | 2048-11-20      | 4.5000%  |  | $88.76             | $87.69             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  |  | $69887574.25       | $73555297.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL3006 | 2055-10-01      | 6.5000%  |  | $7600728.00        | $8090311.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL2701 | 2054-10-01      | 4.5000%  |  | $3771355.03        | $3710217.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0324 | 2055-02-01      | 5.5000%  |  | $1653240.99        | $1701901.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ5046 | 2055-10-01      | 5.0000%  |  | $971945.21         | $984938.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $9480664.09        | $9634538.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1218 | 2055-10-01      | 5.5000%  |  | $61990797.92       | $63631095.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS2528 | 2051-01-01      | 1.5000%  |  | $485418.85         | $376024.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2713 | 2037-01-01      | 2.5000%  |  | $871177.65         | $827244.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5064 | 2055-10-01      | 5.5000%  |  | $461362.13         | $475539.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2178 | 2054-10-01      | 5.5000%  |  | $917146.01         | $940198.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $868193.67         | $892511.77         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC T61431 G | 2042-11-01      | 3.0000%  |  | $145675.59         | $133218.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS9485 | 2044-12-01      | 4.5000%  |  | $145.22            | $145.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9057 | 2054-09-01      | 6.0000%  |  | $1752848.71        | $1844650.66        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6456       | 2060-05-15      | 5.5000%  |  | $792476.29         | $824012.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA1349 | 2055-04-01      | 7.0000%  |  | $108791760.01      | $114632717.04      | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5422 | 2055-06-01      | 6.0000%  |  | $5377781.09        | $5534591.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2759 | 2054-11-01      | 5.5000%  |  | $11243717.85       | $11527029.55       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4588 | 2043-01-01      | 3.0000%  |  | $456428.18         | $424255.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2474 | 2055-01-01      | 5.5000%  |  | $5624438.53        | $5766553.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ7827 | 2055-10-01      | 7.0000%  |  | $1530021.00        | $1612552.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3526 | 2055-07-01      | 6.0000%  |  | $440278.88         | $453550.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9814 | 2055-01-01      | 6.0000%  |  | $64264606.93       | $66846758.84       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8217 | 2038-03-01      | 5.0000%  |  | $27984.01          | $28425.14          | Agency Mortgage-Backed Securities |

### Security 234: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.210%, 11/4/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FKAR 04.370 WNWN1644 | 2035-06-01      | 4.3700%  |  | $22495500.00       | $22320567.50       | Agency Mortgage-Backed Securities  |
| FMAC FKAR WV0127          | 2035-08-01      | 4.8570%  |  | $13490071.20       | $13489403.45       | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U49046 G | 2029-02-01      | 4.0000%  |  | $21.29             | $21.21             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC V82084 G | 2045-12-01      | 3.5000%  |  | $253553.37         | $240971.20         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U99045 G | 2043-03-01      | 3.5000%  |  | $160040.40         | $153146.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $765.32            | $814.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD4288 | 2053-10-01      | 4.5000%  |  | $9445.91           | $9380.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA9432 | 2036-03-01      | 2.0000%  |  | $234708.12         | $217556.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  |  | $387832.02         | $367759.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  |  | $583.60            | $503.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $750898.16         | $619856.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7031 | 2050-09-01      | 2.5000%  |  | $540533.42         | $471085.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  |  | $887378.79         | $729091.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  |  | $111842.46         | $97261.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6424 | 2050-07-01      | 3.0000%  |  | $271508.13         | $242319.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  |  | $427.05            | $367.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5549 | 2050-04-01      | 3.0000%  |  | $758586.05         | $686276.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $212827.93         | $201424.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5424 | 2050-03-01      | 3.0000%  |  | $279.67            | $251.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  |  | $2137283.64        | $1905131.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $52865.59          | $52277.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4804 | 2049-12-01      | 3.5000%  |  | $1688215.40        | $1589761.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  |  | $241.95            | $217.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $549666.62         | $491693.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5577 | 2053-12-01      | 7.0000%  |  | $598.23            | $644.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5590 | 2053-12-01      | 7.0000%  |  | $538.92            | $579.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4725 | 2053-11-01      | 7.0000%  |  | $1284640.14        | $1375015.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4200 | 2053-11-01      | 7.0000%  |  | $864406.87         | $923904.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH1842 | 2053-09-01      | 6.0000%  |  | $850.38            | $878.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1248 | 2053-09-01      | 6.5000%  |  | $2566552.91        | $2730536.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9475 | 2053-08-01      | 6.0000%  |  | $752.68            | $780.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8217 | 2053-08-01      | 6.0000%  |  | $1477820.61        | $1528121.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  |  | $652.13            | $674.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7097 | 2053-07-01      | 6.0000%  |  | $358628.21         | $374687.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  |  | $19019.79          | $16215.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0645 | 2047-08-01      | 3.5000%  |  | $3046940.39        | $2887593.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  |  | $783.63            | $808.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9959 | 2055-02-01      | 5.0000%  |  | $890.60            | $897.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  |  | $860.96            | $868.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $862.33            | $849.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9506 | 2054-11-01      | 6.0000%  |  | $829.59            | $863.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  |  | $878.77            | $895.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $1741.60           | $1746.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO2977 | 2042-05-01      | 3.5000%  |  | $68664.36          | $65887.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  |  | $244.61            | $237.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $203524.49         | $193471.74         | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX JUAL8674 | 2049-01-01      | 5.6240%  |  | $153.40            | $158.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  |  | $288737.90         | $264977.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9500 | 2043-08-01      | 3.0000%  |  | $696156.67         | $647098.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3530 | 2055-09-01      | 6.0000%  |  | $924.30            | $952.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4345 | 2049-10-01      | 3.0000%  |  | $294.98            | $265.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  |  | $335.07            | $305.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6622 | 2052-01-01      | 2.5000%  |  | $309412.79         | $266721.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  |  | $374.12            | $336.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ8018 | 2054-11-01      | 6.0000%  |  | $834.50            | $871.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ4917 | 2054-10-01      | 4.5000%  |  | $881.25            | $866.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ3088 | 2054-08-01      | 6.5000%  |  | $2628644.66        | $2741446.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ1155 | 2054-08-01      | 4.5000%  |  | $865.54            | $847.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ1785 | 2054-07-01      | 7.0000%  |  | $745659.20         | $795418.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL9418 | 2031-08-01      | 3.5000%  |  | $80.63             | $80.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL9378 | 2031-09-01      | 3.0000%  |  | $45145.42          | $44334.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $642.98            | $636.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CVAL5759 | 2029-07-01      | 3.5000%  |  | $45.30             | $44.91             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAL5218 | 2044-03-01      | 5.0000%  |  | $29275.64          | $29937.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK5856 | 2042-04-01      | 4.0000%  |  | $24198.09          | $23789.83          | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX LBAK0020 | 2042-02-01      | 6.7500%  |  | $479420.69         | $501455.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $85256.50          | $82344.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAJ4557 | 2041-11-01      | 4.0000%  |  | $160.86            | $158.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  |  | $54.13             | $55.88             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAH2683 | 2041-01-01      | 4.0000%  |  | $121762.04         | $119860.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 K2602324 | 2031-09-01      | 7.5000%  |  | $68100.89          | $70101.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CT257536 | 2029-01-01      | 5.0000%  |  | $48644.07          | $49130.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO1487 | 2038-07-01      | 5.0000%  |  | $804185.54         | $817870.10         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ2295 | 2034-10-01      | 4.3500%  |  | $52600278.60       | $52413021.61       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ2075 | 2029-11-01      | 4.0600%  |  | $39537040.50       | $39708090.90       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1585 | 2029-08-01      | 4.6500%  |  | $12260700.00       | $12518113.40       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ1575 | 2034-10-01      | 4.5450%  |  | $1055232.00        | $1068894.61        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1388 | 2029-08-01      | 4.7400%  |  | $26909092.80       | $27547914.66       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1296 | 2029-07-01      | 4.7700%  |  | $11330100.00       | $11632658.99       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1293 | 2029-07-01      | 4.7700%  |  | $13392000.00       | $13749619.97       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1263 | 2029-07-01      | 4.6200%  |  | $19890000.00       | $20357017.20       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1249 | 2029-07-01      | 4.7200%  |  | $16982617.50       | $17399002.97       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1167 | 2029-06-01      | 4.8350%  |  | $15542100.00       | $15986746.53       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0708 | 2029-04-01      | 4.8200%  |  | $89101413.00       | $91525030.87       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0521 | 2029-02-01      | 4.8800%  |  | $7684127.10        | $7885563.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY8516 | 2053-08-01      | 6.0000%  |  | $596.79            | $615.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  |  | $547144.24         | $570625.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  |  | $796.62            | $806.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  |  | $1746274.10        | $1779633.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2239 | 2053-05-01      | 6.5000%  |  | $1069355.35        | $1128266.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6113 | 2053-01-01      | 6.0000%  |  | $100301.58         | $103965.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG5435 | 2053-06-01      | 5.0000%  |  | $803.01            | $805.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  |  | $712.61            | $716.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2759 | 2053-05-01      | 5.5000%  |  | $762911.77         | $784382.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF9945 | 2053-04-01      | 6.0000%  |  | $875.23            | $903.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF8469 | 2053-03-01      | 6.5000%  |  | $595.25            | $636.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7245 | 2053-02-01      | 5.5000%  |  | $982810.55         | $1003442.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6885 | 2053-02-01      | 6.0000%  |  | $705.88            | $729.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $753.92            | $770.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5855 | 2053-01-01      | 5.5000%  |  | $505.98            | $515.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  |  | $639.75            | $645.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  |  | $3148.81           | $3227.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF3006 | 2052-11-01      | 5.5000%  |  | $749.38            | $773.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $65215.24          | $66526.22          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE7181 | 2052-06-01      | 3.5000%  |  | $699.02            | $648.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE5591 | 2052-07-01      | 4.0000%  |  | $330643.62         | $316767.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5080 | 2052-07-01      | 5.0000%  |  | $618.11            | $623.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  |  | $875.34            | $899.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD3879 | 2051-12-01      | 2.5000%  |  | $719.52            | $615.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  |  | $815654.08         | $708773.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  |  | $807.85            | $833.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  |  | $634253.48         | $672921.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  |  | $450250.79         | $464820.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  |  | $880688.08         | $939721.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  |  | $592.09            | $623.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6186 | 2053-05-01      | 5.5000%  |  | $747.37            | $768.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $592.22            | $628.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4290 | 2052-08-01      | 5.0000%  |  | $286150.33         | $288026.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3755 | 2052-05-01      | 3.5000%  |  | $337216.46         | $312647.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4424 | 2052-07-01      | 5.5000%  |  | $880779.69         | $913597.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  |  | $308207.22         | $292150.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $702071.49         | $600714.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  |  | $2201885.65        | $1975399.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2668 | 2052-01-01      | 3.0000%  |  | $2159.35           | $1923.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2621 | 2052-01-01      | 2.5000%  |  | $497006.98         | $432377.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $733.63            | $652.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIQO0744 | 2037-08-01      | 3.0000%  |  | $87749.60          | $84351.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8810 | 2043-03-01      | 3.5000%  |  | $214515.11         | $204552.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR6195 | 2043-04-01      | 3.5000%  |  | $127737.66         | $121699.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ1567 | 2050-09-01      | 3.0000%  |  | $108839.76         | $98778.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  |  | $1291430.28        | $1195564.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5791 | 2053-12-01      | 7.5000%  |  | $695.34            | $747.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  |  | $35375.55          | $28788.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $120.41            | $112.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  |  | $27274.11          | $28335.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD5514 | 2053-07-01      | 4.5000%  |  | $76184.54          | $75859.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0160 | 2041-07-01      | 2.0000%  |  | $599.19            | $526.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA6956 | 2053-12-01      | 7.5000%  |  | $735.28            | $788.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $684670.11         | $715074.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  |  | $538050.40         | $524535.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  |  | $150.44            | $141.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC1614 | 2054-09-01      | 6.0000%  |  | $1639316.48        | $1691764.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDB0516 | 2054-06-01      | 7.5000%  |  | $484565.19         | $517267.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI4437 | 2054-05-01      | 6.0000%  |  | $812.02            | $850.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  |  | $778.87            | $791.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE1079 | 2052-04-01      | 3.5000%  |  | $681.18            | $630.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1775 | 2052-11-01      | 4.5000%  |  | $754.10            | $743.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ6816 | 2045-07-01      | 3.5000%  |  | $525630.83         | $499846.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU8670 | 2052-05-01      | 4.5000%  |  | $562943.15         | $553585.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB8669 | 2051-02-01      | 2.0000%  |  | $645.21            | $529.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL791406 | 2034-10-01      | 5.5000%  |  | $309046.14         | $322152.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC5763 | 2051-08-01      | 3.0000%  |  | $668.95            | $600.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB3205 | 2037-03-01      | 2.5000%  |  | $26773.73          | $25245.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  |  | $824.69            | $858.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  |  | $734.91            | $668.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM1068 | 2032-01-01      | 3.5000%  |  | $111.88            | $111.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $911276.08         | $940231.87         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS2372 | 2031-06-01      | 1.9800%  |  | $659393.10         | $586038.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  |  | $14.12             | $14.98             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAV5021 | 2044-02-01      | 3.5000%  |  | $978106.29         | $931446.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAW0354 | 2044-03-01      | 4.5000%  |  | $78410.68          | $77574.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIQO1516 | 2038-08-01      | 6.0000%  |  | $1140658.85        | $1186296.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $173.48            | $158.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6536 | 2046-01-01      | 3.5000%  |  | $53945.82          | $51177.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  |  | $857.36            | $817.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  |  | $801784.65         | $798810.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8942 | 2052-09-01      | 5.0000%  |  | $1689247.76        | $1719084.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY4200 | 2045-05-01      | 3.0000%  |  | $538020.50         | $495746.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4031 | 2052-07-01      | 4.5000%  |  | $715.55            | $704.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI5628 | 2054-05-01      | 7.0000%  |  | $40144.54          | $42849.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2504 | 2053-12-01      | 7.0000%  |  | $616.67            | $659.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO2256 | 2049-10-01      | 3.0000%  |  | $387786.56         | $350949.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ2140 | 2054-08-01      | 6.5000%  |  | $669.86            | $709.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  |  | $24673.63          | $22663.62          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  |  | $831.80            | $770.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5787 | 2053-12-01      | 7.5000%  |  | $506.70            | $544.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD6679 | 2052-02-01      | 2.5000%  |  | $6928.04           | $6001.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ2855 | 2054-09-01      | 6.5000%  |  | $1116533.21        | $1189349.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  |  | $379.80            | $364.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  |  | $627.12            | $538.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC9677 | 2051-10-01      | 3.0000%  |  | $1297075.37        | $1176586.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $23533.47          | $22278.35          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0711 | 2048-10-01      | 3.5000%  |  | $72.95             | $68.40             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  |  | $693.19            | $722.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ0742 | 2054-08-01      | 6.5000%  |  | $1361725.41        | $1420098.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ0341 | 2054-07-01      | 7.0000%  |  | $1197690.04        | $1283315.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ0160 | 2054-07-01      | 4.5000%  |  | $881.23            | $862.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH8657 | 2054-01-01      | 7.0000%  |  | $866.16            | $932.07            | Agency Mortgage-Backed Securities  |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $22770.00          | $22563.70          | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27     | 2027-04-30      | 3.9255%  |  | $669420.00         | $669118.10         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $270.00            | $279.77            | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  |  | $3543030.00        | $3532330.05        | U.S. Treasuries (including strips) |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $877.61            | $859.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  |  | $2515.71           | $2693.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  |  | $514.77            | $551.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7630 | 2054-01-01      | 7.5000%  |  | $556.59            | $597.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7499 | 2053-12-01      | 7.5000%  |  | $358.76            | $385.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7472 | 2054-01-01      | 7.5000%  |  | $653.37            | $706.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7405 | 2053-12-01      | 7.5000%  |  | $502.87            | $540.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  |  | $199.25            | $187.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  |  | $2738776.97        | $2722407.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $23230.15          | $23057.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  |  | $216.95            | $211.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA1864 | 2038-06-01      | 4.5000%  |  | $1275374.01        | $1290780.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $104061.68         | $101241.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1540 | 2048-04-01      | 4.0000%  |  | $224315.35         | $218237.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  |  | $146.05            | $139.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA1422 | 2033-03-01      | 2.5000%  |  | $102106.46         | $97520.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $332.95            | $323.51            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5060 | 2035-09-01      | 5.0400%  |  | $10917000.00       | $11346103.60       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4064 | 2032-06-01      | 4.6300%  |  | $23875550.10       | $24374700.30       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4026 | 2032-07-01      | 4.7200%  |  | $9161366.40        | $9420727.73        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3843 | 2032-08-01      | 4.6500%  |  | $2015503.20        | $2060372.33        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3761 | 2035-05-01      | 4.3000%  |  | $2789100.00        | $2758373.42        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4483 | 2032-07-01      | 4.7000%  |  | $20035952.10       | $20591041.48       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3284 | 2030-03-01      | 4.8100%  |  | $16794900.00       | $17303925.42       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3273 | 2030-03-01      | 4.5500%  |  | $15479100.00       | $15808366.26       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7985 | 2054-01-01      | 7.5000%  |  | $609.93            | $654.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6876 | 2053-12-01      | 7.5000%  |  | $1215716.13        | $1328892.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6533 | 2053-12-01      | 7.0000%  |  | $762.36            | $815.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6079 | 2053-12-01      | 7.5000%  |  | $581.51            | $625.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6046 | 2053-12-01      | 7.5000%  |  | $632.27            | $680.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6042 | 2053-12-01      | 7.5000%  |  | $639.93            | $696.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5868 | 2053-11-01      | 6.5000%  |  | $1743485.26        | $1861985.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5827 | 2053-12-01      | 7.5000%  |  | $589.34            | $634.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5717 | 2053-12-01      | 7.0000%  |  | $496.14            | $529.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA2908 | 2045-11-01      | 4.0000%  |  | $24275.03          | $23632.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  |  | $268460.04         | $219955.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR9603 | 2051-05-01      | 2.5000%  |  | $43028.45          | $36643.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6496 | 2051-04-01      | 2.5000%  |  | $361425.03         | $315066.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1340 | 2051-02-01      | 2.0000%  |  | $66643.06          | $55103.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $62260.12          | $51480.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ8516 | 2045-09-01      | 4.0000%  |  | $1662931.24        | $1626611.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF2486 | 2055-10-01      | 6.0000%  |  | $900.00            | $937.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF2159 | 2055-10-01      | 6.0000%  |  | $900.00            | $940.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIDF2611 | 2040-11-01      | 4.5000%  |  | $900.00            | $902.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF1741 | 2050-10-01      | 4.5000%  |  | $1065181.50        | $1054184.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1682 | 2055-10-01      | 5.5000%  |  | $900.00            | $919.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0449 | 2055-10-01      | 6.0000%  |  | $900.00            | $925.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0267 | 2055-09-01      | 6.0000%  |  | $906.39            | $933.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0231 | 2055-10-01      | 5.5000%  |  | $907.20            | $930.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  |  | $900.00            | $925.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0809 | 2055-10-01      | 5.5000%  |  | $137615.40         | $140316.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE9661 | 2055-09-01      | 7.0000%  |  | $900.00            | $958.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  |  | $899.23            | $926.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6216 | 2055-10-01      | 5.5000%  |  | $1005324.30        | $1033268.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4455 | 2055-06-01      | 6.5000%  |  | $1195348.49        | $1244133.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  |  | $900.00            | $923.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE3530 | 2055-06-01      | 5.0000%  |  | $1016193.97        | $1023441.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  |  | $822.15            | $843.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1852 | 2055-06-01      | 6.0000%  |  | $2540613.92        | $2650393.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1559 | 2055-07-01      | 5.5000%  |  | $933.42            | $953.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $404.13            | $351.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ8429 | 2050-12-01      | 2.0000%  |  | $1222427.26        | $1019047.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ4495 | 2051-02-01      | 2.0000%  |  | $260020.94         | $213207.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP9679 | 2050-07-01      | 3.0000%  |  | $1164030.59        | $1046584.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  |  | $60204.67          | $49427.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  |  | $322600.79         | $277608.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBP2389 | 2050-04-01      | 4.5000%  |  | $26927.22          | $26521.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP2099 | 2050-02-01      | 3.0000%  |  | $263.32            | $237.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBP0672 | 2035-03-01      | 3.0000%  |  | $156275.01         | $151967.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBO7258 | 2035-01-01      | 3.0000%  |  | $90578.84          | $87705.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBN7758 | 2049-09-01      | 3.0000%  |  | $1294455.38        | $1171093.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  |  | $344.90            | $345.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9389 | 2052-09-01      | 5.0000%  |  | $1526717.64        | $1545758.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW4881 | 2053-04-01      | 5.5000%  |  | $2887234.18        | $2988793.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  |  | $225321.11         | $227210.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9913 | 2052-06-01      | 3.5000%  |  | $964406.27         | $894290.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV9909 | 2052-06-01      | 4.5000%  |  | $1995636.21        | $1981956.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9868 | 2052-05-01      | 3.5000%  |  | $733.24            | $679.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5391 | 2047-04-01      | 3.0000%  |  | $3053194.28        | $2784714.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV3023 | 2052-02-01      | 2.0000%  |  | $1514727.23        | $1235663.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV1659 | 2055-05-01      | 5.5000%  |  | $1288620.65        | $1311039.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  |  | $701.06            | $607.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6701 | 2051-12-01      | 2.5000%  |  | $640.58            | $552.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3898 | 2048-12-01      | 4.5000%  |  | $87604.20          | $87188.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1012 | 2055-06-01      | 5.5000%  |  | $268939.15         | $273758.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0004 | 2055-05-01      | 5.0000%  |  | $1282362.42        | $1291900.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9320 | 2055-05-01      | 6.5000%  |  | $935237.29         | $979726.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9296 | 2055-04-01      | 6.0000%  |  | $710825.18         | $730936.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8432 | 2055-06-01      | 5.5000%  |  | $2414683.70        | $2490814.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD8124 | 2055-05-01      | 5.0000%  |  | $1811665.91        | $1824586.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7709 | 2055-06-01      | 6.5000%  |  | $1291967.97        | $1348453.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7565 | 2055-04-01      | 6.5000%  |  | $1411149.65        | $1489587.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7311 | 2055-06-01      | 5.5000%  |  | $939604.92         | $968632.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  |  | $870.34            | $884.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6414 | 2055-03-01      | 6.5000%  |  | $826.91            | $861.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD6331 | 2055-04-01      | 5.0000%  |  | $2594247.84        | $2604372.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $111649.62         | $113454.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5334 | 2055-04-01      | 6.5000%  |  | $787.49            | $825.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3470 | 2055-03-01      | 6.0000%  |  | $235174.46         | $245157.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1646 | 2055-01-01      | 6.5000%  |  | $1378092.27        | $1442361.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6636 | 2054-10-01      | 5.5000%  |  | $842.74            | $862.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6050 | 2054-09-01      | 6.0000%  |  | $1348865.16        | $1402251.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  |  | $885.07            | $889.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $30389.26          | $31244.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD5246 | 2052-04-01      | 2.5000%  |  | $802.40            | $686.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD5125 | 2054-04-01      | 7.0000%  |  | $651.18            | $695.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4980 | 2054-03-01      | 5.0000%  |  | $763.67            | $772.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4698 | 2054-01-01      | 6.0000%  |  | $776.15            | $803.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4679 | 2053-05-01      | 5.0000%  |  | $786.21            | $789.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4746 | 2054-07-01      | 6.0000%  |  | $788.41            | $821.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4253 | 2053-11-01      | 6.5000%  |  | $1737697.52        | $1852878.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  |  | $705.81            | $579.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT7713 | 2051-09-01      | 2.5000%  |  | $1108403.61        | $963415.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  |  | $1586594.98        | $1352671.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC4794 | 2051-08-01      | 3.0000%  |  | $2072940.99        | $1875261.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC4690 | 2051-08-01      | 2.5000%  |  | $194848.48         | $169413.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC3597 | 2051-06-01      | 2.0000%  |  | $673.78            | $552.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  |  | $578.01            | $477.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB7230 | 2051-01-01      | 2.0000%  |  | $516.81            | $420.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB4948 | 2050-11-01      | 2.0000%  |  | $596.49            | $489.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA7048 | 2050-02-01      | 3.5000%  |  | $5417.97           | $5149.76           | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  |  | $241390.76         | $253811.12         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $109862.51         | $107376.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4215 | 2050-12-01      | 2.0000%  |  | $1248.52           | $1024.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $54175.60          | $53263.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  |  | $784.93            | $822.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  |  | $96.51             | $93.75             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  |  | $288315.51         | $286437.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO4151 | 2042-06-01      | 3.5000%  |  | $73431.97          | $70371.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAO9750 | 2042-08-01      | 3.0000%  |  | $96.45             | $89.65             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY0448 | 2053-05-01      | 6.5000%  |  | $736.48            | $780.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  |  | $735.94            | $750.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1767 | 2052-11-01      | 5.5000%  |  | $730798.86         | $745131.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  |  | $397.96            | $369.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD7992 | 2055-04-01      | 4.5000%  |  | $1732498.08        | $1703400.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6411 | 2055-04-01      | 6.5000%  |  | $795.31            | $828.58            | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.802 WVWV0105 | 2031-12-01      | 4.7560%  |  | $900.00            | $898.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1029 | 2055-09-01      | 6.0000%  |  | $895.10            | $935.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE8220 | 2055-08-01      | 5.0000%  |  | $897.13            | $900.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  |  | $21067.17          | $21872.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  |  | $1007556.01        | $1038384.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2284 | 2054-10-01      | 5.5000%  |  | $881.46            | $910.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD9459 | 2055-05-01      | 7.0000%  |  | $1036969.56        | $1104555.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6413 | 2055-03-01      | 6.5000%  |  | $775.83            | $811.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $675.07            | $611.80            | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAM7016 | 2029-10-01      | 3.4700%  |  | $768.81            | $752.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY0098 | 2053-05-01      | 6.5000%  |  | $541968.05         | $578434.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  |  | $37396.62          | $32236.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  |  | $68875.03          | $70566.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI7899 | 2054-06-01      | 7.5000%  |  | $555422.12         | $592990.88         | Agency Mortgage-Backed Securities  |
| FMAC FKAR 03.800 WAWA4844 | 2042-10-01      | 3.8000%  |  | $1465708.98        | $1302542.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  |  | $766.06            | $779.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  |  | $759.34            | $780.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1897 | 2055-06-01      | 6.0000%  |  | $484972.37         | $504446.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ1092 | 2050-08-01      | 3.0000%  |  | $412.24            | $372.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2717 | 2050-02-01      | 3.0000%  |  | $906.92            | $829.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9802 | 2055-01-01      | 5.5000%  |  | $852.71            | $872.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CTFA3074 | 2041-08-01      | 1.5000%  |  | $977001.30         | $818199.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  |  | $890.93            | $937.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD6918 | 2054-11-01      | 6.5000%  |  | $765.27            | $811.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4542 | 2051-02-01      | 2.5000%  |  | $2457.98           | $2095.97           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4585 | 2030-08-01      | 4.1700%  |  | $6821013.60        | $6848263.55        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4292 | 2030-07-01      | 4.5200%  |  | $40479956.10       | $41178059.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0811 | 2055-10-01      | 6.0000%  |  | $899.89            | $936.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  |  | $1484.34           | $1376.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3128 | 2053-06-01      | 5.0000%  |  | $2103912.32        | $2120519.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM3487 | 2031-06-01      | 3.5000%  |  | $81100.78          | $80541.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $375.37            | $344.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  |  | $769.20            | $822.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5809 | 2053-12-01      | 7.5000%  |  | $513.24            | $546.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2043 | 2048-12-01      | 4.5000%  |  | $651910.68         | $651565.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  |  | $529.66            | $435.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5821 | 2053-12-01      | 7.0000%  |  | $694.99            | $743.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE7936 | 2055-08-01      | 6.5000%  |  | $1033147.26        | $1091047.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD9401 | 2055-05-01      | 5.0000%  |  | $1350761.02        | $1353767.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  |  | $627.32            | $514.51            | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.500 WNWN4016 | 2033-12-01      | 4.5000%  |  | $5787900.00        | $5835343.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9341 | 2052-09-01      | 4.5000%  |  | $2464642.79        | $2433721.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5317 | 2050-03-01      | 3.0000%  |  | $244.19            | $219.78            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ2356 | 2034-11-01      | 4.6100%  |  | $1800.00           | $1827.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4252 | 2050-09-01      | 2.0000%  |  | $825.05            | $677.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  |  | $696.90            | $670.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ7709 | 2041-12-01      | 3.5000%  |  | $2704387.93        | $2600016.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4503 | 2048-09-01      | 4.0000%  |  | $109579.28         | $106423.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  |  | $185.74            | $185.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $177228.50         | $153772.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  |  | $2304.10           | $2382.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0454 | 2051-05-01      | 2.5000%  |  | $639.69            | $553.20            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G60961 G | 2047-04-01      | 4.5000%  |  | $2073215.95        | $2079205.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ1703 | 2054-08-01      | 6.5000%  |  | $1149703.10        | $1224981.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD3580 | 2052-04-01      | 2.0000%  |  | $755.20            | $619.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $706.64            | $658.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9154 | 2051-10-01      | 2.0000%  |  | $653594.11         | $535971.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9714 | 2053-09-01      | 6.0000%  |  | $792.90            | $822.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  |  | $372.80            | $354.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  |  | $151.17            | $143.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1330 | 2052-11-01      | 5.0000%  |  | $680.76            | $688.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH8528 | 2047-12-01      | 3.5000%  |  | $211035.90         | $198569.09         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1238 | 2029-07-01      | 5.7800%  |  | $529089.30         | $545624.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ7199 | 2048-09-01      | 3.5000%  |  | $280.42            | $265.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  |  | $431952.78         | $390346.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAV8711 | 2029-03-01      | 3.5000%  |  | $27890.36          | $27663.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAU1691 | 2043-08-01      | 3.0000%  |  | $2653167.83        | $2466127.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3060 | 2043-04-01      | 3.0000%  |  | $1739361.89        | $1617879.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  |  | $113.26            | $108.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQAT2404 | 2033-05-01      | 3.0000%  |  | $139571.54         | $135151.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT2021 | 2043-04-01      | 3.5000%  |  | $528190.18         | $505191.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  |  | $149.12            | $142.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  |  | $841.02            | $854.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC5420 | 2054-11-01      | 5.0000%  |  | $1424806.25        | $1431415.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC4977 | 2054-11-01      | 4.5000%  |  | $2090181.47        | $2054389.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC4702 | 2054-09-01      | 7.0000%  |  | $438785.75         | $464504.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  |  | $882694.03         | $899134.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  |  | $1273987.91        | $1329036.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  |  | $1532747.25        | $1531291.14        | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SOBM7863 | 2055-10-01      | 5.3580%  |  | $6840.00           | $6928.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U6BM7360 | 2057-02-01      | 3.0000%  |  | $814.14            | $718.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5897 | 2048-05-01      | 3.5000%  |  | $230484.25         | $217133.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKBM5598 | 2043-02-01      | 3.0000%  |  | $144.53            | $133.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $62194.01          | $56417.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  |  | $233.81            | $213.85            | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX LBBM4874 | 2048-11-01      | 3.1560%  |  | $24811.49          | $24352.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $168727.88         | $168284.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM4614 | 2033-03-01      | 3.0000%  |  | $53757.26          | $52617.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $248.47            | $247.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4322 | 2048-07-01      | 4.0000%  |  | $84156.01          | $81776.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  |  | $168.64            | $163.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  |  | $100.02            | $99.32             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G15950 G | 2031-08-01      | 3.5000%  |  | $166945.42         | $165834.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4786 | 2045-04-01      | 3.0000%  |  | $62685.00          | $57986.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7627 | 2054-01-01      | 7.5000%  |  | $762.58            | $819.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $418.43            | $359.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $163830.05         | $159314.56         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1632 | 2029-09-01      | 4.3900%  |  | $13893300.00       | $14087644.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1146 | 2049-06-01      | 3.5000%  |  | $107.68            | $100.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  |  | $8297.08           | $8617.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I3BF0292 | 2048-05-01      | 3.0000%  |  | $151015.88         | $137387.46         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0808 | 2034-04-01      | 4.7200%  |  | $5065200.00        | $5193265.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX8367 | 2044-11-01      | 4.0000%  |  | $107.97            | $105.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI0818 | 2054-02-01      | 7.0000%  |  | $677001.50         | $721945.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CVAL8047 | 2030-11-01      | 3.5000%  |  | $191.89            | $190.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0211 | 2041-12-01      | 2.0000%  |  | $65985.12          | $57641.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  |  | $165.88            | $151.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $61711.38          | $60912.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8295 | 2046-11-01      | 3.0000%  |  | $1217731.40        | $1122050.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6672 | 2053-07-01      | 5.0000%  |  | $679166.81         | $684527.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  |  | $827.74            | $767.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB2781 | 2050-09-01      | 2.5000%  |  | $1815418.53        | $1555347.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  |  | $851.07            | $859.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  |  | $9783.18           | $9671.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0582 | 2053-09-01      | 6.5000%  |  | $781905.81         | $820575.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7489 | 2048-07-01      | 4.5000%  |  | $2039380.80        | $2041520.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5695 | 2049-02-01      | 4.0000%  |  | $63535.05          | $61627.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2506 | 2053-11-01      | 7.0000%  |  | $517.36            | $553.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $1270892.53        | $1221064.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  |  | $32965.58          | $30759.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH4699 | 2053-11-01      | 6.0000%  |  | $786.89            | $819.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA7477 | 2050-03-01      | 3.0000%  |  | $45264.45          | $41147.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  |  | $151354.80         | $157388.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6943 | 2050-09-01      | 2.0000%  |  | $571.17            | $469.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7926 | 2054-01-01      | 7.5000%  |  | $527.74            | $573.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8171 | 2053-02-01      | 5.5000%  |  | $989028.52         | $1009402.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI9871 | 2054-07-01      | 4.5000%  |  | $882.80            | $864.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8761 | 2052-10-01      | 5.5000%  |  | $846212.89         | $885429.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAO7185 | 2042-09-01      | 4.0000%  |  | $120.46            | $118.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  |  | $421717.81         | $347362.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0903 | 2053-04-01      | 5.5000%  |  | $33652.26          | $34359.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $253.78            | $248.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  |  | $186.19            | $182.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $131.38            | $124.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM1565 | 2047-04-01      | 3.0000%  |  | $655794.82         | $601826.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD1735 | 2055-02-01      | 5.0000%  |  | $1545131.56        | $1568413.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9671 | 2055-01-01      | 5.5000%  |  | $830.70            | $848.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC9610 | 2055-01-01      | 6.5000%  |  | $624712.38         | $653062.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9101 | 2055-06-01      | 6.0000%  |  | $1190490.43        | $1243160.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8570 | 2055-01-01      | 5.5000%  |  | $2192371.27        | $2256439.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  |  | $355606.93         | $356642.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $755.74            | $756.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC5706 | 2054-11-01      | 4.5000%  |  | $3060611.61        | $3005049.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC5480 | 2054-11-01      | 5.0000%  |  | $854453.45         | $855481.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4444 | 2054-10-01      | 6.0000%  |  | $891.40            | $916.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  |  | $1287485.69        | $1288494.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3569 | 2054-10-01      | 5.5000%  |  | $883874.70         | $912400.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  |  | $173.14            | $172.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $201.57            | $196.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1446 | 2052-08-01      | 4.5000%  |  | $695.38            | $684.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1382 | 2052-08-01      | 4.0000%  |  | $254583.21         | $243866.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1377 | 2052-07-01      | 3.5000%  |  | $42518.76          | $39616.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $1165125.09        | $1069252.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8154 | 2046-10-01      | 4.5000%  |  | $55.81             | $55.91             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8074 | 2046-10-01      | 3.0000%  |  | $34219.65          | $31297.64          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785561 C     | 2051-07-20      | 3.0000%  |  | $1207245.39        | $1098455.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4834 | 2055-09-01      | 5.5000%  |  | $7345937.69        | $7480503.03        | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.850 WRWR0001 | 2040-06-01      | 4.8500%  |  | $900.90            | $902.65            | Agency Mortgage-Backed Securities  |
| FMAC FMAR 8B0498 G        | 2055-10-01      | 5.2840%  |  | $5842569.60        | $5943834.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3192 | 2055-11-01      | 6.0000%  |  | $453699.90         | $472196.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQZ4544 | 2055-10-01      | 4.5000%  |  | $622528.10         | $611802.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7327 | 2055-03-01      | 6.0000%  |  | $826.44            | $861.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS9519 | 2032-04-01      | 3.5000%  |  | $80702.67          | $79967.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9465 | 2047-04-01      | 4.0000%  |  | $1338627.75        | $1305675.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  |  | $134.54            | $131.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  |  | $207.84            | $188.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS8610 | 2032-01-01      | 3.0000%  |  | $198405.06         | $194051.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  |  | $286368.18         | $261915.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K2918243 | 2037-05-01      | 6.0000%  |  | $23492.23          | $23997.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8462 | 2054-07-01      | 6.0000%  |  | $366639.81         | $379457.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5044 | 2053-06-01      | 4.5000%  |  | $23191.82          | $23030.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  |  | $723.46            | $590.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  |  | $309.95            | $281.60            | Agency Mortgage-Backed Securities  |
| FMAC FMAR 8D0222 G        | 2052-05-01      | 3.4980%  |  | $5317314.05        | $5131739.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $871577.08         | $898298.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7267 | 2054-12-01      | 5.5000%  |  | $826157.41         | $850978.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8318 | 2046-11-01      | 3.0000%  |  | $702223.24         | $642256.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5279 | 2054-11-01      | 5.5000%  |  | $844.69            | $872.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8103 | 2055-04-01      | 5.5000%  |  | $905613.08         | $934164.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0002 | 2055-10-01      | 6.0000%  |  | $899.60            | $935.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3396 | 2055-10-01      | 6.0000%  |  | $2039301.00        | $2124464.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4398 | 2040-11-01      | 4.5000%  |  | $900.00            | $903.54            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4771 | 2032-09-01      | 4.8700%  |  | $99898.20          | $103033.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMB0295 | 2055-01-01      | 4.5000%  |  | $368246.53         | $360487.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4930 | 2055-04-01      | 5.5000%  |  | $39325.79          | $39956.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  |  | $1268021.82        | $1044374.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  |  | $28930.13          | $25823.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  |  | $859.46            | $873.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6996 | 2050-09-01      | 2.5000%  |  | $243973.71         | $208129.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBT6754 | 2036-09-01      | 2.0000%  |  | $173613.65         | $160218.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  |  | $912.90            | $927.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9787 | 2055-01-01      | 5.0000%  |  | $861.87            | $870.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  |  | $889.51            | $891.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQZ7298 | 2055-10-01      | 7.0000%  |  | $597411.00         | $635910.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  |  | $176350.80         | $157110.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFA2615 | 2037-05-01      | 3.0000%  |  | $837644.05         | $813612.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ7663 | 2055-11-01      | 6.5000%  |  | $720392.40         | $754799.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5577 | 2052-11-01      | 5.0000%  |  | $782.23            | $786.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY5063 | 2053-07-01      | 6.5000%  |  | $212703.95         | $227019.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1684 | 2052-11-01      | 5.5000%  |  | $2257493.26        | $2325923.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2170 | 2055-03-01      | 6.5000%  |  | $708784.25         | $742391.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3033 | 2055-06-01      | 6.5000%  |  | $1171544.33        | $1233987.25        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5017 | 2032-09-01      | 4.8700%  |  | $899.12            | $929.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0638 | 2055-05-01      | 5.0000%  |  | $1258287.56        | $1268139.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC2628 | 2055-04-01      | 5.0000%  |  | $1086404.35        | $1087477.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  |  | $630.21            | $516.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  |  | $105.78            | $97.47             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA7144 | 2035-09-01      | 2.5000%  |  | $139277.30         | $132065.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4756 | 2054-02-01      | 6.0000%  |  | $824.90            | $866.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1010 | 2048-07-01      | 3.5000%  |  | $2914561.28        | $2737083.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8149 | 2053-05-01      | 6.0000%  |  | $768622.32         | $806679.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0846 | 2052-02-01      | 3.0000%  |  | $1311133.80        | $1169518.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9716 | 2051-12-01      | 2.5000%  |  | $99525.13          | $86278.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM8733 | 2036-09-01      | 2.0000%  |  | $344883.65         | $318871.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  |  | $7039.35           | $6618.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7495 | 2036-04-01      | 2.0000%  |  | $19284.27          | $17964.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6555 | 2051-04-01      | 2.0000%  |  | $61879.46          | $51080.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6426 | 2051-03-01      | 2.0000%  |  | $537.83            | $444.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5736 | 2050-12-01      | 4.0000%  |  | $139241.94         | $134566.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5651 | 2051-01-01      | 2.5000%  |  | $648640.87         | $557622.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS6537 | 2031-01-01      | 2.5000%  |  | $94.69             | $91.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6520 | 2046-01-01      | 3.5000%  |  | $281000.45         | $266751.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7162 | 2046-05-01      | 3.5000%  |  | $2002388.04        | $1908921.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS3707 | 2044-11-01      | 4.0000%  |  | $108922.03         | $106129.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $130.91            | $124.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS0024 | 2043-07-01      | 3.5000%  |  | $68929.73          | $65806.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  |  | $31612.91          | $28674.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR5259 | 2043-02-01      | 3.0000%  |  | $1013855.25        | $942406.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR3391 | 2043-01-01      | 3.0000%  |  | $174.01            | $161.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ9950 | 2028-01-01      | 2.5000%  |  | $44193.16          | $43492.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $29.19             | $28.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  |  | $82460.42          | $81171.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP8743 | 2042-10-01      | 3.5000%  |  | $109.51            | $104.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $117.78            | $112.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP0048 | 2042-07-01      | 3.5000%  |  | $329315.70         | $317559.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO8131 | 2042-08-01      | 3.5000%  |  | $2091538.09        | $1999172.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  |  | $109.37            | $105.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5537 | 2036-01-01      | 2.0000%  |  | $133205.60         | $123470.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4904 | 2050-11-01      | 2.5000%  |  | $288761.18         | $251312.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4719 | 2050-11-01      | 3.0000%  |  | $95344.17          | $86332.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3951 | 2050-07-01      | 3.0000%  |  | $62303.49          | $56636.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4416 | 2050-09-01      | 3.0000%  |  | $117869.89         | $106117.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  |  | $23761.61          | $23532.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  |  | $5574.34           | $5325.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3152 | 2045-02-01      | 4.0000%  |  | $315.53            | $310.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3117 | 2050-05-01      | 3.0000%  |  | $193096.63         | $175945.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2714 | 2050-03-01      | 3.0000%  |  | $303.39            | $272.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD0783 | 2051-12-01      | 2.0000%  |  | $688.13            | $569.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTSC0765 | 2045-08-01      | 5.0000%  |  | $1771436.97        | $1803850.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0188 | 2041-09-01      | 2.0000%  |  | $7812.18           | $6858.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8509 | 2036-01-01      | 2.0000%  |  | $454.81            | $420.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7383 | 2055-01-01      | 6.0000%  |  | $853.84            | $890.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5575 | 2055-03-01      | 6.5000%  |  | $763.98            | $799.78            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3602 | 2032-04-01      | 4.7100%  |  | $895.10            | $919.54            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5317 | 2035-10-01      | 4.4200%  |  | $76500000.00       | $76373264.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4936 | 2047-11-01      | 3.5000%  |  | $769.46            | $724.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  |  | $118913.79         | $119104.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  |  | $804259.14         | $838772.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  |  | $249.86            | $249.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BF0548 | 2061-07-01      | 3.0000%  |  | $572.01            | $496.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $699.34            | $677.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH7191 | 2053-12-01      | 7.0000%  |  | $607.83            | $650.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  |  | $31769.25          | $28274.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  |  | $2096193.29        | $2099016.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1639 | 2055-01-01      | 6.5000%  |  | $678438.59         | $709668.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8378 | 2040-04-01      | 5.0000%  |  | $767.09            | $778.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE6557 | 2055-08-01      | 5.0000%  |  | $1801646.49        | $1808946.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5315 | 2054-12-01      | 5.0000%  |  | $814.42            | $818.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI7739 | 2054-06-01      | 6.0000%  |  | $819.60            | $847.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD8540 | 2047-01-01      | 4.0000%  |  | $117049.88         | $113444.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4344 | 2048-06-01      | 4.5000%  |  | $1099708.17        | $1101221.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $23746.02          | $23479.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA2734 | 2033-11-01      | 3.0000%  |  | $186802.76         | $180749.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1795 | 2054-11-01      | 5.5000%  |  | $889.92            | $910.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  |  | $127744.97         | $120587.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7192 | 2053-02-01      | 5.5000%  |  | $606.45            | $628.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB7463 | 2055-02-01      | 5.5000%  |  | $1076424.61        | $1104905.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3108 | 2054-10-01      | 6.0000%  |  | $900.00            | $928.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  |  | $5068.29           | $5146.07           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8172 | 2037-07-01      | 4.0000%  |  | $1638854.30        | $1621073.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  |  | $299.84            | $283.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  |  | $6134.65           | $6376.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  |  | $263.60            | $254.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2541 | 2054-09-01      | 6.5000%  |  | $1260536.02        | $1344641.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2008 | 2054-09-01      | 6.5000%  |  | $1731550.51        | $1843873.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC2016 | 2054-09-01      | 5.0000%  |  | $835329.56         | $836045.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1674 | 2054-09-01      | 5.5000%  |  | $877.10            | $901.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7008 | 2054-07-01      | 6.0000%  |  | $878242.23         | $910421.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB6834 | 2054-07-01      | 5.0000%  |  | $799.28            | $803.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB6204 | 2054-07-01      | 5.5000%  |  | $873.00            | $901.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4843 | 2054-10-01      | 6.5000%  |  | $892.11            | $934.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2541 | 2054-08-01      | 6.0000%  |  | $759817.60         | $781623.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB2307 | 2054-10-01      | 4.5000%  |  | $1496000.96        | $1472361.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  |  | $24338.12          | $25285.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB1997 | 2054-10-01      | 6.5000%  |  | $891.49            | $937.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB1696 | 2054-06-01      | 6.5000%  |  | $846384.90         | $891676.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA7568 | 2054-02-01      | 7.0000%  |  | $882.42            | $942.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $459.00            | $473.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA5879 | 2053-12-01      | 7.0000%  |  | $810.05            | $857.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA4359 | 2054-02-01      | 6.0000%  |  | $465749.04         | $480913.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $453288.63         | $436006.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  |  | $667.63            | $621.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1751 | 2051-10-01      | 2.5000%  |  | $686.97            | $597.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  |  | $699.18            | $707.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  |  | $1130088.47        | $1116696.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0451 | 2050-10-01      | 3.0000%  |  | $466.65            | $415.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0390 | 2050-04-01      | 3.0000%  |  | $261.96            | $236.99            | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $10.79             | $11.27             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2505 | 2053-12-01      | 7.0000%  |  | $541.57            | $579.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2503 | 2053-12-01      | 7.0000%  |  | $596.23            | $635.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1268 | 2053-10-01      | 6.5000%  |  | $578.36            | $618.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1668 | 2053-10-01      | 6.5000%  |  | $696678.52         | $744436.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA0279 | 2053-12-01      | 7.5000%  |  | $740.16            | $792.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA0846 | 2053-11-01      | 5.5000%  |  | $33235.29          | $33784.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL787216 | 2034-07-01      | 5.5000%  |  | $111.35            | $113.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  |  | $8.30              | $8.68              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  |  | $78547.71          | $81895.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL735036 | 2034-12-01      | 5.5000%  |  | $109654.40         | $113281.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $276202.48         | $288996.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL708631 | 2033-06-01      | 6.0000%  |  | $17.14             | $17.60             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ7024 | 2045-10-01      | 3.5000%  |  | $611283.30         | $581613.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ4763 | 2045-10-01      | 4.0000%  |  | $1166828.61        | $1135832.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ2953 | 2030-09-01      | 3.0000%  |  | $272938.51         | $267992.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ2109 | 2045-10-01      | 4.0000%  |  | $225.58            | $219.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  |  | $600777.47         | $543541.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY8429 | 2045-08-01      | 3.5000%  |  | $269631.09         | $254015.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7802 | 2045-04-01      | 3.0000%  |  | $1610047.91        | $1483541.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3676 | 2053-08-01      | 6.0000%  |  | $917969.16         | $964637.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4382 | 2053-11-01      | 6.0000%  |  | $370908.54         | $386480.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  |  | $792.27            | $794.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $765.41            | $779.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $747.23            | $748.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  |  | $781.23            | $724.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $25527.33          | $23638.68          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  |  | $31780.64          | $27142.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $47752.10          | $39020.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $1146835.67        | $1063398.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $611.47            | $501.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQAY1959 | 2035-03-01      | 3.0000%  |  | $347817.87         | $330061.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAX5308 | 2042-01-01      | 3.5000%  |  | $96.41             | $92.39             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAW2074 | 2029-04-01      | 3.5000%  |  | $70017.96          | $69371.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  |  | $2178925.63        | $2247612.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7565 | 2053-09-01      | 5.5000%  |  | $1441.62           | $1486.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD7538 | 2051-04-01      | 2.0000%  |  | $583.67            | $487.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  |  | $289.07            | $273.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7270 | 2054-12-01      | 6.0000%  |  | $841.89            | $869.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  |  | $95.25             | $92.00             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6905 | 2054-11-01      | 6.0000%  |  | $1675.08           | $1732.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBJ5515 | 2033-01-01      | 3.0000%  |  | $43793.26          | $42348.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ4626 | 2048-02-01      | 4.5000%  |  | $1837876.33        | $1827054.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ3997 | 2048-02-01      | 3.5000%  |  | $106314.16         | $100692.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH6713 | 2047-08-01      | 3.5000%  |  | $58823.35          | $55275.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1945715.44        | $1903112.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  |  | $149.92            | $141.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  |  | $1200658.89        | $1177956.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 R3BF0725 | 2052-07-01      | 4.5000%  |  | $443304.88         | $443281.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $2616733.25        | $2247939.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 R3BF0444 | 2049-09-01      | 3.0000%  |  | $361.60            | $322.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0316 | 2052-07-01      | 4.0000%  |  | $333.15            | $322.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  |  | $165.99            | $166.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $323.51            | $309.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBE0084 | 2046-12-01      | 3.0000%  |  | $276.07            | $254.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD7043 | 2047-03-01      | 4.0000%  |  | $145125.19         | $141059.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC9078 | 2046-12-01      | 4.0000%  |  | $421769.61         | $409954.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  |  | $684.44            | $726.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA4107 | 2053-12-01      | 7.5000%  |  | $608.85            | $655.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  |  | $279.17            | $275.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  |  | $294.27            | $280.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNSA0069 | 2032-05-01      | 1.5000%  |  | $696.22            | $648.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZT0936 | 2043-09-01      | 3.0000%  |  | $106.99            | $101.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  |  | $338.36            | $318.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $30039.25          | $29927.77          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8514 | 2029-01-01      | 3.5000%  |  | $24475.47          | $24312.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS3771 | 2043-07-01      | 3.5000%  |  | $119.98            | $114.76            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65450 G | 2047-12-01      | 3.5000%  |  | $72.30             | $67.39             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  |  | $257077.46         | $239623.62         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65432 G | 2047-08-01      | 3.5000%  |  | $121.92            | $113.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  |  | $165.03            | $162.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  |  | $129.86            | $119.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  |  | $92.59             | $86.06             | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G18683 G | 2033-04-01      | 2.5000%  |  | $455.31            | $438.91            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18587 G | 2031-02-01      | 3.0000%  |  | $76925.65          | $75446.37          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  |  | $817.56            | $757.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3132 | 2052-01-01      | 2.5000%  |  | $2043267.61        | $1792780.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3126 | 2053-06-01      | 6.0000%  |  | $568.51            | $587.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  |  | $881435.70         | $901129.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD2536 | 2051-10-01      | 2.5000%  |  | $731.59            | $641.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2421 | 2053-03-01      | 5.5000%  |  | $667.51            | $688.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  |  | $703.49            | $725.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  |  | $123964.22         | $112009.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  |  | $1037452.57        | $1077206.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  |  | $826.00            | $840.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $753.41            | $791.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6357 | 2054-05-01      | 6.0000%  |  | $834.08            | $873.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI5499 | 2054-05-01      | 4.5000%  |  | $868.95            | $850.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI5153 | 2054-05-01      | 5.5000%  |  | $807013.28         | $831257.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $827.01            | $836.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3PSE9055 | 2052-03-01      | 2.0000%  |  | $574794.59         | $457033.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 3PRE6054 | 2050-04-01      | 4.5000%  |  | $47.92             | $46.41             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PRE6046 | 2050-05-01      | 3.5000%  |  | $198419.81         | $181785.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  |  | $646.86            | $514.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  |  | $6976.70           | $7220.33           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  |  | $729.13            | $733.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $730.82            | $738.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8307 | 2052-12-01      | 6.0000%  |  | $31468.06          | $32709.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7402 | 2052-05-01      | 3.5000%  |  | $691.80            | $643.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  |  | $689.07            | $642.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX3681 | 2052-12-01      | 6.5000%  |  | $821727.00         | $874076.48         | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.600 WNWN4084 | 2035-07-01      | 4.6000%  |  | $36158400.00       | $36506725.91       | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.750 WNWN2662 | 2032-04-01      | 4.7500%  |  | $5343300.00        | $5480261.24        | Agency Mortgage-Backed Securities  |

### Security 235: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.100%, 11/7/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988FSF000, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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 BOND 54 | 2054-11-15      | 4.5000%  |  | $107723292.86      | $107290219.46      | U.S. Treasuries (including strips) |
| USTR 4 BOND 52     | 2052-11-15      | 4.0000%  |  | $161842015.71      | $147959622.77      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43 | 2043-05-15      | 2.8750%  |  | $170884510.00      | $137367585.34      | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26 | 2026-10-29      | 0.0000%  |  | $24595988.57       | $23716829.56       | U.S. Treasuries (including strips) |
| USTR BILL 12/16/25 | 2025-12-16      | 0.0000%  |  | $27102371.43       | $26969027.76       | U.S. Treasuries (including strips) |
| USTR BILL 12/04/25 | 2025-12-04      | 0.0000%  |  | $53288248.57       | $53094279.35       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44 | 2044-02-15      | 4.5000%  |  | $132673731.43      | $132184929.68      | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25 | 2025-11-28      | 0.0000%  |  | $169719937.14      | $169207382.93      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53 | 2053-11-15      | 4.7500%  |  | $67078672.86       | $69506508.86       | U.S. Treasuries (including strips) |

### Security 236: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.260%, 11/24/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $726500000.00
- **C.18.a - Value (excl. sponsor support):** $726500000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB FCOR 03SF 26-28 JZ   | 2028-02-11      | 4.5050%  |  | $588651.28         | $594550.31         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AF 27/11   | 2027-11-12      | 4.5200%  |  | $81678718.46       | $82818726.49       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF D 27/10    | 2027-10-25      | 4.6900%  |  | $10475012.31       | $10555579.70       | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.5300%  |  | $530577480.00      | $538363557.13      | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 K7   | 2028-05-23      | 4.4900%  |  | $79222030.77       | $80190674.14       | Agency Debentures and Agency Strips |
| FCSB 3.75 FCSB 27 HQ      | 2027-02-22      | 3.7500%  |  | $4470.77           | $4503.85           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 4.4400%  |  | $205655.38         | $207113.65         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/28 6870 | 2028-02-15      | 4.6000%  |  | $27942307.69       | $28295087.87       | Agency Debentures and Agency Strips |
| FHLB 0.83 FHOR 21-27 5383 | 2027-02-10      | 0.8300%  |  | $7451.28           | $7196.83           | Agency Debentures and Agency Strips |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $7505750.92        | $6043526.87        | U.S. Treasuries (including strips)  |

### Security 237: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.150%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $57210000.00
- **C.18.a - Value (excl. sponsor support):** $57210000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 08/15/31    | 2031-08-15      | 0.0000%  |  | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $5963038.59        | $6134914.91        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $7841563.59        | $8056510.55        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $7872469.88        | $8057744.52        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $7912194.57        | $8057745.45        | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN C 35  | 2035-05-15      | 0.0000%  |  | $805.77            | $546.62            | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34  | 2034-08-15      | 0.0000%  |  | $52600.97          | $36949.87          | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34  | 2034-05-15      | 0.0000%  |  | $306484.45         | $217664.64         | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34      | 2034-02-15      | 0.0000%  |  | $109359.74         | $78598.37          | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33  | 2033-11-15      | 0.0000%  |  | $93502.09          | $68001.45          | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33  | 2033-08-15      | 0.0000%  |  | $3674.33           | $2702.38           | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  |  | $22513.34          | $16930.39          | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  |  | $52407.58          | $39850.62          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32  | 2032-05-15      | 0.0000%  |  | $56139.93          | $43601.98          | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32  | 2032-02-15      | 0.0000%  |  | $16.12             | $12.65             | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31  | 2031-11-15      | 0.0000%  |  | $3.22              | $2.56              | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  |  | $98720.29          | $90900.16          | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  |  | $934.70            | $868.35            | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  |  | $3.22              | $3.02              | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  |  | $1914.52           | $1780.44           | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  |  | $38.68             | $36.28             | U.S. Treasuries (including strips) |
| USTR TINT 11/15/34    | 2034-11-15      | 0.0000%  |  | $1630923.34        | $1116138.70        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/32    | 2032-11-15      | 0.0000%  |  | $958921.92         | $722898.63         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32    | 2032-05-15      | 0.0000%  |  | $2499639.17        | $1928614.10        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31    | 2031-11-15      | 0.0000%  |  | $1611549.30        | $1271259.38        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30    | 2030-11-15      | 0.0000%  |  | $10571.76          | $8711.27           | U.S. Treasuries (including strips) |
| USTR TINT 08/15/35    | 2035-08-15      | 0.0000%  |  | $2114705.90        | $1393216.88        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/35    | 2035-02-15      | 0.0000%  |  | $1528744.06        | $1033411.11        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/34    | 2034-08-15      | 0.0000%  |  | $702291.70         | $486838.44         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34    | 2034-02-15      | 0.0000%  |  | $275938.85         | $196120.78         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/33    | 2033-02-15      | 0.0000%  |  | $183652.16         | $136837.57         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32    | 2032-08-15      | 0.0000%  |  | $4335560.32        | $3306922.62        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/32    | 2032-02-15      | 0.0000%  |  | $1611546.07        | $1256955.98        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33    | 2033-08-15      | 0.0000%  |  | $1781664.57        | $1296786.34        | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26      | 2026-11-15      | 0.0000%  |  | $1095.85           | $1054.06           | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN E 32  | 2032-08-15      | 0.0000%  |  | $12666.78          | $9733.00           | U.S. Treasuries (including strips) |
| USTR 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  |  | $741.31            | $595.18            | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28    | 2028-02-15      | 0.0000%  |  | $5040525.34        | $4635927.41        | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  |  | $22339.30          | $16616.39          | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN F 34  | 2034-11-15      | 0.0000%  |  | $131470.19         | $90941.74          | U.S. Treasuries (including strips) |
| USTR TINT 11/15/25    | 2025-11-15      | 0.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  |  | $7574.28           | $6149.95           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $3264525.08        | $3083105.59        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/34    | 2034-05-15      | 0.0000%  |  | $767748.53         | $539136.05         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31    | 2031-05-15      | 0.0000%  |  | $322.31            | $260.01            | U.S. Treasuries (including strips) |
| USTR TINT 05/15/33    | 2033-05-15      | 0.0000%  |  | $15081.23          | $11110.24          | U.S. Treasuries (including strips) |
| USTR TINT 11/15/33    | 2033-11-15      | 0.0000%  |  | $156042.39         | $112264.23         | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  |  | $293463.13         | $279885.17         | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  |  | $1460.06           | $1409.20           | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  |  | $12.89             | $12.52             | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27    | 2027-05-15      | 0.0000%  |  | $0.02              | $0.02              | U.S. Treasuries (including strips) |
| USTR TINT 02/15/31    | 2031-02-15      | 0.0000%  |  | $3223094.79        | $2627702.16        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29    | 2029-05-15      | 0.0000%  |  | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| USTR TINT 05/15/35    | 2035-05-15      | 0.0000%  |  | $12536.79          | $8364.77           | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28    | 2028-05-15      | 0.0000%  |  | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28    | 2028-08-15      | 0.0000%  |  | $8344.63           | $7533.99           | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27    | 2027-11-15      | 0.0000%  |  | $14568.41          | $13520.12          | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27    | 2027-08-15      | 0.0000%  |  | $1591063.15        | $1489963.82        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27    | 2027-02-15      | 0.0000%  |  | $0.02              | $0.02              | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26    | 2026-08-15      | 0.0000%  |  | $0.03              | $0.03              | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26    | 2026-05-15      | 0.0000%  |  | $386771.85         | $379020.94         | U.S. Treasuries (including strips) |

### Security 238: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.150%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 1/8 TRIN D 26 | 2026-07-15      | 0.1250%  |  | $256471893.63      | $255088188.73      | U.S. Treasuries (including strips) |

### Security 239: 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? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DI3027 C     | 2055-04-20      | 7.0000%  |  | $1034110.82        | $1087849.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3022 C     | 2055-03-20      | 7.0000%  |  | $1038658.65        | $1086616.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1956 C     | 2055-04-20      | 6.5000%  |  | $1022920.04        | $1084401.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7611 C     | 2055-09-20      | 7.0000%  |  | $1084100.48        | $1137463.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN6045 C     | 2055-10-20      | 5.5000%  |  | $1163365.27        | $1186773.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN6035 C     | 2055-10-20      | 7.5000%  |  | $1122656.23        | $1212235.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5951 C     | 2055-09-20      | 6.5000%  |  | $1159529.59        | $1229933.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5654 C     | 2055-10-20      | 6.5000%  |  | $1058787.67        | $1132809.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1399 C     | 2055-10-20      | 6.5000%  |  | $1147504.18        | $1223127.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0949 C     | 2055-10-20      | 6.5000%  |  | $1059793.49        | $1124141.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0421 C     | 2055-10-20      | 5.0000%  |  | $1220704.66        | $1228964.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9395 C     | 2055-10-20      | 7.5000%  |  | $1134347.12        | $1227621.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9148 C     | 2055-10-20      | 6.5000%  |  | $1098685.27        | $1163377.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8697 C     | 2055-08-20      | 6.5000%  |  | $1038281.71        | $1093076.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8693 C     | 2055-10-20      | 6.0000%  |  | $1132996.99        | $1186628.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8262 C     | 2055-09-20      | 6.5000%  |  | $1109261.34        | $1148974.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8290 C     | 2055-09-20      | 6.0000%  |  | $1105044.94        | $1147212.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8289 C     | 2055-07-20      | 7.0000%  |  | $1067166.28        | $1116444.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8230 C     | 2055-09-20      | 6.0000%  |  | $1069591.55        | $1110406.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7768 C     | 2055-09-20      | 5.5000%  |  | $1136553.49        | $1145151.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7753 C     | 2055-09-20      | 5.0000%  |  | $1091264.18        | $1085210.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7729 C     | 2055-09-20      | 6.5000%  |  | $1173165.59        | $1229350.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6166 C     | 2055-10-20      | 5.5000%  |  | $1208869.86        | $1233193.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4505 C     | 2055-10-20      | 6.0000%  |  | $1062245.89        | $1102292.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3870 C     | 2055-08-20      | 5.0000%  |  | $1158375.59        | $1165706.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3633 C     | 2055-10-20      | 5.0000%  |  | $1101407.40        | $1110893.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4480 C     | 2055-10-20      | 5.0000%  |  | $1155169.52        | $1165118.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2851 C     | 2055-10-20      | 6.0000%  |  | $1073337.81        | $1109369.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2856 C     | 2055-10-20      | 6.5000%  |  | $1159284.73        | $1230936.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2703 C     | 2055-09-20      | 6.5000%  |  | $1106732.49        | $1170543.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1562 C     | 2055-08-20      | 7.0000%  |  | $1053994.82        | $1102664.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0206 C     | 2055-09-20      | 5.5000%  |  | $683860.19         | $690895.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0188 C     | 2055-09-20      | 6.5000%  |  | $1109562.78        | $1149285.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0869 C     | 2055-09-20      | 6.5000%  |  | $1073673.02        | $1136890.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0853 C     | 2055-09-20      | 7.5000%  |  | $1132769.36        | $1223154.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8298 C     | 2055-09-20      | 7.0000%  |  | $1056107.24        | $1115504.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8268 C     | 2055-08-20      | 6.5000%  |  | $1152958.11        | $1220843.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8105 C     | 2055-08-20      | 6.5000%  |  | $1169078.41        | $1232203.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8952 C     | 2055-09-20      | 5.5000%  |  | $1151364.32        | $1179484.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6676 C     | 2055-09-20      | 7.0000%  |  | $1111415.90        | $1162731.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6006 C     | 2055-07-20      | 7.0000%  |  | $1161336.16        | $1203625.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5893 C     | 2055-09-20      | 5.5000%  |  | $1147330.20        | $1170416.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4510 C     | 2055-08-20      | 7.0000%  |  | $1029839.28        | $1082793.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4146 C     | 2055-08-20      | 5.5000%  |  | $1089387.90        | $1114654.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4145 C     | 2055-08-20      | 5.5000%  |  | $1153349.09        | $1181161.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3066 C     | 2055-10-20      | 5.5000%  |  | $1062643.70        | $1087944.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0426 C     | 2055-05-20      | 6.0000%  |  | $1112439.66        | $1146414.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0204 C     | 2055-10-20      | 6.0000%  |  | $1058030.48        | $1093548.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9268 C     | 2055-07-20      | 7.0000%  |  | $1061423.49        | $1110436.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8623 C     | 2055-10-20      | 6.0000%  |  | $1172314.45        | $1211670.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8311 C     | 2055-06-20      | 5.0000%  |  | $1163506.24        | $1171378.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7866 C     | 2055-08-20      | 6.5000%  |  | $1111417.04        | $1175503.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6694 C     | 2055-06-20      | 7.0000%  |  | $1130860.08        | $1172041.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6044 C     | 2055-08-20      | 6.5000%  |  | $1069116.96        | $1120313.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4126 C     | 2055-06-20      | 7.0000%  |  | $1102534.23        | $1161514.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4077 C     | 2055-06-20      | 7.0000%  |  | $1082484.67        | $1137751.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0494 C     | 2055-05-20      | 7.0000%  |  | $1117254.82        | $1174293.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0022 C     | 2055-05-20      | 7.0000%  |  | $1137490.85        | $1178862.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9764 C     | 2055-06-20      | 6.0000%  |  | $1097729.22        | $1166789.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5840 C     | 2055-05-20      | 5.0000%  |  | $1138442.26        | $1148422.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5848 C     | 2055-04-20      | 7.0000%  |  | $1146367.78        | $1199301.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4924 C     | 2055-04-20      | 5.0000%  |  | $711521.85         | $707575.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4871 C     | 2055-05-20      | 7.0000%  |  | $1084202.61        | $1155427.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4857 C     | 2055-05-20      | 5.0000%  |  | $1181623.80        | $1189800.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2704 C     | 2055-05-20      | 7.0000%  |  | $1139282.25        | $1191887.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1651 C     | 2055-03-20      | 7.0000%  |  | $1120215.64        | $1161008.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1551 C     | 2055-04-20      | 7.5000%  |  | $1042948.11        | $1103311.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1531 C     | 2055-05-20      | 7.0000%  |  | $1155530.32        | $1214519.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1511 C     | 2055-05-20      | 7.5000%  |  | $1038427.32        | $1095053.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0883 C     | 2051-05-20      | 7.0000%  |  | $1081139.60        | $1131043.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7999 C     | 2055-01-20      | 7.0000%  |  | $1039226.89        | $1087213.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3003 C     | 2055-01-20      | 7.0000%  |  | $1091060.05        | $1141437.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0567 C     | 2055-08-20      | 5.5000%  |  | $1128558.26        | $1152653.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6832 C     | 2055-02-20      | 7.0000%  |  | $1170490.42        | $1224535.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6568 C     | 2055-01-20      | 6.5000%  |  | $1015219.98        | $1087081.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4047 C     | 2055-01-20      | 7.0000%  |  | $1162914.80        | $1216608.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1814 C     | 2054-11-20      | 5.0000%  |  | $1137361.00        | $1149010.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1455 C     | 2054-12-20      | 6.5000%  |  | $1021914.71        | $1087073.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0798 C     | 2055-08-20      | 7.0000%  |  | $1032081.03        | $1089809.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM6124 C     | 2052-09-20      | 5.5000%  |  | $1114148.84        | $1141854.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA5501 C     | 2047-06-20      | 4.0000%  |  | $1289968.43        | $1229843.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  |  | $1899.16           | $1952.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  |  | $5000523.98        | $5078298.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4877 | 2055-06-01      | 5.5000%  |  | $177705.70         | $181438.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4842 | 2055-06-01      | 5.5000%  |  | $3704631.36        | $3771286.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4321 | 2055-06-01      | 5.0000%  |  | $991737.36         | $996485.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7000 C     | 2055-07-20      | 7.0000%  |  | $1072527.80        | $1132518.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0820 C     | 2055-05-20      | 7.0000%  |  | $1190244.60        | $1233530.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8339 C     | 2055-10-20      | 6.5000%  |  | $1133091.92        | $1165218.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3063 C     | 2055-07-20      | 5.5000%  |  | $1186835.18        | $1210715.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0230 | 2055-06-01      | 5.5000%  |  | $2510225.31        | $2562955.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9969 C     | 2055-06-20      | 7.0000%  |  | $1059979.41        | $1108922.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8692 C     | 2055-10-20      | 6.0000%  |  | $1034775.27        | $1082175.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8234 C     | 2055-09-20      | 5.5000%  |  | $1072248.49        | $1096724.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8038 C     | 2055-04-20      | 7.0000%  |  | $1068515.84        | $1121113.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8566 C     | 2055-08-20      | 7.0000%  |  | $1135399.65        | $1195451.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0857 C     | 2055-09-20      | 7.5000%  |  | $1011577.17        | $1092294.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3830 C     | 2055-03-20      | 6.0000%  |  | $1064044.29        | $1108551.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8584 C     | 2055-09-20      | 6.0000%  |  | $1121046.93        | $1158681.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4736 | 2055-06-01      | 5.0000%  |  | $21986174.12       | $22007977.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4307 | 2055-06-01      | 5.5000%  |  | $3226165.91        | $3293935.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5738 | 2055-06-01      | 7.0000%  |  | $498562.08         | $524628.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  |  | $385329.79         | $396215.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $79460442.24       | $80696316.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  |  | $735.98            | $701.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0231 | 2055-06-01      | 5.5000%  |  | $3013509.61        | $3072647.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1625 C     | 2055-10-20      | 5.5000%  |  | $1069939.11        | $1098044.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9558 C     | 2055-05-20      | 7.0000%  |  | $1074777.08        | $1133974.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5657 C     | 2055-03-20      | 7.5000%  |  | $1010620.64        | $1085258.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4120 C     | 2055-08-20      | 5.5000%  |  | $1203654.63        | $1227873.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQY4595 | 2055-06-01      | 4.0000%  |  | $786207.54         | $752745.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3462 C     | 2055-09-20      | 7.0000%  |  | $1034562.06        | $1085867.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0188 C     | 2055-01-20      | 7.0000%  |  | $1053604.75        | $1091923.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4303 C     | 2055-07-20      | 6.5000%  |  | $1170662.76        | $1226724.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3021 C     | 2055-03-20      | 7.0000%  |  | $1131475.97        | $1190274.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9587 C     | 2054-11-20      | 8.0000%  |  | $1021345.16        | $1105388.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4489 | 2055-06-01      | 6.0000%  |  | $6522726.86        | $6769716.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9440 C     | 2055-09-20      | 7.5000%  |  | $1005322.48        | $1087990.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4825 C     | 2055-04-20      | 7.0000%  |  | $1122664.51        | $1196414.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3428 C     | 2055-01-20      | 6.0000%  |  | $1060559.53        | $1097132.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  |  | $99530.25          | $99574.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8302 C     | 2045-07-20      | 6.5000%  |  | $1080031.80        | $1130755.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8700 C     | 2055-10-20      | 6.5000%  |  | $1031620.68        | $1088583.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5378 C     | 2055-04-20      | 5.5000%  |  | $1133135.11        | $1162725.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6667 C     | 2055-09-20      | 6.5000%  |  | $1072132.40        | $1123477.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4629 C     | 2055-09-20      | 6.5000%  |  | $1031974.99        | $1087698.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7516 C     | 2055-05-20      | 6.5000%  |  | $1064886.53        | $1115883.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1957 C     | 2055-05-20      | 5.0000%  |  | $1118724.17        | $1125639.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4298 | 2055-06-01      | 5.5000%  |  | $2401586.52        | $2454434.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7882 C     | 2055-08-20      | 7.0000%  |  | $1012305.56        | $1083751.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0566 C     | 2055-08-20      | 5.5000%  |  | $1114722.22        | $1141947.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9514 C     | 2055-09-20      | 6.0000%  |  | $1169574.75        | $1221361.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5841 C     | 2055-05-20      | 7.0000%  |  | $1029282.53        | $1079321.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5628 C     | 2055-10-20      | 5.5000%  |  | $1083852.60        | $1110991.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0725 C     | 2055-10-20      | 5.5000%  |  | $1141250.75        | $1171577.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0060 C     | 2055-10-20      | 5.0000%  |  | $1202253.29        | $1206316.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6196 C     | 2055-01-20      | 6.0000%  |  | $1037207.55        | $1079352.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5878 C     | 2055-08-20      | 7.0000%  |  | $1043825.53        | $1080565.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7339 C     | 2055-10-20      | 6.0000%  |  | $1184376.03        | $1202759.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7592 C     | 2055-07-20      | 7.0000%  |  | $1117503.88        | $1183116.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0846 C     | 2055-08-20      | 6.5000%  |  | $1034186.70        | $1086871.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6907 C     | 2055-08-20      | 6.0000%  |  | $1126317.18        | $1167916.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5215 C     | 2055-03-20      | 7.0000%  |  | $1034363.28        | $1082125.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1393 C     | 2055-10-20      | 6.0000%  |  | $1153554.93        | $1202512.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4501 C     | 2055-10-20      | 5.5000%  |  | $1152035.27        | $1182648.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5217 C     | 2055-05-20      | 6.5000%  |  | $1099097.00        | $1158140.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4588 C     | 2055-09-20      | 6.5000%  |  | $1064836.39        | $1126233.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5374 C     | 2055-04-20      | 6.5000%  |  | $1117815.15        | $1177861.57        | Agency Mortgage-Backed Securities |

### Security 240: Fixed Income Clearing Corporation ("FICC") - CREDITAG

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  4.150%, 11/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 5.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $53214433.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $52214433.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49991778.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $39000000.00       | $38993587.39       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50950296.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $23824000.00       | $24276797.31       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52346823.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $29107000.00       | $30473179.99       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $51662972.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $38706000.00       | $39993340.37       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $52055368.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $41825000.00       | $43544315.41       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52568443.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $12652000.00       | $13301918.83       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47802736.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47802736.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47802736.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47802736.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47802736.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47802736.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47802736.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47802736.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47802736.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $17519000.00       | $16749122.73       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-11-07

**By:** Stephen Van Meter

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

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