# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-210931
**Filing Date:** 2026-5
**Character Count:** 1614310
**Document Hash:** 5b6106acfacd7aae6aad2a98ccac1c0b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-210931.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001193125-26-210931

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26951689

**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):** 2026-04-30

**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:** 45 days

- **WAL:** 95 days

- **Total Value of Portfolio Securities:** $183510893320.85

- **Amortized Cost of Portfolio Securities:** $183522466362.70

- **Cash:** $7822905436.73

- **Total Other Assets:** $305968936.65

- **Total Liabilities:** $4781753513.04

- **Net Assets of Series:** $186869587223.04

- **Number of Shares Outstanding (Series):** 186919342285.6000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $124863018066.75          | $156689919975.04           | 65.8100%                  | 82.5800%                   |
| 2026-04-02 | $122439231926.55          | $155266217911.45           | 65.0000%                  | 82.4300%                   |
| 2026-04-06 | $124436462920.96          | $156863469925.02           | 65.5100%                  | 82.5900%                   |
| 2026-04-07 | $119874607569.18          | $153851635592.39           | 63.8900%                  | 82.0000%                   |
| 2026-04-08 | $123087589869.88          | $156564638912.24           | 64.6200%                  | 82.2000%                   |
| 2026-04-09 | $127824344613.12          | $154951914674.64           | 67.6900%                  | 82.0500%                   |
| 2026-04-10 | $118785679166.44          | $151912812285.42           | 63.9200%                  | 81.7500%                   |
| 2026-04-13 | $117884630605.75          | $151360784743.88           | 63.6300%                  | 81.7000%                   |
| 2026-04-14 | $113858905321.58          | $148085080478.86           | 62.5700%                  | 81.3700%                   |
| 2026-04-15 | $112532542404.40          | $147508738580.83           | 62.0300%                  | 81.3100%                   |
| 2026-04-16 | $115649165410.12          | $148325382605.70           | 63.3000%                  | 81.1900%                   |
| 2026-04-17 | $113595141263.37          | $148021421516.41           | 62.2700%                  | 81.1400%                   |
| 2026-04-20 | $113305675482.25          | $146481976754.45           | 62.4100%                  | 80.6900%                   |
| 2026-04-21 | $110523244832.71          | $145249567124.05           | 61.3400%                  | 80.6100%                   |
| 2026-04-22 | $109134593161.71          | $144730737196.17           | 60.7600%                  | 80.5800%                   |
| 2026-04-23 | $111723600002.51          | $145094772127.39           | 61.8400%                  | 80.3200%                   |
| 2026-04-24 | $109983963736.15          | $143051146257.29           | 61.7200%                  | 80.2800%                   |
| 2026-04-27 | $107761880347.43          | $143103109990.24           | 60.4600%                  | 80.2900%                   |
| 2026-04-28 | $108949524428.34          | $144090801192.82           | 60.7900%                  | 80.4000%                   |
| 2026-04-29 | $115928433082.59          | $144897756968.74           | 64.3900%                  | 80.4800%                   |
| 2026-04-30 | $123641085574.50          | $156837388582.32           | 64.5100%                  | 81.8300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7300%             |
| 2026-04-02 | 3.7300%             |
| 2026-04-06 | 3.7300%             |
| 2026-04-07 | 3.7200%             |
| 2026-04-08 | 3.7200%             |
| 2026-04-09 | 3.7100%             |
| 2026-04-10 | 3.7100%             |
| 2026-04-13 | 3.7000%             |
| 2026-04-14 | 3.7000%             |
| 2026-04-15 | 3.7100%             |
| 2026-04-16 | 3.7200%             |
| 2026-04-17 | 3.7200%             |
| 2026-04-20 | 3.7300%             |
| 2026-04-21 | 3.7300%             |
| 2026-04-22 | 3.7300%             |
| 2026-04-23 | 3.7300%             |
| 2026-04-24 | 3.7300%             |
| 2026-04-27 | 3.7300%             |
| 2026-04-28 | 3.7300%             |
| 2026-04-29 | 3.7300%             |
| 2026-04-30 | 3.7300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9997                      |
|  |  |
| 2026-04-02 | 0.9997                      |
|  |  |
| 2026-04-06 | 0.9997                      |
|  |  |
| 2026-04-07 | 0.9997                      |
|  |  |
| 2026-04-08 | 0.9997                      |
|  |  |
| 2026-04-09 | 0.9997                      |
|  |  |
| 2026-04-10 | 0.9997                      |
|  |  |
| 2026-04-13 | 0.9997                      |
|  |  |
| 2026-04-14 | 0.9997                      |
|  |  |
| 2026-04-15 | 0.9997                      |
|  |  |
| 2026-04-16 | 0.9997                      |
|  |  |
| 2026-04-17 | 0.9997                      |
|  |  |
| 2026-04-20 | 0.9997                      |
|  |  |
| 2026-04-21 | 0.9996                      |
|  |  |
| 2026-04-22 | 0.9997                      |
|  |  |
| 2026-04-23 | 0.9996                      |
|  |  |
| 2026-04-24 | 0.9997                      |
|  |  |
| 2026-04-27 | 0.9997                      |
|  |  |
| 2026-04-28 | 0.9997                      |
|  |  |
| 2026-04-29 | 0.9996                      |
|  |  |
| 2026-04-30 | 0.9997                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $36702363465.56

- **Number of Shares Outstanding:** 36712135673.1000

- **Expense Reimbursement/Waiver:** 2438560.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $727853439.93             | $628551757.06           |
| 2026-04-02 | $697895115.95             | $609009885.92           |
| 2026-04-06 | $808533330.76             | $619563967.94           |
| 2026-04-07 | $791343478.30             | $345519436.44           |
| 2026-04-08 | $430985844.83             | $417478965.48           |
| 2026-04-09 | $619148448.35             | $932695188.27           |
| 2026-04-10 | $379736265.85             | $624101281.17           |
| 2026-04-13 | $410888553.59             | $585676089.78           |
| 2026-04-14 | $631639700.16             | $802185997.39           |
| 2026-04-15 | $649295872.10             | $550396059.95           |
| 2026-04-16 | $432223761.14             | $586738141.89           |
| 2026-04-17 | $724843289.13             | $489777557.89           |
| 2026-04-20 | $643506904.20             | $428974399.91           |
| 2026-04-21 | $547483720.15             | $614724994.83           |
| 2026-04-22 | $450828861.88             | $422893201.65           |
| 2026-04-23 | $502723963.13             | $376323377.10           |
| 2026-04-24 | $643030585.57             | $672938360.57           |
| 2026-04-27 | $267854298.31             | $579406515.98           |
| 2026-04-28 | $544144439.71             | $350200156.48           |
| 2026-04-29 | $377655683.51             | $573644807.92           |
| 2026-04-30 | $769584079.62             | $810018315.73           |

**Total Gross Subscriptions (Month):** $12051199636.17

**Total Gross Redemptions (Month):** $12020818459.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5300%           |
| 2026-04-02 | 3.5300%           |
| 2026-04-06 | 3.5200%           |
| 2026-04-07 | 3.5200%           |
| 2026-04-08 | 3.5200%           |
| 2026-04-09 | 3.5100%           |
| 2026-04-10 | 3.5100%           |
| 2026-04-13 | 3.5000%           |
| 2026-04-14 | 3.5000%           |
| 2026-04-15 | 3.5100%           |
| 2026-04-16 | 3.5200%           |
| 2026-04-17 | 3.5200%           |
| 2026-04-20 | 3.5300%           |
| 2026-04-21 | 3.5300%           |
| 2026-04-22 | 3.5300%           |
| 2026-04-23 | 3.5200%           |
| 2026-04-24 | 3.5200%           |
| 2026-04-27 | 3.5300%           |
| 2026-04-28 | 3.5300%           |
| 2026-04-29 | 3.5300%           |
| 2026-04-30 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.2100%         | 0.0000%              |
| Broker-dealer                                       |  | 5.1600%          | 0.0000%              |
| Broker-dealer                                       |  | 11.6800%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.6200%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.7200%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.6900%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $11932370703.68

- **Number of Shares Outstanding:** 11935547763.4600

- **Expense Reimbursement/Waiver:** 790005.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $176475238.83             | $119432701.41           |
| 2026-04-02 | $119531078.99             | $113434980.70           |
| 2026-04-06 | $200889030.34             | $42772922.70            |
| 2026-04-07 | $130723841.92             | $52196093.82            |
| 2026-04-08 | $125890058.81             | $108319827.81           |
| 2026-04-09 | $66627851.29              | $109467394.33           |
| 2026-04-10 | $120740994.61             | $95370436.30            |
| 2026-04-13 | $170623049.66             | $67774815.15            |
| 2026-04-14 | $90828322.70              | $157037325.72           |
| 2026-04-15 | $330069856.52             | $270628056.87           |
| 2026-04-16 | $92984552.29              | $105625953.33           |
| 2026-04-17 | $133439205.56             | $381241308.18           |
| 2026-04-20 | $161762104.49             | $144250370.62           |
| 2026-04-21 | $205899306.66             | $82716523.10            |
| 2026-04-22 | $91364255.76              | $93111289.47            |
| 2026-04-23 | $67494568.89              | $73563273.68            |
| 2026-04-24 | $78891138.80              | $285468354.72           |
| 2026-04-27 | $177015846.58             | $120755402.99           |
| 2026-04-28 | $183759235.30             | $171095138.71           |
| 2026-04-29 | $87645232.60              | $79705033.31            |
| 2026-04-30 | $109598564.06             | $77596765.77            |

**Total Gross Subscriptions (Month):** $2922253334.66

**Total Gross Redemptions (Month):** $2751563968.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3100%           |
| 2026-04-02 | 3.3100%           |
| 2026-04-06 | 3.3100%           |
| 2026-04-07 | 3.3000%           |
| 2026-04-08 | 3.3000%           |
| 2026-04-09 | 3.3000%           |
| 2026-04-10 | 3.2900%           |
| 2026-04-13 | 3.2800%           |
| 2026-04-14 | 3.2800%           |
| 2026-04-15 | 3.2900%           |
| 2026-04-16 | 3.3000%           |
| 2026-04-17 | 3.3000%           |
| 2026-04-20 | 3.3100%           |
| 2026-04-21 | 3.3100%           |
| 2026-04-22 | 3.3100%           |
| 2026-04-23 | 3.3100%           |
| 2026-04-24 | 3.3100%           |
| 2026-04-27 | 3.3100%           |
| 2026-04-28 | 3.3100%           |
| 2026-04-29 | 3.3100%           |
| 2026-04-30 | 3.3100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 18.9600%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.5600%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.6700%          | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1697492274.29

- **Number of Shares Outstanding:** 1697944241.0100

- **Expense Reimbursement/Waiver:** 113935.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $5835229.96               | $481908.75              |
| 2026-04-02 | $26235308.69              | $3963196.31             |
| 2026-04-06 | $32408954.54              | $26791329.61            |
| 2026-04-07 | $3203481.77               | $2922537.68             |
| 2026-04-08 | $58321556.11              | $592135.53              |
| 2026-04-09 | $11699201.08              | $4137842.93             |
| 2026-04-10 | $2372175.50               | $42487211.57            |
| 2026-04-13 | $5796638.16               | $2559765.44             |
| 2026-04-14 | $24293666.08              | $28892405.33            |
| 2026-04-15 | $2650116.82               | $60579014.43            |
| 2026-04-16 | $450381.90                | $9480249.04             |
| 2026-04-17 | $3093803.28               | $32060269.02            |
| 2026-04-20 | $1401556.35               | $1824813.71             |
| 2026-04-21 | $8969068.49               | $6632020.90             |
| 2026-04-22 | $3226263.87               | $4989658.59             |
| 2026-04-23 | $663027.00                | $24175690.20            |
| 2026-04-24 | $9208852.33               | $5642669.29             |
| 2026-04-27 | $35469297.81              | $10347592.95            |
| 2026-04-28 | $35535420.80              | $5817306.53             |
| 2026-04-29 | $19524310.00              | $7467368.49             |
| 2026-04-30 | $6515254.74               | $37872141.11            |

**Total Gross Subscriptions (Month):** $296873565.28

**Total Gross Redemptions (Month):** $319717127.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0500%           |
| 2026-04-02 | 3.0500%           |
| 2026-04-06 | 3.0500%           |
| 2026-04-07 | 3.0400%           |
| 2026-04-08 | 3.0400%           |
| 2026-04-09 | 3.0300%           |
| 2026-04-10 | 3.0300%           |
| 2026-04-13 | 3.0200%           |
| 2026-04-14 | 3.0200%           |
| 2026-04-15 | 3.0300%           |
| 2026-04-16 | 3.0400%           |
| 2026-04-17 | 3.0400%           |
| 2026-04-20 | 3.0500%           |
| 2026-04-21 | 3.0500%           |
| 2026-04-22 | 3.0400%           |
| 2026-04-23 | 3.0400%           |
| 2026-04-24 | 3.0400%           |
| 2026-04-27 | 3.0500%           |
| 2026-04-28 | 3.0500%           |
| 2026-04-29 | 3.0500%           |
| 2026-04-30 | 3.0500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.2000%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.7700%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.4800%          | 0.0000%              |
| Retail investor                                     |  | 26.4900%         | 0.0000%              |
| Retail investor                                     |  | 13.3700%         | 0.0000%              |
| Retail investor                                     |  | 18.5200%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $7424417082.63

- **Number of Shares Outstanding:** 7426393874.8000

- **Expense Reimbursement/Waiver:** 513020.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $10264599.19              | $105243055.70           |
| 2026-04-02 | $82571497.30              | $4561116.86             |
| 2026-04-06 | $59356913.23              | $2561579.17             |
| 2026-04-07 | $13219272.37              | $91015057.14            |
| 2026-04-08 | $3712708.03               | $8991365.04             |
| 2026-04-09 | $137497185.00             | $2189111.10             |
| 2026-04-10 | $15369398.90              | $91675323.37            |
| 2026-04-13 | $4424723.93               | $56558865.08            |
| 2026-04-14 | $16246378.58              | $43504261.14            |
| 2026-04-15 | $2602717.16               | $237855040.80           |
| 2026-04-16 | $14978452.69              | $149544742.36           |
| 2026-04-17 | $25256013.62              | $47285415.41            |
| 2026-04-20 | $5787172.78               | $14199753.08            |
| 2026-04-21 | $293661395.11             | $16693710.35            |
| 2026-04-22 | $19456882.26              | $401660061.85           |
| 2026-04-23 | $15417046.58              | $10222591.08            |
| 2026-04-24 | $80329723.28              | $5791197.36             |
| 2026-04-27 | $4093439.11               | $18779631.40            |
| 2026-04-28 | $244228.96                | $284314290.61           |
| 2026-04-29 | $42960370.07              | $67009827.44            |
| 2026-04-30 | $221254213.91             | $26564575.17            |

**Total Gross Subscriptions (Month):** $1068704332.06

**Total Gross Redemptions (Month):** $1686220571.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4300%           |
| 2026-04-02 | 3.4200%           |
| 2026-04-06 | 3.4200%           |
| 2026-04-07 | 3.4200%           |
| 2026-04-08 | 3.4200%           |
| 2026-04-09 | 3.4100%           |
| 2026-04-10 | 3.4100%           |
| 2026-04-13 | 3.4000%           |
| 2026-04-14 | 3.4000%           |
| 2026-04-15 | 3.4100%           |
| 2026-04-16 | 3.4100%           |
| 2026-04-17 | 3.4200%           |
| 2026-04-20 | 3.4300%           |
| 2026-04-21 | 3.4300%           |
| 2026-04-22 | 3.4200%           |
| 2026-04-23 | 3.4200%           |
| 2026-04-24 | 3.4200%           |
| 2026-04-27 | 3.4300%           |
| 2026-04-28 | 3.4300%           |
| 2026-04-29 | 3.4300%           |
| 2026-04-30 | 3.4300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 76.0300%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.9100%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $105984435561.62

- **Number of Shares Outstanding:** 106012654504.5900

- **Expense Reimbursement/Waiver:** 6750532.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $4393233915.11            | $4006912087.65          |
| 2026-04-02 | $2166440263.77            | $3386874285.48          |
| 2026-04-06 | $2700692241.56            | $2235834136.61          |
| 2026-04-07 | $1307233810.80            | $3348774528.80          |
| 2026-04-08 | $2480530166.69            | $2408517815.40          |
| 2026-04-09 | $1600136842.20            | $1839719805.18          |
| 2026-04-10 | $1932129878.28            | $3248139710.56          |
| 2026-04-13 | $1957327574.04            | $2469386278.05          |
| 2026-04-14 | $1813499277.62            | $2761829705.49          |
| 2026-04-15 | $2236557360.20            | $2597795711.76          |
| 2026-04-16 | $3851078256.17            | $1827538247.12          |
| 2026-04-17 | $3293549540.89            | $3691032342.58          |
| 2026-04-20 | $2222379948.00            | $3213431441.64          |
| 2026-04-21 | $2333435439.13            | $2654830327.95          |
| 2026-04-22 | $2338404320.20            | $2547626274.18          |
| 2026-04-23 | $3164455580.60            | $2411177725.51          |
| 2026-04-24 | $2163999754.96            | $3902076931.71          |
| 2026-04-27 | $2852537032.17            | $2262436583.80          |
| 2026-04-28 | $3323060788.00            | $2437789488.80          |
| 2026-04-29 | $3911421316.50            | $3304896383.35          |
| 2026-04-30 | $7224128112.14            | $2589415095.01          |

**Total Gross Subscriptions (Month):** $59266231419.03

**Total Gross Redemptions (Month):** $59146034906.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5800%           |
| 2026-04-02 | 3.5700%           |
| 2026-04-06 | 3.5700%           |
| 2026-04-07 | 3.5700%           |
| 2026-04-08 | 3.5700%           |
| 2026-04-09 | 3.5600%           |
| 2026-04-10 | 3.5600%           |
| 2026-04-13 | 3.5500%           |
| 2026-04-14 | 3.5500%           |
| 2026-04-15 | 3.5600%           |
| 2026-04-16 | 3.5600%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5800%           |
| 2026-04-21 | 3.5800%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5700%           |
| 2026-04-24 | 3.5700%           |
| 2026-04-27 | 3.5800%           |
| 2026-04-28 | 3.5800%           |
| 2026-04-29 | 3.5800%           |
| 2026-04-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.8600%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.8100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.2100%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.1600%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $7330535958.87

- **Number of Shares Outstanding:** 7332487754.6700

- **Expense Reimbursement/Waiver:** 485463.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $53145945.95              | $2759371473.29          |
| 2026-04-02 | $24856511.63              | $26367094.77            |
| 2026-04-06 | $35335858.47              | $39823127.40            |
| 2026-04-07 | $13573874.08              | $16814838.81            |
| 2026-04-08 | $27137972.93              | $13682214.64            |
| 2026-04-09 | $25632943.67              | $19124727.06            |
| 2026-04-10 | $19596589.35              | $25578949.21            |
| 2026-04-13 | $16231133.47              | $44744453.16            |
| 2026-04-14 | $11869002.22              | $18548262.06            |
| 2026-04-15 | $22723354.28              | $20592178.14            |
| 2026-04-16 | $15704626.17              | $27171560.24            |
| 2026-04-17 | $16235578.51              | $20049121.24            |
| 2026-04-20 | $18944616.29              | $16422362.90            |
| 2026-04-21 | $16529248.54              | $11893789.57            |
| 2026-04-22 | $29916245.32              | $14852327.82            |
| 2026-04-23 | $9602070.94               | $26263788.92            |
| 2026-04-24 | $16254329.66              | $20518771.95            |
| 2026-04-27 | $25563446.60              | $14245761.09            |
| 2026-04-28 | $20526509.10              | $12119762.36            |
| 2026-04-29 | $17888574.89              | $16867227.68            |
| 2026-04-30 | $15926904.55              | $34436897.98            |

**Total Gross Subscriptions (Month):** $453195336.62

**Total Gross Redemptions (Month):** $3199488690.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.7200%           |
| 2026-04-02 | 2.7200%           |
| 2026-04-06 | 2.7200%           |
| 2026-04-07 | 2.7100%           |
| 2026-04-08 | 2.7100%           |
| 2026-04-09 | 2.7000%           |
| 2026-04-10 | 2.7000%           |
| 2026-04-13 | 2.6900%           |
| 2026-04-14 | 2.6900%           |
| 2026-04-15 | 2.7000%           |
| 2026-04-16 | 2.7100%           |
| 2026-04-17 | 2.7100%           |
| 2026-04-20 | 2.7200%           |
| 2026-04-21 | 2.7200%           |
| 2026-04-22 | 2.7200%           |
| 2026-04-23 | 2.7100%           |
| 2026-04-24 | 2.7100%           |
| 2026-04-27 | 2.7200%           |
| 2026-04-28 | 2.7200%           |
| 2026-04-29 | 2.7200%           |
| 2026-04-30 | 2.7200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 90.5900%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $743041699.95

- **Number of Shares Outstanding:** 743239538.9100

- **Expense Reimbursement/Waiver:** 48940.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $2637688.76               | $3155730.36             |
| 2026-04-02 | $628989.78                | $3537911.03             |
| 2026-04-06 | $4580450.41               | $1799465.55             |
| 2026-04-07 | $1498841.69               | $2365178.41             |
| 2026-04-08 | $694954.72                | $2580478.52             |
| 2026-04-09 | $1180364.86               | $1195468.08             |
| 2026-04-10 | $11867151.27              | $1184607.11             |
| 2026-04-13 | $961400.02                | $6682949.62             |
| 2026-04-14 | $1289902.70               | $1551195.27             |
| 2026-04-15 | $686889.21                | $4440176.24             |
| 2026-04-16 | $1102378.96               | $2770045.41             |
| 2026-04-17 | $4737285.27               | $1126971.78             |
| 2026-04-20 | $1084695.42               | $1682552.76             |
| 2026-04-21 | $2480661.62               | $3613603.03             |
| 2026-04-22 | $4687099.49               | $2998257.49             |
| 2026-04-23 | $4645872.14               | $720209.11              |
| 2026-04-24 | $710687.84                | $3519524.90             |
| 2026-04-27 | $5380400.92               | $1887287.27             |
| 2026-04-28 | $2834520.54               | $966180.82              |
| 2026-04-29 | $1554083.05               | $3627646.14             |
| 2026-04-30 | $6339312.99               | $7719080.02             |

**Total Gross Subscriptions (Month):** $61583631.66

**Total Gross Redemptions (Month):** $59124518.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.9000%           |
| 2026-04-02 | 2.9000%           |
| 2026-04-06 | 2.9000%           |
| 2026-04-07 | 2.8900%           |
| 2026-04-08 | 2.8900%           |
| 2026-04-09 | 2.8900%           |
| 2026-04-10 | 2.8800%           |
| 2026-04-13 | 2.8700%           |
| 2026-04-14 | 2.8700%           |
| 2026-04-15 | 2.8800%           |
| 2026-04-16 | 2.8900%           |
| 2026-04-17 | 2.8900%           |
| 2026-04-20 | 2.9000%           |
| 2026-04-21 | 2.9000%           |
| 2026-04-22 | 2.9000%           |
| 2026-04-23 | 2.9000%           |
| 2026-04-24 | 2.9000%           |
| 2026-04-27 | 2.9000%           |
| 2026-04-28 | 2.9000%           |
| 2026-04-29 | 2.9000%           |
| 2026-04-30 | 2.9000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 78.6500%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1559205054.21

- **Number of Shares Outstanding:** 1559620201.1900

- **Expense Reimbursement/Waiver:** 100862.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $46571646.90              | $48804242.29            |
| 2026-04-02 | $5312491.16               | $31428515.61            |
| 2026-04-06 | $92581695.41              | $4537206.13             |
| 2026-04-07 | $5789707.89               | $5634318.75             |
| 2026-04-08 | $15231686.97              | $9515336.71             |
| 2026-04-09 | $5081640.09               | $35618573.21            |
| 2026-04-10 | $18147284.75              | $6747826.21             |
| 2026-04-13 | $5898307.42               | $17111510.09            |
| 2026-04-14 | $6133711.80               | $20727630.81            |
| 2026-04-15 | $10065473.91              | $7911894.24             |
| 2026-04-16 | $14376854.63              | $8892297.26             |
| 2026-04-17 | $19524690.74              | $3463421.33             |
| 2026-04-20 | $212101995.17             | $12589553.68            |
| 2026-04-21 | $8022222.70               | $86689218.18            |
| 2026-04-22 | $25886852.27              | $32388394.97            |
| 2026-04-23 | $8342290.63               | $11348201.33            |
| 2026-04-24 | $16518557.75              | $7236276.82             |
| 2026-04-27 | $5219894.93               | $17658414.16            |
| 2026-04-28 | $4331035.58               | $48729822.24            |
| 2026-04-29 | $3163800.30               | $34837775.45            |
| 2026-04-30 | $47977055.20              | $20730452.31            |

**Total Gross Subscriptions (Month):** $576278896.20

**Total Gross Redemptions (Month):** $472600881.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5500%           |
| 2026-04-07 | 3.5400%           |
| 2026-04-08 | 3.5400%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5300%           |
| 2026-04-16 | 3.5400%           |
| 2026-04-17 | 3.5400%           |
| 2026-04-20 | 3.5500%           |
| 2026-04-21 | 3.5500%           |
| 2026-04-22 | 3.5500%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5500%           |
| 2026-04-27 | 3.5500%           |
| 2026-04-28 | 3.5500%           |
| 2026-04-29 | 3.5500%           |
| 2026-04-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 11.3500%         | 0.0000%              |
| Broker-dealer                                       |  | 13.4400%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.2400%          | 0.0000%              |
| Depository institution or other banking institution |  | 18.5100%         | 0.0000%              |
| Depository institution or other banking institution |  | 28.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.1200%          | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $8458835001.13

- **Number of Shares Outstanding:** 8461087212.8000

- **Expense Reimbursement/Waiver:** 571675.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $135098979.89             | $74708905.04            |
| 2026-04-02 | $70755820.37              | $131285778.98           |
| 2026-04-06 | $75460771.83              | $63474800.26            |
| 2026-04-07 | $52566954.97              | $111301436.59           |
| 2026-04-08 | $36613122.14              | $84533740.40            |
| 2026-04-09 | $85862118.22              | $129868463.30           |
| 2026-04-10 | $33505497.17              | $82978854.35            |
| 2026-04-13 | $87655442.61              | $74404665.08            |
| 2026-04-14 | $70102940.44              | $87918292.54            |
| 2026-04-15 | $45492451.11              | $84603415.10            |
| 2026-04-16 | $89444445.57              | $72011624.87            |
| 2026-04-17 | $32319424.03              | $76107468.43            |
| 2026-04-20 | $67068735.23              | $70005270.24            |
| 2026-04-21 | $35856496.06              | $83298309.52            |
| 2026-04-22 | $72506650.89              | $100562991.30           |
| 2026-04-23 | $44655876.35              | $148120422.45           |
| 2026-04-24 | $66512097.84              | $59300762.05            |
| 2026-04-27 | $93605530.19              | $66375373.87            |
| 2026-04-28 | $74091795.91              | $63687286.14            |
| 2026-04-29 | $40355803.29              | $54200597.28            |
| 2026-04-30 | $66924551.15              | $70385081.76            |

**Total Gross Subscriptions (Month):** $1376455505.26

**Total Gross Redemptions (Month):** $1789133539.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5800%           |
| 2026-04-02 | 3.5700%           |
| 2026-04-06 | 3.5700%           |
| 2026-04-07 | 3.5700%           |
| 2026-04-08 | 3.5700%           |
| 2026-04-09 | 3.5600%           |
| 2026-04-10 | 3.5600%           |
| 2026-04-13 | 3.5500%           |
| 2026-04-14 | 3.5500%           |
| 2026-04-15 | 3.5600%           |
| 2026-04-16 | 3.5600%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5800%           |
| 2026-04-21 | 3.5800%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5700%           |
| 2026-04-24 | 3.5700%           |
| 2026-04-27 | 3.5800%           |
| 2026-04-28 | 3.5800%           |
| 2026-04-29 | 3.5800%           |
| 2026-04-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.8700%          | 0.0000%              |
| Broker-dealer |  | 76.9900%         | 0.0000%              |
| Broker-dealer |  | 9.3300%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $697162549.44

- **Number of Shares Outstanding:** 697348172.8300

- **Expense Reimbursement/Waiver:** 37168.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $5651653.51               | $153904.54              |
| 2026-04-02 | $1670188.78               | $12134597.99            |
| 2026-04-06 | $5526057.39               | $2266505.26             |
| 2026-04-07 | $11802959.70              | $206705.75              |
| 2026-04-08 | $5726373.64               | $26831.23               |
| 2026-04-09 | $3939661.15               | $17165833.47            |
| 2026-04-10 | $7465614.63               | $1375115.12             |
| 2026-04-13 | $8782423.53               | $383381.12              |
| 2026-04-14 | $4458092.74               | $20029.09               |
| 2026-04-15 | $5688819.83               | $143215.29              |
| 2026-04-16 | $2988608.24               | $3356010.39             |
| 2026-04-17 | $11436410.16              | $2675178.05             |
| 2026-04-20 | $9053075.93               | $3294.15                |
| 2026-04-21 | $5346287.32               | $14405.13               |
| 2026-04-22 | $635219.14                | $634164.19              |
| 2026-04-23 | $2764222.49               | $3034312.57             |
| 2026-04-24 | $24959551.02              | $435513.11              |
| 2026-04-27 | $15061465.91              | $19882.34               |
| 2026-04-28 | $7484388.04               | $216105.57              |
| 2026-04-29 | $0.00                     | $18550045.08            |
| 2026-04-30 | $95053066.48              | $2037851.68             |

**Total Gross Subscriptions (Month):** $235494139.63

**Total Gross Redemptions (Month):** $64852881.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2800%           |
| 2026-04-02 | 3.2700%           |
| 2026-04-06 | 3.2700%           |
| 2026-04-07 | 3.2700%           |
| 2026-04-08 | 3.2700%           |
| 2026-04-09 | 3.2600%           |
| 2026-04-10 | 3.2600%           |
| 2026-04-13 | 3.2500%           |
| 2026-04-14 | 3.2500%           |
| 2026-04-15 | 3.2600%           |
| 2026-04-16 | 3.2600%           |
| 2026-04-17 | 3.2700%           |
| 2026-04-20 | 3.2800%           |
| 2026-04-21 | 3.2800%           |
| 2026-04-22 | 3.2700%           |
| 2026-04-23 | 3.2700%           |
| 2026-04-24 | 3.2700%           |
| 2026-04-27 | 3.2800%           |
| 2026-04-28 | 3.2800%           |
| 2026-04-29 | 3.2800%           |
| 2026-04-30 | 3.2800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 11.8800%         | 0.0000%              |
| Depository institution or other banking institution |  | 24.8700%         | 0.0000%              |
| Depository institution or other banking institution |  | 58.2900%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $4339727871.66

- **Number of Shares Outstanding:** 4340883348.2400

- **Expense Reimbursement/Waiver:** 216256.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9997          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9997          |
|  |  |
| 2026-04-07 | 0.9997          |
|  |  |
| 2026-04-08 | 0.9997          |
|  |  |
| 2026-04-09 | 0.9997          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9997          |
|  |  |
| 2026-04-14 | 0.9997          |
|  |  |
| 2026-04-15 | 0.9997          |
|  |  |
| 2026-04-16 | 0.9997          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9997          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9997          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9997          |
|  |  |
| 2026-04-28 | 0.9997          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1542236766.49            | $0.00                   |
| 2026-04-02 | $0.00                     | $322750000.00           |
| 2026-04-06 | $346000000.00             | $265000000.00           |
| 2026-04-07 | $323000200.00             | $118000000.00           |
| 2026-04-08 | $169500000.00             | $0.00                   |
| 2026-04-09 | $50000000.00              | $403000000.00           |
| 2026-04-10 | $900000.00                | $607250000.00           |
| 2026-04-13 | $67500000.00              | $19332.98               |
| 2026-04-14 | $17000000.00              | $367250000.00           |
| 2026-04-15 | $70191304.65              | $1182000000.00          |
| 2026-04-16 | $0.00                     | $54123000.00            |
| 2026-04-17 | $0.00                     | $145000000.00           |
| 2026-04-20 | $0.00                     | $53250000.00            |
| 2026-04-21 | $10200000.00              | $609000000.00           |
| 2026-04-22 | $100000000.00             | $118000000.00           |
| 2026-04-23 | $80000000.00              | $467200000.00           |
| 2026-04-24 | $0.00                     | $650000000.00           |
| 2026-04-27 | $352750000.00             | $44000000.00            |
| 2026-04-28 | $171750000.00             | $20000000.00            |
| 2026-04-29 | $0.00                     | $41000000.00            |
| 2026-04-30 | $2965500000.00            | $0.00                   |

**Total Gross Subscriptions (Month):** $6266528271.14

**Total Gross Redemptions (Month):** $5466842332.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5800%           |
| 2026-04-02 | 3.5700%           |
| 2026-04-06 | 3.5700%           |
| 2026-04-07 | 3.5700%           |
| 2026-04-08 | 3.5700%           |
| 2026-04-09 | 3.5600%           |
| 2026-04-10 | 3.5600%           |
| 2026-04-13 | 3.5500%           |
| 2026-04-14 | 3.5500%           |
| 2026-04-15 | 3.5600%           |
| 2026-04-16 | 3.5600%           |
| 2026-04-17 | 3.5700%           |
| 2026-04-20 | 3.5800%           |
| 2026-04-21 | 3.5800%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5700%           |
| 2026-04-24 | 3.5700%           |
| 2026-04-27 | 3.5800%           |
| 2026-04-28 | 3.5800%           |
| 2026-04-29 | 3.5800%           |
| 2026-04-30 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 5.6300%          | 5.6300%              |
| Non-financial corporation                           |  | 38.5500%         | 38.5500%             |
| Depository institution or other banking institution |  | 50.2000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.650%, 5/1/2026
- **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: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $10610240.80       | $10291540.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $6861282.77        | $6813204.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $2904303.80        | $2490001.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $3579221.11        | $3185462.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $3569180.85        | $3070051.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $3175790.97        | $2721344.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $4798045.76        | $4753173.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $521477.30         | $536527.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1089408.79        | $1032930.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $23862.65          | $23478.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $652827.09         | $624819.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $20769.27          | $21375.68          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $993795.17         | $988724.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $6928806.81        | $6880255.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $534667.70         | $535959.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $7068300.49        | $6498450.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $3856551.00        | $3562482.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1243787.37        | $1269410.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $269972.08         | $237220.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $630667.73         | $628610.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $3062661.76        | $2853480.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $77646.00          | $73266.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $4878405.53        | $5015930.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $214432.70         | $207386.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $48310.79          | $50901.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5152 | 2056-04-01      | 5.0000%  |  | $19580210.56       | $19504411.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $1434588.07        | $1429477.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $16850892.81       | $16703410.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $667400.55         | $713617.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $5717472.95        | $5729735.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1374838.88        | $1382088.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $3589908.47        | $3500954.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  |  | $1172188.00        | $1106489.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $1833773.34        | $1737062.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $199665.47         | $177866.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $298532.89         | $278420.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $264047.27         | $262130.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $819752.07         | $839267.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1384726.65        | $1268943.66        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1390532.41        | $1328503.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $4099873.78        | $4234035.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $10005594.50       | $8776373.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $4625774.01        | $4713684.79        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $1104359.90        | $1111360.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $7817026.99        | $7798600.53        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4601 | 2030-08-01      | 4.2300%  |  | $11811100.00       | $11815322.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $2833412.29        | $2839730.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4192 | 2055-05-01      | 5.5000%  |  | $10814085.17       | $10944303.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $33977.98          | $35089.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $76622.52          | $71849.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $708977.26         | $723752.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2801824.71        | $2489439.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY4866 | 2055-06-01      | 5.0000%  |  | $2042457.30        | $2030016.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $294272.80         | $240447.69         | Agency Mortgage-Backed Securities  |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $18200.00          | $18834.37          | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $395570.00         | $375064.41         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $95270.00          | $97331.64          | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of America N.A., REPO,  3.650%, 5/1/2026
- **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: 03199U009, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $493792000.00
- **C.18.a - Value (excl. sponsor support):** $493792000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $43.72             | $41.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL1956 | 2042-06-01      | 3.5000%  |  | $1982064.42        | $1871295.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9372 | 2042-07-01      | 3.5000%  |  | $1428706.32        | $1345459.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8046 | 2042-07-01      | 3.5000%  |  | $44.20             | $41.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2082 | 2042-08-01      | 3.5000%  |  | $2166541.81        | $2039635.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAP6375 | 2042-09-01      | 3.0000%  |  | $2555881.72        | $2340289.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ0534 | 2042-11-01      | 3.0000%  |  | $2371113.83        | $2171100.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ2164 | 2042-11-01      | 3.0000%  |  | $97.52             | $89.26             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA1273 | 2042-12-01      | 3.5000%  |  | $437473.26         | $411303.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR5836 | 2043-02-01      | 3.5000%  |  | $1198653.56        | $1126203.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8179 | 2043-03-01      | 3.5000%  |  | $1473049.72        | $1388133.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR7578 | 2043-03-01      | 3.5000%  |  | $2544309.39        | $2387352.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8219 | 2043-04-01      | 3.5000%  |  | $1567937.88        | $1472198.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8841 | 2043-04-01      | 3.5000%  |  | $209.98            | $196.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2982 | 2043-05-01      | 3.5000%  |  | $1913396.80        | $1795362.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT2687 | 2043-05-01      | 3.0000%  |  | $2492606.38        | $2276479.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT7138 | 2043-06-01      | 3.5000%  |  | $1518896.62        | $1398161.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8588 | 2043-06-01      | 3.5000%  |  | $2376776.99        | $2238299.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT5862 | 2043-06-01      | 3.0000%  |  | $1126685.53        | $1030165.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT7713 | 2043-06-01      | 3.5000%  |  | $1182424.53        | $1109487.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU1330 | 2043-07-01      | 3.5000%  |  | $2243550.25        | $2111038.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT7905 | 2043-07-01      | 3.0000%  |  | $1337493.96        | $1220200.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU3741 | 2043-08-01      | 3.5000%  |  | $1608114.46        | $1510254.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAS0620 | 2043-10-01      | 4.5000%  |  | $1047836.62        | $1037108.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRMA1629 | 2043-10-01      | 4.5000%  |  | $1611744.89        | $1595245.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1665 | 2043-11-01      | 4.5000%  |  | $2067914.28        | $2044195.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $298.08            | $267.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  |  | $2374050.47        | $2125403.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1899 | 2044-05-01      | 4.5000%  |  | $1733723.85        | $1713832.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL5941 | 2043-11-01      | 3.5000%  |  | $2510429.56        | $2357613.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ4440 | 2045-07-01      | 3.5000%  |  | $1185584.86        | $1107250.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5319 | 2045-07-01      | 3.5000%  |  | $1291009.55        | $1205711.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6310 | 2045-12-01      | 3.5000%  |  | $2480782.36        | $2313020.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8033 | 2046-08-01      | 3.0000%  |  | $1552062.74        | $1396609.18        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  |  | $79544258.68       | $71685020.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4634 | 2045-03-01      | 3.5000%  |  | $1359001.39        | $1269223.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6787 | 2046-03-01      | 3.5000%  |  | $1858480.77        | $1729924.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ0827 | 2045-07-01      | 3.5000%  |  | $2568186.75        | $2398510.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4795 | 2045-04-01      | 3.5000%  |  | $2203672.26        | $2058096.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY5179 | 2043-01-01      | 3.5000%  |  | $1251862.23        | $1181881.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2414 | 2045-10-01      | 3.5000%  |  | $2446031.66        | $2284408.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8311 | 2046-11-01      | 3.0000%  |  | $1636975.60        | $1471750.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3049 | 2047-06-01      | 3.0000%  |  | $2617162.47        | $2351616.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQMA2337 | 2045-07-01      | 4.0000%  |  | $1604677.90        | $1541198.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9033 | 2046-08-01      | 3.0000%  |  | $1578892.08        | $1431524.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA3786 | 2049-07-01      | 3.0000%  |  | $2318667.60        | $2064086.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY8316 | 2045-05-01      | 3.0000%  |  | $1348082.77        | $1225381.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6495 | 2045-02-01      | 3.5000%  |  | $2201983.04        | $2067680.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7875 | 2046-09-01      | 3.0000%  |  | $1277080.15        | $1150887.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4970 | 2045-05-01      | 3.0000%  |  | $2472052.25        | $2244251.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8028 | 2046-02-01      | 3.5000%  |  | $2431414.17        | $2277482.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1830 | 2044-03-01      | 4.5000%  |  | $1298202.81        | $1283309.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ4803 | 2042-11-01      | 3.0000%  |  | $2078794.66        | $1903462.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ1004 | 2042-11-01      | 3.5000%  |  | $1410557.43        | $1325003.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ0821 | 2042-12-01      | 3.5000%  |  | $1411140.05        | $1332129.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP6331 | 2042-09-01      | 3.5000%  |  | $2342131.39        | $2205665.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP4792 | 2042-09-01      | 3.5000%  |  | $2018634.99        | $1905830.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9104 | 2042-07-01      | 3.5000%  |  | $2447518.38        | $2304134.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9096 | 2042-07-01      | 3.5000%  |  | $1917781.81        | $1806027.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8663 | 2042-07-01      | 3.5000%  |  | $2402521.41        | $2264029.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8013 | 2042-07-01      | 3.5000%  |  | $2073644.44        | $1947443.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO5513 | 2042-07-01      | 3.5000%  |  | $1265006.46        | $1190510.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO5512 | 2042-07-01      | 3.5000%  |  | $1461476.87        | $1376774.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO2947 | 2042-05-01      | 3.5000%  |  | $1957489.91        | $1847082.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO3538 | 2042-06-01      | 3.5000%  |  | $1745470.80        | $1645389.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8279 | 2046-04-01      | 3.5000%  |  | $2336686.74        | $2190105.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9032 | 2046-08-01      | 3.0000%  |  | $2145929.68        | $1950140.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9848 | 2047-03-01      | 3.0000%  |  | $2360535.75        | $2122869.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL7332 | 2045-08-01      | 4.0000%  |  | $2257013.41        | $2174359.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7012 | 2045-06-01      | 3.5000%  |  | $1921677.53        | $1804454.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT9648 | 2043-07-01      | 3.5000%  |  | $1079431.41        | $1014758.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAT7716 | 2043-06-01      | 3.0000%  |  | $2353199.10        | $2151682.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT7604 | 2043-06-01      | 3.5000%  |  | $1984804.49        | $1861124.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT6317 | 2043-06-01      | 3.5000%  |  | $2451539.30        | $2299807.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT5856 | 2043-06-01      | 3.5000%  |  | $1546087.07        | $1451357.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT4162 | 2043-05-01      | 3.0000%  |  | $1510963.63        | $1378451.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT4146 | 2043-05-01      | 3.5000%  |  | $1367001.80        | $1282391.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3984 | 2043-05-01      | 3.5000%  |  | $2253506.13        | $2116829.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2886 | 2043-04-01      | 3.5000%  |  | $2226954.42        | $2090973.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2682 | 2043-05-01      | 3.5000%  |  | $1878393.47        | $1762129.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT0950 | 2043-04-01      | 3.0000%  |  | $1318311.29        | $1204342.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $62.79             | $57.50             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  |  | $2115018.94        | $1965650.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8573 | 2046-12-01      | 3.5000%  |  | $1176050.85        | $1092515.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8368 | 2046-11-01      | 3.5000%  |  | $2434782.58        | $2264855.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8358 | 2046-11-01      | 3.0000%  |  | $1080801.41        | $970026.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7907 | 2046-09-01      | 3.0000%  |  | $2185696.11        | $1967355.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  |  | $85.16             | $76.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6984 | 2045-06-01      | 3.5000%  |  | $1350325.57        | $1261107.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6983 | 2045-07-01      | 3.5000%  |  | $1324522.25        | $1240414.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6636 | 2045-04-01      | 3.5000%  |  | $2431783.94        | $2277374.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6418 | 2045-02-01      | 3.5000%  |  | $2325788.61        | $2182811.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2771 | 2042-12-01      | 3.5000%  |  | $1849981.42        | $1741044.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL1958 | 2042-06-01      | 3.5000%  |  | $2452478.49        | $2313384.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL1616 | 2042-04-01      | 3.5000%  |  | $1048749.01        | $987319.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $74.28             | $70.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6732 | 2042-03-01      | 3.5000%  |  | $108.86            | $102.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  |  | $34.66             | $32.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK3435 | 2042-02-01      | 3.5000%  |  | $1519083.86        | $1433876.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK2728 | 2042-02-01      | 3.5000%  |  | $1221045.56        | $1152938.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK0592 | 2042-01-01      | 3.5000%  |  | $1326055.59        | $1250437.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $74.10             | $69.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7984 | 2042-01-01      | 3.5000%  |  | $10090.64          | $9499.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ6089 | 2041-12-01      | 3.5000%  |  | $1066103.53        | $1005309.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ6212 | 2042-01-01      | 3.5000%  |  | $1474499.25        | $1388129.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAH0936 | 2040-12-01      | 3.5000%  |  | $1468215.57        | $1388006.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6642 | 2046-02-01      | 3.5000%  |  | $1896210.38        | $1769466.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  |  | $1411309.33        | $1323944.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5909 | 2045-10-01      | 3.5000%  |  | $1142317.93        | $1066852.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5587 | 2045-08-01      | 3.5000%  |  | $97.69             | $91.24             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5454 | 2045-07-01      | 3.5000%  |  | $2504709.40        | $2339234.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5193 | 2045-06-01      | 3.5000%  |  | $1997007.99        | $1875201.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5184 | 2045-06-01      | 3.5000%  |  | $2184274.78        | $2039969.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5175 | 2045-06-01      | 3.5000%  |  | $2106325.23        | $1967180.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5196 | 2045-06-01      | 3.5000%  |  | $2192305.18        | $2048859.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5130 | 2045-06-01      | 3.5000%  |  | $1140431.48        | $1065092.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5009 | 2045-05-01      | 3.5000%  |  | $2163604.01        | $2020668.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5008 | 2045-05-01      | 3.5000%  |  | $1980406.84        | $1849580.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4975 | 2045-05-01      | 3.0000%  |  | $2248364.25        | $2042298.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4719 | 2045-04-01      | 3.5000%  |  | $2019498.81        | $1886075.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4649 | 2045-03-01      | 3.5000%  |  | $504.41            | $471.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4629 | 2045-03-01      | 3.5000%  |  | $218.20            | $203.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4573 | 2045-03-01      | 3.5000%  |  | $1792349.23        | $1673943.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5370 | 2045-07-01      | 3.5000%  |  | $2460769.14        | $2296905.16        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  |  | $39812552.07       | $37227461.12       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  |  | $111945594.94      | $101752239.57      | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRMA1664 | 2043-11-01      | 4.5000%  |  | $1300573.54        | $1290473.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  |  | $1634516.74        | $1532669.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1177 | 2042-09-01      | 3.5000%  |  | $1730832.20        | $1623026.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA0975 | 2042-02-01      | 3.5000%  |  | $1682468.32        | $1588265.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRMA1790 | 2044-02-01      | 4.5000%  |  | $1247717.50        | $1234945.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7298 | 2042-12-01      | 3.5000%  |  | $1907131.96        | $1789094.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7983 | 2043-02-01      | 3.5000%  |  | $2221121.11        | $2085036.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4103 | 2041-12-01      | 3.5000%  |  | $1569207.17        | $1480698.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4110 | 2041-12-01      | 3.5000%  |  | $1923423.43        | $1816339.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4108 | 2041-12-01      | 3.5000%  |  | $2476478.96        | $2337826.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB2072 | 2041-01-01      | 3.5000%  |  | $1585779.08        | $1497989.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6903 | 2050-09-01      | 2.0000%  |  | $1633516.46        | $1319500.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4547 | 2049-11-01      | 3.0000%  |  | $287.42            | $256.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1375 | 2048-03-01      | 4.0000%  |  | $819456.41         | $782209.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1015 | 2048-01-01      | 4.0000%  |  | $69.28             | $66.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0692 | 2047-11-01      | 3.5000%  |  | $95.23             | $88.17             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $133.93            | $124.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5311 | 2045-07-01      | 3.5000%  |  | $1158923.86        | $1085338.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4476 | 2045-02-01      | 3.5000%  |  | $2107161.35        | $1967956.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAS1727 | 2044-02-01      | 4.0000%  |  | $1797118.59        | $1734929.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAS0720 | 2043-10-01      | 4.5000%  |  | $1284965.40        | $1271808.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQAS0585 | 2043-09-01      | 4.5000%  |  | $1916107.91        | $1894126.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $220190.44         | $205470.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ2077 | 2045-09-01      | 4.0000%  |  | $1802474.03        | $1733955.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ2075 | 2045-09-01      | 4.0000%  |  | $1234942.37        | $1184949.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY6953 | 2045-04-01      | 3.5000%  |  | $2096211.04        | $1956612.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY4271 | 2045-06-01      | 3.0000%  |  | $1590719.14        | $1440505.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY3437 | 2045-05-01      | 3.0000%  |  | $1290164.90        | $1176484.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY3432 | 2045-05-01      | 3.5000%  |  | $2365709.73        | $2209405.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY1309 | 2045-03-01      | 3.5000%  |  | $2266948.96        | $2128686.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX9898 | 2045-04-01      | 3.5000%  |  | $2256194.87        | $2107124.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAX9897 | 2045-04-01      | 3.0000%  |  | $2174512.90        | $1967929.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX3323 | 2045-10-01      | 3.5000%  |  | $533.02            | $497.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX2526 | 2044-11-01      | 3.5000%  |  | $1416890.83        | $1325932.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX2154 | 2044-11-01      | 3.5000%  |  | $2579707.08        | $2409261.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW8620 | 2044-09-01      | 3.5000%  |  | $1951071.42        | $1825823.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW8151 | 2042-01-01      | 3.5000%  |  | $1425704.12        | $1347204.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW5050 | 2044-07-01      | 3.5000%  |  | $1819298.95        | $1701944.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU6706 | 2043-10-01      | 3.5000%  |  | $213738.19         | $199678.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR8641 | 2043-03-01      | 3.0000%  |  | $2330409.75        | $2129548.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8589 | 2043-06-01      | 3.5000%  |  | $2011775.99        | $1896435.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8587 | 2043-06-01      | 3.5000%  |  | $1766374.34        | $1667666.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8585 | 2043-06-01      | 3.5000%  |  | $2060614.09        | $1942463.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR7497 | 2043-03-01      | 3.5000%  |  | $1803143.73        | $1691537.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR6911 | 2043-03-01      | 3.0000%  |  | $2050718.52        | $1872381.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR4511 | 2043-01-01      | 3.0000%  |  | $100041.55         | $91315.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR5369 | 2043-02-01      | 3.5000%  |  | $2262320.87        | $2127697.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQAR3869 | 2043-04-01      | 3.5000%  |  | $2060067.78        | $1945710.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ8778 | 2042-12-01      | 3.5000%  |  | $2229122.16        | $2104078.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ8664 | 2042-12-01      | 3.5000%  |  | $1952154.39        | $1839621.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ6748 | 2042-12-01      | 3.5000%  |  | $1362050.41        | $1280577.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ5141 | 2042-11-01      | 3.5000%  |  | $1733350.08        | $1629304.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAU4415 | 2043-10-01      | 4.5000%  |  | $1473567.69        | $1458482.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU1692 | 2043-08-01      | 3.5000%  |  | $1271502.01        | $1193071.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT9652 | 2043-07-01      | 3.5000%  |  | $1935606.80        | $1817013.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAE0828 | 2041-02-01      | 3.5000%  |  | $1683402.59        | $1591092.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $712910.17         | $634188.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3626 | 2049-03-01      | 3.0000%  |  | $918052.62         | $816811.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3106 | 2047-08-01      | 3.0000%  |  | $1503844.68        | $1349300.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  |  | $1149553.69        | $1033215.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRMA2429 | 2045-10-01      | 4.0000%  |  | $1956954.01        | $1874689.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQMA2250 | 2045-04-01      | 4.0000%  |  | $1990616.34        | $1913110.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1995 | 2044-08-01      | 4.5000%  |  | $1395051.81        | $1379044.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7371 | 2046-06-01      | 3.0000%  |  | $1434231.51        | $1294591.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY8125 | 2045-06-01      | 3.5000%  |  | $2035070.55        | $1903166.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS6635 | 2046-02-01      | 3.0000%  |  | $85035.39          | $76817.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7909 | 2046-09-01      | 3.0000%  |  | $2058393.32        | $1851163.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4469 | 2045-02-01      | 3.5000%  |  | $1173832.90        | $1096277.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6537 | 2044-06-01      | 3.5000%  |  | $2396835.69        | $2254903.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY8086 | 2045-05-01      | 3.5000%  |  | $1576197.91        | $1478934.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  |  | $84.00             | $80.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CL890713 | 2046-01-01      | 3.5000%  |  | $1748761.57        | $1630518.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7804 | 2045-04-01      | 3.0000%  |  | $1345450.53        | $1226333.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ5566 | 2042-01-01      | 3.5000%  |  | $2465082.64        | $2324512.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK2408 | 2042-02-01      | 3.5000%  |  | $3190.89           | $3011.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  |  | $897.52            | $846.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5033 | 2042-04-01      | 3.5000%  |  | $2276456.06        | $2142405.68        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  3.660%, 5/1/2026
- **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):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $556000.00         | $556886.33         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $86400000.00       | $84775879.71       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $1160800.00        | $1158222.73        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $4145000.00        | $4332035.36        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $163498000.00      | $167802600.64      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $3313000.00        | $3342456.37        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $2749000.00        | $2768235.16        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $20550000.00       | $21015087.60       | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $12249300.00       | $12367717.10       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $4181800.00        | $4140631.48        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $218939200.00      | $220574989.95      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $58602800.00       | $59527133.91       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $273500.00         | $253737.86         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $3691600.00        | $3685403.37        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $300.00            | $283.68            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $58694400.00       | $52152549.50       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $800.00            | $758.47            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $600.00            | $564.01            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  |  | $58000.00          | $57645.19          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $1200.00           | $1042.90           | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $83095400.00       | $81931788.49       | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $5102700.00        | $5096160.73        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $51014000.00       | $48600243.00       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $100.00            | $96.39             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $47110300.00       | $47207100.73       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $52891900.00       | $47070155.78       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $54854300.00       | $38893322.21       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $42326000.00       | $35310224.87       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $111200000.00      | $63066345.83       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $129724300.00      | $67928917.74       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $693000.00         | $444589.22         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $200.00            | $124.07            | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $1700600.00        | $1805373.99        | U.S. Treasuries (including strips) |
| USTR BILL 02/18/27    | 2027-02-18      | 0.0000%  |  | $100.00            | $97.11             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE K 33  | 2033-04-30      | 4.1250%  |  | $1000.00           | $994.75            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  |  | $1800.00           | $1795.58           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $302830000.00      | $301445332.41      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $1000.00           | $992.21            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $615000.00         | $624953.74         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $1090700.00        | $1096576.69        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $300800.00         | $290814.31         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $59000000.00       | $60095981.08       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $100.00            | $74.21             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $200.00            | $191.75            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $400.00            | $398.44            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $446200.00         | $391854.63         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $11129500.00       | $11291539.80       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $2388300.00        | $1321104.56        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $2100000.00        | $2048909.10        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $100.00            | $91.77             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $2629400.00        | $2654803.43        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $294600.00         | $282684.53         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $10000000.00       | $10032511.48       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $63619000.00       | $62704748.57       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $800.00            | $813.93            | U.S. Treasuries (including strips) |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 5/20/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2026-047 VB      | 2039-01-20      | 4.5000%  |  | $11692180.91       | $11492057.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8401%  |  | $16232898.42       | $16338760.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-010 UH      | 2051-12-20      | 2.5000%  |  | $393954.52         | $348742.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-098 KA      | 2048-10-20      | 3.5000%  |  | $1065578.68        | $1019582.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 702547 X      | 2038-11-15      | 5.5000%  |  | $2.26              | $2.34              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700926 X      | 2038-11-15      | 5.5000%  |  | $14.51             | $14.96             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X      | 2036-12-15      | 6.0000%  |  | $4.18              | $4.44              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X      | 2033-08-15      | 5.0000%  |  | $1057.73           | $1072.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII EP 788330 C      | 2065-03-20      | 7.0000%  |  | $753.90            | $790.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C      | 2053-05-20      | 6.0000%  |  | $374090.49         | $388013.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 784648 M      | 2048-11-20      | 3.0000%  |  | $51.15             | $45.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004246 M      | 2038-09-20      | 6.5000%  |  | $7.45              | $8.04              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW9856 X      | 2046-10-15      | 4.5000%  |  | $67761.90          | $66280.29          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 775131 X      | 2041-09-15      | 4.0000%  |  | $635830.25         | $609883.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2413  | 2056-04-01      | 6.5000%  |  | $5139.02           | $5448.69           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AV4036 X      | 2046-09-15      | 4.5000%  |  | $237383.36         | $233568.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M      | 2047-11-20      | 3.0000%  |  | $167436.71         | $150792.94         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  |  | $3943894.46        | $3518914.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1601 M      | 2044-01-20      | 4.0000%  |  | $82403.22          | $79509.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M      | 2055-03-20      | 5.5000%  |  | $589.28            | $596.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0093 M      | 2054-12-20      | 6.0000%  |  | $951590.39         | $977970.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0858 C      | 2056-02-20      | 6.0000%  |  | $6382286.79        | $6530868.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  |  | $7185037.67        | $6669270.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786577 C      | 2053-03-20      | 5.0000%  |  | $1105370.09        | $1105243.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9906 M      | 2054-09-20      | 5.5000%  |  | $579.26            | $587.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M      | 2056-04-20      | 4.5000%  |  | $12791808.00       | $12382406.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786578 C      | 2053-03-20      | 5.0000%  |  | $329557.93         | $329520.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3856 C      | 2056-04-20      | 6.0000%  |  | $4581868.80        | $4781323.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5299 C      | 2055-12-20      | 7.0000%  |  | $2364471.23        | $2519388.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7704 M      | 2051-11-20      | 2.0000%  |  | $11134105.79       | $9143674.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7550 C      | 2055-11-20      | 6.5000%  |  | $22738026.97       | $23516238.47       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4402 C      | 2056-02-20      | 6.0000%  |  | $817.59            | $838.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $15851118.62       | $15800803.65       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  |  | $793.26            | $813.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3160  | 2055-08-01      | 6.5000%  |  | $14804837.59       | $15503775.61       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3062 C      | 2066-02-20      | 6.0000%  |  | $794.69            | $818.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7656 C      | 2055-12-20      | 7.0000%  |  | $8103765.56        | $8479374.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS2093 C      | 2056-04-20      | 5.0000%  |  | $806.40            | $806.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8484 C      | 2056-04-20      | 6.0000%  |  | $806.40            | $825.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8070 C      | 2053-04-20      | 6.0000%  |  | $3989.60           | $4085.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR2262 C      | 2056-03-20      | 6.0000%  |  | $2652579.66        | $2751317.52        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO7370        | 2061-04-15      | 3.8300%  |  | $855184.80         | $790136.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5404 C      | 2066-01-20      | 6.0000%  |  | $801.27            | $825.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3159 C      | 2056-01-20      | 6.0000%  |  | $16839354.33       | $17231380.10       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3143 C      | 2056-01-20      | 6.5000%  |  | $6322870.84        | $6539271.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0996 M      | 2056-03-20      | 5.0000%  |  | $804.97            | $802.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  |  | $815.32            | $838.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M      | 2055-08-20      | 5.5000%  |  | $110728.35         | $112066.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0342 M      | 2040-05-20      | 6.0000%  |  | $116404.66         | $119168.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $602.02            | $609.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0873 M      | 2056-01-20      | 6.0000%  |  | $812.65            | $834.52            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ1940        | 2061-04-15      | 5.0800%  |  | $2201691.20        | $2227130.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9346 C      | 2066-03-20      | 5.5000%  |  | $806.40            | $815.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8653 C      | 2056-02-20      | 5.5000%  |  | $288972.56         | $299043.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7342 C      | 2066-03-20      | 6.0000%  |  | $815.53            | $839.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4277 C      | 2056-01-20      | 6.5000%  |  | $816.91            | $844.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1299 C      | 2056-02-20      | 6.0000%  |  | $15486429.32       | $16250689.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6639 C      | 2066-03-20      | 6.0000%  |  | $703825.44         | $724913.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6394 C      | 2056-02-20      | 5.0000%  |  | $2487626.18        | $2499566.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  |  | $638.60            | $686.27            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242        | 2067-03-15      | 5.7000%  |  | $3982701.60        | $4152323.54        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  |  | $1075564.42        | $1011908.46        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7223 X      | 2047-08-15      | 5.0000%  |  | $106334.86         | $106414.38         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7228 X      | 2047-09-15      | 4.5000%  |  | $47.24             | $46.36             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8425 M      | 2052-11-20      | 3.5000%  |  | $15059066.22       | $13754340.34       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M      | 2052-08-20      | 4.5000%  |  | $8519213.96        | $8308278.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7986 M      | 2052-04-20      | 2.0000%  |  | $601.12            | $493.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  |  | $6788885.55        | $6069784.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5984 M      | 2049-06-20      | 3.0000%  |  | $10566431.44       | $9471882.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M      | 2048-02-20      | 3.0000%  |  | $1425366.90        | $1276867.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  |  | $240699.36         | $216835.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  |  | $1094953.69        | $985330.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5400 M      | 2048-08-20      | 5.0000%  |  | $51.47             | $52.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M      | 2046-07-20      | 3.0000%  |  | $5312102.67        | $4770882.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3311 M      | 2045-12-20      | 4.0000%  |  | $70.40             | $67.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3106 M      | 2045-09-20      | 4.0000%  |  | $997065.73         | $960819.62         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-085 A       | 2065-10-16      | 3.5000%  |  | $11814105.00       | $10575531.29       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-142 HA      | 2065-09-16      | 3.5000%  |  | $23483373.60       | $20891923.32       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-031 CV      | 2040-09-16      | 4.0000%  |  | $12236665.24       | $11320729.09       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-031 AD      | 2057-02-16      | 3.6000%  |  | $24438410.24       | $22416962.70       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3667% |  | $6835.36           | $6481.24           | Agency Mortgage-Backed Securities         |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 5/18/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 2026-047 PT      | 2056-03-20      | 5.5000%  |  | $32255406.18       | $32475405.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  |  | $253735894.98      | $256630654.89      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FH      | 2056-03-20      | 4.2901%  |  | $3871321.28        | $3868811.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 CV      | 2039-01-20      | 4.5000%  |  | $11680756.62       | $11445167.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-030 VF      | 2056-02-20      | 4.4901%  |  | $72947120.00       | $72980111.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  |  | $26416732.59       | $26201621.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.2901%  |  | $28475260.06       | $28728760.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.2901%  |  | $26942520.23       | $27195388.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.4401%  |  | $21348147.93       | $21418455.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 4.9901%  |  | $39942140.08       | $40386821.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 4.9901%  |  | $39839078.60       | $40235642.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 PA      | 2055-10-20      | 5.5000%  |  | $6169039.03        | $6243447.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 EA      | 2052-09-20      | 4.5000%  |  | $55927598.51       | $55178895.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 MT      | 2056-03-20      | 4.5000%  |  | $8031342.72        | $7893010.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 TF      | 2054-03-20      | 4.6401%  |  | $695256.11         | $698739.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3201%  |  | $40329493.36       | $40720803.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-212 HK      | 2046-09-20      | 5.0000%  |  | $8076923.08        | $8139590.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA7257 M      | 2051-03-20      | 3.5000%  |  | $335704.62         | $309529.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2891 M      | 2045-06-20      | 3.0000%  |  | $607283.89         | $549389.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M      | 2045-05-20      | 3.0000%  |  | $1971184.48        | $1784090.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1012 M      | 2043-05-20      | 3.5000%  |  | $130545.02         | $122867.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  |  | $51108.88          | $47544.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802  | 2049-10-01      | 3.0000%  |  | $118.55            | $105.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4439  | 2056-01-01      | 6.0000%  |  | $25016865.81       | $25706864.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5466  | 2053-01-01      | 5.5000%  |  | $1261.46           | $1280.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7939  | 2035-11-01      | 2.5000%  |  | $91091.81          | $86023.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1189  | 2048-02-01      | 3.5000%  |  | $134.40            | $124.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBU8868  | 2037-03-01      | 2.0000%  |  | $522.80            | $479.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC4437  | 2046-04-01      | 3.5000%  |  | $173893.05         | $162360.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  |  | $222559.27         | $207854.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203  | 2045-11-01      | 3.5000%  |  | $81348.64          | $75952.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP6242  | 2042-10-01      | 3.5000%  |  | $360921.27         | $339890.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703  | 2042-08-01      | 4.5000%  |  | $22582.61          | $22416.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9049  | 2050-04-01      | 3.0000%  |  | $630691.24         | $559471.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL9562  | 2041-07-01      | 6.0000%  |  | $223461.56         | $235252.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB8152  | 2037-05-01      | 1.5000%  |  | $1025140.11        | $919005.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  |  | $69678.74          | $67225.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT1773  | 2049-02-01      | 5.5000%  |  | $71503.84          | $73229.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0180  | 2044-08-01      | 3.5000%  |  | $47751.16          | $44864.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4481  | 2042-04-01      | 3.5000%  |  | $206546.76         | $194704.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2958  | 2038-07-01      | 5.5000%  |  | $64142.51          | $66295.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4907  | 2047-05-01      | 4.0000%  |  | $837061.23         | $802815.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1111  | 2041-10-01      | 3.5000%  |  | $18060.58          | $17053.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374  | 2027-08-01      | 2.5000%  |  | $53784.27          | $53309.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787344 C      | 2054-04-20      | 5.5000%  |  | $1771622.52        | $1822054.52        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781607 X      | 2033-03-15      | 6.0000%  |  | $10.71             | $11.15             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744060 X      | 2041-05-15      | 6.0000%  |  | $8088.72           | $8357.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0697 C      | 2056-03-20      | 5.0000%  |  | $2462681.30        | $2483382.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M      | 2056-04-20      | 4.5000%  |  | $59432536.15       | $57530397.83       | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB1060 M      | 2056-04-20      | 6.0000%  |  | $10753264.85       | $10879748.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3509 C      | 2066-03-20      | 6.0000%  |  | $5179.35           | $5334.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9396 C      | 2056-04-20      | 6.0000%  |  | $4702365.23        | $4870278.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4444 C      | 2055-11-20      | 6.5000%  |  | $2604400.17        | $2761117.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9678 C      | 2055-11-20      | 5.5000%  |  | $5176422.37        | $5262747.27        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8156        | 2061-02-15      | 4.9300%  |  | $1571288.40        | $1578045.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6337 C      | 2055-11-20      | 6.5000%  |  | $3305826.89        | $3494775.09        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7245        | 2066-12-15      | 5.7400%  |  | $1282825.38        | $1352651.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7488 C      | 2054-06-20      | 7.0000%  |  | $4874573.62        | $5158263.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M      | 2054-10-20      | 5.0000%  |  | $1161096.09        | $1157410.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9906 M      | 2054-09-20      | 5.5000%  |  | $16298613.20       | $16523135.66       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CD6024        | 2063-09-15      | 2.4100%  |  | $230154.95         | $195330.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9104 M      | 2053-08-20      | 4.5000%  |  | $696.72            | $677.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7883 M      | 2052-02-20      | 3.5000%  |  | $49022680.26       | $44843469.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  |  | $794947.38         | $749322.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937  | 2050-02-01      | 3.0000%  |  | $167125.03         | $148070.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7660  | 2048-10-01      | 4.5000%  |  | $14586.46          | $14319.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4596  | 2044-12-01      | 3.5000%  |  | $13144.37          | $12276.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M      | 2054-11-20      | 5.0000%  |  | $156990.69         | $156564.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4682  | 2046-10-01      | 3.0000%  |  | $1280460.93        | $1151879.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M      | 2051-08-20      | 2.0000%  |  | $3068683.40        | $2520098.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $13836304.22       | $12154455.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6489 C      | 2056-02-20      | 5.5000%  |  | $9498062.98        | $9871940.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1983 C      | 2055-12-20      | 7.0000%  |  | $905852.45         | $948385.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358  | 2048-05-01      | 4.5000%  |  | $107486.24         | $105653.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $10240969.74       | $10385885.16       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2675  | 2053-09-01      | 5.5000%  |  | $1755294.87        | $1787094.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7342 C      | 2066-03-20      | 6.0000%  |  | $4317.87           | $4447.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3507 C      | 2066-03-20      | 6.0000%  |  | $4979600.06        | $5128805.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH5942  | 2053-12-01      | 5.5000%  |  | $654.55            | $661.27            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1567        | 2060-11-15      | 5.3700%  |  | $110359.78         | $113695.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4141 C      | 2056-01-20      | 6.0000%  |  | $8856113.32        | $9062286.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3883  | 2043-12-01      | 3.5000%  |  | $58531.56          | $55083.78          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DG      | 2058-11-16      | 4.0000%  |  | $806860.79         | $779272.78         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DA      | 2058-11-16      | 4.5000%  |  | $28619314.24       | $28161290.74       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DC      | 2058-11-16      | 4.5000%  |  | $21055224.31       | $20718256.50       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-013 AD      | 2058-04-16      | 4.0000%  |  | $8052966.52        | $7680864.89        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-031 CA      | 2065-10-16      | 3.0000%  |  | $86711972.82       | $77664763.46       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.1167%  |  | $1813403.31        | $1711955.26        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-150 A       | 2062-07-16      | 1.4000%  |  | $4481552.72        | $3492132.44        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 HB      | 2067-01-16      | 4.5000%  |  | $966553.27         | $810977.82         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 KL      | 2067-01-16      | 4.5000%  |  | $14917663.34       | $14400035.34       | Agency Mortgage-Backed Securities         |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.660%, 5/12/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $649500000.00
- **C.18.a - Value (excl. sponsor support):** $649500000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.5901%  |  | $63994777.66       | $63712691.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 QT      | 2056-03-20      | 4.5000%  |  | $791.28            | $775.34            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $107702828.17      | $111135867.77      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KJ      | 2054-09-20      | 4.5000%  |  | $38947322.86       | $38530625.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7401%  |  | $55024357.26       | $55335944.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FH      | 2056-03-20      | 4.2901%  |  | $33045612.95       | $33024189.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 GA      | 2065-05-20      | 4.7500%  |  | $23434675.38       | $23421678.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-068 FA      | 2056-04-20      | 4.7988%  |  | $18041666.67       | $18366976.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0996 M      | 2056-03-20      | 5.0000%  |  | $2127013.83        | $2120262.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M      | 2055-02-20      | 5.0000%  |  | $2220968.58        | $2213918.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  |  | $17120539.32       | $17552376.39       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9012 C      | 2053-03-20      | 7.0000%  |  | $2141836.30        | $2241093.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3557 C      | 2066-03-20      | 6.0000%  |  | $2695629.64        | $2776399.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1173 C      | 2056-02-20      | 6.0000%  |  | $2770911.70        | $2880776.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9397 C      | 2056-04-20      | 6.0000%  |  | $182804.66         | $189276.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9347 C      | 2066-03-20      | 6.5000%  |  | $2103762.25        | $2216437.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8744 C      | 2056-01-20      | 6.5000%  |  | $2519330.94        | $2615441.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8653 C      | 2056-02-20      | 5.5000%  |  | $725.61            | $750.89            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6817        | 2061-03-15      | 4.0800%  |  | $2237112.81        | $2083084.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4402 C      | 2056-02-20      | 6.0000%  |  | $755.54            | $774.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3024 C      | 2056-01-20      | 6.0000%  |  | $1624683.27        | $1663492.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1299 C      | 2056-02-20      | 6.0000%  |  | $737.33            | $773.72            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1564        | 2060-11-15      | 5.4100%  |  | $734.72            | $759.09            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1560        | 2060-11-15      | 5.4000%  |  | $472530.74         | $487856.81         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6438        | 2060-11-15      | 5.0300%  |  | $728.00            | $731.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5099 C      | 2055-09-20      | 6.5000%  |  | $1671351.04        | $1770208.30        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6758        | 2060-12-15      | 5.2500%  |  | $521550.28         | $532721.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  |  | $481423.41         | $445987.01         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699113 X      | 2038-09-15      | 6.0000%  |  | $6332.47           | $6653.20           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696189 X      | 2038-08-15      | 5.5000%  |  | $5830.47           | $6085.97           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681706 X      | 2038-12-15      | 6.0000%  |  | $3814.52           | $4021.32           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  |  | $3739.06           | $3887.75           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  |  | $17109.81          | $17961.48          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618681 X      | 2036-10-15      | 6.5000%  |  | $10536.94          | $11198.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  |  | $233533.33         | $241148.75         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782835 X      | 2039-12-15      | 6.0000%  |  | $10075.06          | $10697.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783584 M      | 2041-07-20      | 4.5000%  |  | $4597.68           | $4558.30           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783551 X      | 2040-12-15      | 6.0000%  |  | $5443.40           | $5761.26           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782474 X      | 2038-12-15      | 5.5000%  |  | $6922.09           | $7230.67           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782415 X      | 2038-10-15      | 6.5000%  |  | $348.79            | $384.68            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782333 X      | 2038-06-15      | 5.5000%  |  | $10286.56          | $10745.13          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7954        | 2060-07-15      | 5.9900%  |  | $394494.85         | $419696.87         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7951        | 2060-07-15      | 5.9900%  |  | $394494.85         | $419696.87         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6452        | 2060-06-15      | 4.8300%  |  | $339770.51         | $337272.46         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0415        | 2061-02-15      | 5.2300%  |  | $3152289.22        | $3181968.20        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3005        | 2060-04-15      | 5.7000%  |  | $497881.77         | $522476.96         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4200        | 2059-12-15      | 5.5900%  |  | $109080.51         | $113418.32         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9778        | 2060-05-15      | 5.6800%  |  | $193282.09         | $201852.91         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB2257 X      | 2047-08-15      | 4.5000%  |  | $130206.62         | $126923.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9485 M      | 2054-02-20      | 4.0000%  |  | $42183238.71       | $39733625.22       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  |  | $1729.69           | $1763.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7471 M      | 2051-07-20      | 2.0000%  |  | $30608681.97       | $25136801.90       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6931 M      | 2050-10-20      | 2.5000%  |  | $8762.67           | $7525.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6410 M      | 2050-01-20      | 3.5000%  |  | $28435.04          | $26226.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5597 M      | 2048-11-20      | 5.0000%  |  | $41.83             | $42.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  |  | $92.14             | $85.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4322 M      | 2047-03-20      | 4.0000%  |  | $283853.58         | $271239.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1449 M      | 2043-11-20      | 4.0000%  |  | $137213.61         | $132394.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0319 M      | 2042-08-20      | 4.0000%  |  | $50097.99          | $48339.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2412  | 2056-04-01      | 6.5000%  |  | $19938.41          | $21175.84          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782131 X      | 2036-12-15      | 5.5000%  |  | $345.67            | $361.05            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782088 X      | 2036-05-15      | 6.0000%  |  | $218.70            | $232.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782579 X      | 2039-02-15      | 5.5000%  |  | $21412.13          | $22293.01          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 757038 X      | 2040-12-15      | 4.0000%  |  | $28045.72          | $26870.30          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 753314 X      | 2040-12-15      | 4.0000%  |  | $84762.13          | $81304.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C      | 2053-05-20      | 6.0000%  |  | $224617.38         | $232977.27         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784298 X      | 2046-07-15      | 5.0000%  |  | $29328.14          | $30084.15          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 550764 X      | 2035-12-15      | 5.5000%  |  | $1594.89           | $1644.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487821 X      | 2039-03-15      | 5.0000%  |  | $37301.09          | $38114.51          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 743173 X      | 2040-12-15      | 4.5000%  |  | $106.88            | $105.33            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736663 X      | 2040-03-15      | 5.0000%  |  | $20697.92          | $20999.79          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 730133 X      | 2040-05-15      | 5.0000%  |  | $7127.80           | $7242.28           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723240 X      | 2039-10-15      | 5.0000%  |  | $7761.03           | $7963.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  |  | $13584.79          | $14069.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  |  | $61594.89          | $61099.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004522 M      | 2039-08-20      | 6.0000%  |  | $20238.70          | $21373.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004246 M      | 2038-09-20      | 6.5000%  |  | $6.69              | $7.22              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004029 M      | 2037-09-20      | 6.5000%  |  | $70244.23          | $76835.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003965 M      | 2037-03-20      | 5.5000%  |  | $985.52            | $1017.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M      | 2036-04-20      | 5.5000%  |  | $11.60             | $12.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3690  | 2055-11-01      | 5.5000%  |  | $3225002.57        | $3280913.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802  | 2037-07-01      | 2.5000%  |  | $111532.75         | $105064.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  |  | $1053999.74        | $1005809.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1189  | 2048-02-01      | 3.5000%  |  | $124.78            | $115.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY6023  | 2045-09-01      | 3.5000%  |  | $183660.65         | $171287.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $89826.25          | $84122.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  |  | $40973.79          | $38371.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1173  | 2041-04-01      | 5.5000%  |  | $270600.28         | $278046.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  |  | $3.57              | $3.64              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8750  | 2053-03-01      | 6.0000%  |  | $493.28            | $514.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT2077  | 2046-08-01      | 3.5000%  |  | $68811.56          | $64540.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  |  | $199.70            | $192.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS4189  | 2035-06-01      | 6.5000%  |  | $5483.45           | $5829.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  |  | $35.72             | $34.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4792  | 2043-01-01      | 3.0000%  |  | $19140.28          | $17525.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632  | 2028-06-01      | 2.5000%  |  | $24014.96          | $23691.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7933  | 2037-08-01      | 5.5000%  |  | $327.70            | $330.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004426 M      | 2039-04-20      | 6.0000%  |  | $2345.54           | $2477.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004425 M      | 2039-04-20      | 5.5000%  |  | $16152.63          | $16808.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003443 M      | 2033-09-20      | 5.5000%  |  | $710.93            | $727.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M      | 2032-10-20      | 5.5000%  |  | $143.25            | $148.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003284 M      | 2032-09-20      | 5.5000%  |  | $4686.61           | $4755.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M      | 2032-11-20      | 5.5000%  |  | $7993.27           | $8279.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002686 M      | 2028-12-20      | 5.5000%  |  | $229.53            | $233.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002589 M      | 2028-05-20      | 6.0000%  |  | $23.57             | $24.13             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY6960 X      | 2047-01-15      | 4.5000%  |  | $252609.05         | $247924.67         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY0512 X      | 2047-06-15      | 4.5000%  |  | $75.83             | $73.37             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU8925 X      | 2046-08-15      | 4.5000%  |  | $72817.15          | $71679.74          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6700 X      | 2047-02-15      | 4.5000%  |  | $212918.87         | $210281.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS2093 C      | 2056-04-20      | 5.0000%  |  | $6743622.83        | $6742872.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8068 C      | 2056-04-20      | 5.5000%  |  | $2782.75           | $2837.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6297 C      | 2056-04-20      | 6.0000%  |  | $2339322.19        | $2417896.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5889 C      | 2065-10-20      | 7.0000%  |  | $556008.87         | $583123.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6210 C      | 2055-12-20      | 6.0000%  |  | $2119361.92        | $2168701.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  |  | $485.03            | $416.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 683958 X      | 2038-02-15      | 6.0000%  |  | $8795.45           | $9129.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9568  | 2045-05-01      | 3.5000%  |  | $26211.83          | $24480.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2351  | 2053-02-01      | 5.0000%  |  | $534.28            | $530.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704090 X      | 2038-12-15      | 6.0000%  |  | $9125.17           | $9515.97           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 716792 X      | 2039-04-15      | 4.5000%  |  | $193.47            | $192.84            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726832 X      | 2039-10-15      | 5.0000%  |  | $83837.10          | $86021.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723434 X      | 2039-11-15      | 5.0000%  |  | $13069.49          | $13410.05          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782858 X      | 2039-11-15      | 6.0000%  |  | $3463.67           | $3677.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M      | 2040-05-20      | 5.0000%  |  | $252.90            | $258.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800  | 2046-08-01      | 3.0000%  |  | $9172114.94        | $8248177.23        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783391 X      | 2040-07-15      | 6.0000%  |  | $3599.62           | $3819.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056  | 2045-05-01      | 3.5000%  |  | $82.03             | $76.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5135 M      | 2048-04-20      | 3.0000%  |  | $119423.78         | $106842.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787344 C      | 2054-04-20      | 5.5000%  |  | $149696.46         | $153957.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003432 M      | 2033-08-20      | 6.5000%  |  | $511.14            | $537.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003626 M      | 2034-10-20      | 6.5000%  |  | $815.57            | $860.06            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785994 X      | 2052-02-15      | 4.0000%  |  | $20214.02          | $19017.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5285 C      | 2055-12-20      | 6.0000%  |  | $730.33            | $769.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C      | 2066-01-20      | 7.0000%  |  | $156941.46         | $164030.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9507  | 2045-10-01      | 3.5000%  |  | $6124.08           | $5719.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3540 C      | 2066-03-20      | 6.0000%  |  | $1261449.18        | $1299246.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $51505751.12       | $51342260.43       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3765 X      | 2047-03-15      | 4.5000%  |  | $31318.23          | $30748.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9250  | 2045-03-01      | 3.5000%  |  | $68.37             | $63.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $5570621.07        | $4483520.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6437 C      | 2055-03-20      | 6.5000%  |  | $1355569.51        | $1456766.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP4331 C      | 2066-02-20      | 6.0000%  |  | $3555759.65        | $3660573.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $6599302.51        | $6578354.87        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8124        | 2060-12-15      | 5.7900%  |  | $503750.75         | $533351.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5298 C      | 2055-11-20      | 6.5000%  |  | $723.73            | $749.81            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6877        | 2064-05-15      | 6.0100%  |  | $13080.21          | $13587.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ8216 C      | 2056-04-20      | 5.0000%  |  | $727.44            | $727.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1323  | 2048-10-01      | 3.0000%  |  | $89.90             | $80.49             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2266        | 2060-03-15      | 5.6900%  |  | $719.08            | $751.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  |  | $74757.20          | $67018.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  |  | $725339.26         | $754532.95         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  |  | $3675455.55        | $3848354.08        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6755        | 2060-12-15      | 5.2500%  |  | $719.38            | $734.79            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP3520        | 2061-04-15      | 5.1500%  |  | $1445719.89        | $1464674.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4263 M      | 2047-02-20      | 4.0000%  |  | $422927.22         | $403799.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9935  | 2045-08-01      | 3.0000%  |  | $115.25            | $104.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M      | 2055-09-20      | 5.0000%  |  | $935.82            | $932.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  |  | $601629.22         | $605621.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9406  | 2045-04-01      | 3.5000%  |  | $21398.86          | $19985.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5014 C      | 2056-01-20      | 6.0000%  |  | $3598.90           | $3770.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8041 M      | 2052-05-20      | 2.0000%  |  | $70853653.22       | $58187224.36       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4541 C      | 2056-02-20      | 5.5000%  |  | $2887063.80        | $2978466.96        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  |  | $6053.24           | $6423.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2826  | 2035-02-01      | 5.5000%  |  | $11019.93          | $11302.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3160 C      | 2056-01-20      | 6.0000%  |  | $6238655.40        | $6383893.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1070 M      | 2056-04-20      | 5.0000%  |  | $35938030.08       | $35870638.29       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.1927%  |  | $4817512.77        | $4603415.18        | Agency Mortgage-Backed Securities         |
| FMAC FREM MTG TR 2018-KF43 | 2028-02-25      | 12.5167% |  | $7811.09           | $7607.89           | Agency Mortgage-Backed Securities         |

### Security 7: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.660%, 5/11/2026
- **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: 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:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **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 FEPC 03.000 CIZT1609  | 2034-01-01      | 3.0000%  |  | $20118.41          | $19459.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M      | 2052-03-20      | 2.5000%  |  | $328547035.60      | $281917632.55      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8732 C      | 2056-01-20      | 5.0000%  |  | $4400.35           | $4412.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4264 M      | 2047-02-20      | 4.5000%  |  | $4287.57           | $4239.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3062 C      | 2066-02-20      | 6.0000%  |  | $731.95            | $753.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0846 C      | 2056-04-20      | 6.0000%  |  | $592125.58         | $605911.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5258 C      | 2056-01-20      | 6.5000%  |  | $1379455.08        | $1446648.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4580 C      | 2042-01-20      | 4.0000%  |  | $844880.39         | $794504.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  |  | $4636.63           | $4159.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  |  | $6162319.76        | $6034433.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9589  | 2045-12-01      | 4.5000%  |  | $25642.38          | $25284.83          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC3744 X      | 2047-09-15      | 4.5000%  |  | $92131.11          | $91183.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  |  | $202.69            | $195.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1475  | 2046-11-01      | 3.5000%  |  | $44359.49          | $41348.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1474  | 2044-01-01      | 3.5000%  |  | $15038.46          | $14157.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $8115.31           | $7742.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0724  | 2045-07-01      | 4.5000%  |  | $1780593.40        | $1770078.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9444  | 2043-12-01      | 3.5000%  |  | $297292.67         | $279595.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004268 M      | 2038-10-20      | 6.0000%  |  | $15648.85          | $16526.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  |  | $83729.15          | $90559.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI9252  | 2039-09-01      | 6.0000%  |  | $20206.13          | $21186.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4341  | 2056-03-01      | 5.5000%  |  | $43125.30          | $43852.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3891  | 2055-12-01      | 5.5000%  |  | $1329794.19        | $1353337.61        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3882        | 2059-11-15      | 4.9800%  |  | $60257.56          | $60717.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0558 M      | 2055-08-20      | 6.5000%  |  | $71157.23          | $74821.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841  | 2045-07-01      | 4.0000%  |  | $31018.66          | $29743.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3925  | 2043-08-01      | 3.5000%  |  | $159906.71         | $150105.94         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO7374        | 2061-03-15      | 5.1500%  |  | $2280868.64        | $2344741.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  |  | $32151.43          | $30018.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  |  | $65336.34          | $68779.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  |  | $15893.05          | $14506.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  |  | $306135.43         | $301942.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  |  | $34872.70          | $32431.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  |  | $47972.59          | $44778.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  |  | $57331.95          | $53529.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906  | 2045-10-01      | 3.5000%  |  | $55530.88          | $51861.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722  | 2045-09-01      | 3.5000%  |  | $58131.77          | $54290.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516  | 2043-09-01      | 3.0000%  |  | $3525344.90        | $3216935.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134  | 2042-06-01      | 3.5000%  |  | $920335.19         | $867281.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462  | 2027-10-01      | 2.5000%  |  | $60401.65          | $59846.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278  | 2041-12-01      | 3.5000%  |  | $525739.57         | $496303.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  |  | $3.65              | $3.73              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704178 X      | 2039-01-15      | 5.5000%  |  | $19224.68          | $20081.92          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700933 X      | 2038-11-15      | 6.0000%  |  | $13199.02          | $13764.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687836 X      | 2038-08-15      | 6.0000%  |  | $10248.44          | $10864.53          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 686781 X      | 2038-06-15      | 5.5000%  |  | $20819.80          | $21686.96          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676843 X      | 2038-05-15      | 6.0000%  |  | $6137.57           | $6495.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672415 X      | 2037-12-15      | 6.0000%  |  | $8796.41           | $9309.64           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X      | 2036-09-15      | 6.5000%  |  | $32522.98          | $34614.93          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652947 X      | 2036-02-15      | 6.0000%  |  | $17572.62          | $18247.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  |  | $108067.68         | $103075.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100  | 2037-12-01      | 3.5000%  |  | $37828.39          | $36405.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483  | 2037-06-01      | 2.5000%  |  | $42547.35          | $40169.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866  | 2050-04-01      | 3.0000%  |  | $541812.03         | $480796.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $32383328.96       | $32841571.07       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 648165 X      | 2038-11-15      | 6.0000%  |  | $4256.03           | $4451.68           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783379 X      | 2041-08-15      | 4.0000%  |  | $60493.25          | $58080.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783179 X      | 2039-12-15      | 5.5000%  |  | $8727.97           | $9116.64           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782745 X      | 2038-11-15      | 6.0000%  |  | $8208.27           | $8715.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $835261.57         | $870938.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C      | 2053-05-20      | 6.0000%  |  | $3080609.97        | $3195265.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9370  | 2043-12-01      | 4.5000%  |  | $28686.43          | $28218.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688  | 2046-11-01      | 3.0000%  |  | $764925.16         | $688113.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647  | 2046-01-01      | 3.5000%  |  | $16345.57          | $15244.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630  | 2045-09-01      | 3.5000%  |  | $87315.83          | $81546.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4568  | 2044-05-01      | 5.0000%  |  | $18913.68          | $18998.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4526  | 2043-08-01      | 3.5000%  |  | $41923.79          | $39329.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4173  | 2035-03-01      | 5.5000%  |  | $84428.14          | $87337.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2746  | 2039-04-01      | 6.5000%  |  | $4609.08           | $4830.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2375  | 2038-09-01      | 5.5000%  |  | $37237.62          | $38381.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M      | 2037-08-20      | 6.0000%  |  | $7.66              | $8.09              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M      | 2036-01-20      | 5.5000%  |  | $16429.83          | $17014.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003171 M      | 2031-12-20      | 5.5000%  |  | $9119.78           | $9328.22           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595260 X      | 2032-12-15      | 5.5000%  |  | $6539.94           | $6685.91           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3841 X      | 2047-03-15      | 5.0000%  |  | $33113.68          | $33541.93          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY0512 X      | 2047-06-15      | 4.5000%  |  | $94.63             | $91.57             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  |  | $69503.48          | $68214.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8080 C      | 2056-04-20      | 5.0000%  |  | $116827.05         | $117036.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3856 C      | 2056-04-20      | 6.0000%  |  | $4874.95           | $5087.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3710 C      | 2056-03-20      | 6.0000%  |  | $38138.66          | $39030.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3610 C      | 2056-04-20      | 6.0000%  |  | $1893787.37        | $1937875.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5404 C      | 2066-01-20      | 6.0000%  |  | $4102000.01        | $4224905.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5257 C      | 2056-01-20      | 6.0000%  |  | $2160335.52        | $2211613.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C      | 2065-12-20      | 7.0000%  |  | $6332682.06        | $6618741.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4370 C      | 2065-11-20      | 7.0000%  |  | $2705144.97        | $2837066.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $108961.12         | $108615.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0934 M      | 2056-02-20      | 4.0000%  |  | $4379.50           | $4096.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  |  | $2455029.28        | $2536084.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3672  | 2056-01-01      | 6.0000%  |  | $582238.96         | $602708.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6308  | 2055-10-01      | 6.5000%  |  | $1690947.99        | $1774369.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $422671.15         | $371294.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  |  | $432751.57         | $384294.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $170531.48         | $151436.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  |  | $1009482.11        | $897698.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697  | 2039-07-01      | 3.0000%  |  | $17755.44          | $16581.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  |  | $340500.34         | $314857.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  |  | $33029.61          | $31115.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  |  | $170465.41         | $179469.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  |  | $14771.34          | $15506.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  |  | $84030.72          | $88453.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2412  | 2056-04-01      | 6.5000%  |  | $1303.83           | $1384.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7518  | 2053-03-01      | 6.0000%  |  | $11179612.33       | $11621020.69       | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 784648 M      | 2048-11-20      | 3.0000%  |  | $908308.06         | $812078.88         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781607 X      | 2033-03-15      | 6.0000%  |  | $3624.41           | $3771.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005207 M      | 2041-10-20      | 6.0000%  |  | $33131.33          | $34887.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004246 M      | 2038-09-20      | 6.5000%  |  | $6.87              | $7.41              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M      | 2050-04-20      | 3.5000%  |  | $150428.25         | $138649.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $7646141.04        | $6836236.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M      | 2049-03-20      | 5.0000%  |  | $212081.81         | $214891.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $271980.01         | $276321.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6282 M      | 2049-11-20      | 2.5000%  |  | $1082239.90        | $934756.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4837 M      | 2047-11-20      | 3.5000%  |  | $16657.48          | $15389.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M      | 2047-11-20      | 3.0000%  |  | $1870050.41        | $1684161.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M      | 2047-10-20      | 3.0000%  |  | $1556027.53        | $1402784.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4721 M      | 2047-09-20      | 4.5000%  |  | $420147.00         | $415921.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  |  | $203055.24         | $182726.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4588 M      | 2047-07-20      | 4.5000%  |  | $110750.95         | $109414.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3453 M      | 2046-02-20      | 3.0000%  |  | $366861.60         | $331722.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M      | 2045-03-20      | 2.5000%  |  | $195230.38         | $171782.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0935 M      | 2043-04-20      | 4.0000%  |  | $18580.80          | $17814.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0852 M      | 2043-03-20      | 3.5000%  |  | $281336.44         | $264402.65         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5947 X      | 2042-12-15      | 2.5000%  |  | $93887.19          | $81682.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779384 X      | 2042-06-15      | 3.5000%  |  | $70091.05          | $65156.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0109  | 2056-04-01      | 4.5000%  |  | $19137000.09       | $18467243.36       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0316  | 2033-01-01      | 2.5000%  |  | $131600.58         | $126312.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  |  | $9422.43           | $9102.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5741  | 2053-07-01      | 6.5000%  |  | $2712017.10        | $2860706.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  |  | $8527177.69        | $6526499.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1201  | 2036-12-01      | 5.5000%  |  | $32703.47          | $33847.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1674  | 2037-03-01      | 5.5000%  |  | $12802.49          | $13061.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1288  | 2043-02-01      | 3.0000%  |  | $66664.93          | $61006.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6177  | 2049-06-01      | 3.0000%  |  | $462672.58         | $411724.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4826  | 2049-04-01      | 4.0000%  |  | $232368.75         | $222152.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3158  | 2049-02-01      | 4.0000%  |  | $51706.74          | $49554.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3049  | 2049-02-01      | 4.0000%  |  | $603482.47         | $576573.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2167  | 2046-11-01      | 3.0000%  |  | $81177.00          | $73025.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0412  | 2045-11-01      | 3.5000%  |  | $66347.90          | $61929.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0273  | 2045-10-01      | 3.5000%  |  | $321371.88         | $300138.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  |  | $61198.61          | $57466.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6037  | 2043-05-01      | 3.5000%  |  | $322411.77         | $300564.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6288  | 2043-06-01      | 3.5000%  |  | $123272.17         | $116089.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4422  | 2042-12-01      | 3.0000%  |  | $364673.63         | $333812.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3152  | 2042-05-01      | 3.0000%  |  | $10515.38          | $9628.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  |  | $5184.69           | $4895.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9650  | 2040-01-01      | 5.5000%  |  | $259358.37         | $266931.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9801  | 2040-03-01      | 5.0000%  |  | $11552.00          | $11662.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8303  | 2038-11-01      | 5.5000%  |  | $6518.20           | $6723.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $575.02            | $582.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0150 M      | 2055-01-20      | 7.0000%  |  | $4334.76           | $4519.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $694.88            | $672.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  |  | $26381255.42       | $27046678.61       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9979 C      | 2066-04-20      | 6.0000%  |  | $14486510.32       | $14920574.45       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9954 C      | 2066-04-20      | 6.0000%  |  | $3514520.95        | $3619827.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4901 C      | 2056-02-20      | 5.5000%  |  | $5764641.08        | $5869589.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3945 C      | 2056-02-20      | 6.5000%  |  | $5220773.52        | $5475067.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3279 C      | 2056-02-20      | 6.0000%  |  | $75847.99          | $77668.97          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ1928        | 2061-03-15      | 5.5300%  |  | $533079.84         | $549005.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9409 C      | 2056-04-20      | 5.5000%  |  | $6935259.58        | $7051976.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0600 C      | 2055-12-20      | 6.0000%  |  | $2943582.02        | $3014252.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6484 C      | 2066-02-20      | 5.5000%  |  | $11907260.75       | $12042164.72       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1575        | 2061-01-15      | 5.4400%  |  | $456539.56         | $472503.48         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1558        | 2060-11-15      | 5.4000%  |  | $526287.90         | $543357.52         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6757        | 2060-12-15      | 5.2500%  |  | $735.24            | $750.99            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6744        | 2060-10-15      | 5.3400%  |  | $464677.59         | $477772.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1233  | 2048-03-01      | 3.5000%  |  | $5774855.27        | $5393653.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4936  | 2056-02-01      | 5.5000%  |  | $4527462.29        | $4582998.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $61555773.41       | $61336498.08       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9338  | 2054-10-01      | 6.0000%  |  | $2068319.66        | $2156166.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3882  | 2052-06-01      | 5.0000%  |  | $1502348.08        | $1493216.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  |  | $116210.06         | $113905.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  |  | $1169090.12        | $1081933.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  |  | $82091.18          | $72925.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  |  | $853129.58         | $813812.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  |  | $308965.75         | $287755.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3875  | 2048-04-01      | 4.0000%  |  | $649398.96         | $621384.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  |  | $765435.30         | $810506.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  |  | $21799.47          | $22330.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4603  | 2048-02-01      | 4.0000%  |  | $229086.11         | $218508.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  |  | $1253178.28        | $1198874.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  |  | $5155.24           | $4603.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521  | 2046-01-01      | 3.5000%  |  | $15514.03          | $14469.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8245  | 2038-10-01      | 5.5000%  |  | $9102.17           | $9362.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI7779  | 2037-10-01      | 6.0000%  |  | $30566.42          | $31322.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6251  | 2037-06-01      | 6.0000%  |  | $12234.43          | $12749.49          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6860        | 2060-12-15      | 5.6300%  |  | $459187.36         | $480842.77         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5809        | 2067-09-15      | 5.6000%  |  | $2834809.16        | $2919167.72        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8938        | 2059-12-15      | 5.4800%  |  | $32383.36          | $33535.61          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3001        | 2060-01-15      | 5.6400%  |  | $200365.98         | $208869.58         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7244        | 2060-05-15      | 5.5900%  |  | $272586.24         | $285678.57         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7240        | 2060-04-15      | 5.5200%  |  | $273066.21         | $281648.59         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7218        | 2067-05-15      | 5.5500%  |  | $2124074.84        | $2191097.54        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  |  | $27567.09          | $27124.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9903 M      | 2054-09-20      | 4.0000%  |  | $714.57            | $670.08            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7582        | 2060-04-15      | 5.7400%  |  | $22291.68          | $22850.27          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7179 X      | 2047-10-15      | 4.5000%  |  | $174594.61         | $173792.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M      | 2052-03-20      | 2.0000%  |  | $529202.19         | $434597.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7704 M      | 2051-11-20      | 2.0000%  |  | $525.14            | $431.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  |  | $495.23            | $424.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7588 M      | 2051-09-20      | 2.0000%  |  | $91310.57          | $74987.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7420 M      | 2051-06-20      | 3.5000%  |  | $377.22            | $345.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  |  | $908851.19         | $857757.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7986 M      | 2052-04-20      | 2.0000%  |  | $553.66            | $454.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7821  | 2038-07-01      | 5.5000%  |  | $56070.41          | $57672.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783976 M      | 2043-04-20      | 3.5000%  |  | $54407.81          | $50974.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4638  | 2045-11-01      | 3.5000%  |  | $300022.30         | $279789.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8416  | 2053-01-01      | 5.5000%  |  | $14139041.63       | $14330421.42       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.1927%  |  | $3171785.30        | $3030826.34        | Agency Mortgage-Backed Securities         |
| FMAC FREM MTG TR 2018-KF43 | 2028-02-25      | 12.5167% |  | $7461714.41        | $7267601.11        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3667% |  | $7169157.65        | $6797741.41        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2667% |  | $331896.75         | $310131.12         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  |  | $21702696.70       | $21950293.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FH      | 2056-03-20      | 4.2901%  |  | $748033.85         | $747548.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-030 FB      | 2056-02-20      | 4.4901%  |  | $242684.59         | $242763.28         | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 5.9846%  |  | $20757191.23       | $13531840.71       | Agency Mortgage-Backed Securities         |
| FNMA FNRM RC069QL R21F069  | 2051-10-25      | 2.0000%  |  | $375789.47         | $228090.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $82582949.03       | $85215289.70       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KJ      | 2054-09-20      | 4.5000%  |  | $18055228.09       | $17862055.20       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.3952%  |  | $578421.05         | $599678.76         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  |  | $682179.15         | $669281.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  |  | $7767.39           | $8229.39           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782379 X      | 2038-08-15      | 6.0000%  |  | $5350.17           | $5662.24           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689844 X      | 2038-09-15      | 6.5000%  |  | $5320.36           | $5426.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622  | 2045-07-01      | 3.5000%  |  | $146626.38         | $136938.55         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS3813        | 2066-02-15      | 5.6900%  |  | $27813.58          | $28906.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4194 M      | 2047-01-20      | 2.5000%  |  | $132401.95         | $115872.08         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782474 X      | 2038-12-15      | 5.5000%  |  | $5314.48           | $5551.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  |  | $6665.76           | $6796.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5400 M      | 2048-08-20      | 5.0000%  |  | $47.45             | $48.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  |  | $345534.97         | $346605.02         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783173 X      | 2039-12-15      | 6.0000%  |  | $10466.90          | $11114.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $1147952.98        | $1141170.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  |  | $758881.83         | $701320.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M      | 2041-09-20      | 5.5000%  |  | $28157.56          | $29161.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  |  | $119443.76         | $114458.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652  | 2048-11-01      | 5.0000%  |  | $102605.79         | $103206.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4719 M      | 2047-09-20      | 3.5000%  |  | $27414.83          | $25429.90          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711729 X      | 2043-03-15      | 2.5000%  |  | $12774.76          | $11114.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3737 M      | 2046-06-20      | 4.0000%  |  | $189542.90         | $182535.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650  | 2043-07-01      | 3.5000%  |  | $501767.92         | $470918.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957  | 2050-03-01      | 5.0000%  |  | $82038.66          | $82702.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2090  | 2028-10-01      | 6.0000%  |  | $4993.80           | $5117.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  |  | $27855.06          | $26014.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CJ9437 C      | 2049-08-20      | 5.5000%  |  | $1118017.38        | $1136273.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  |  | $63775.71          | $59479.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0694  | 2054-01-01      | 5.5000%  |  | $4238519.00        | $4288866.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0925 M      | 2056-02-20      | 5.5000%  |  | $8807876.41        | $8869888.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881  | 2028-01-01      | 2.5000%  |  | $85807.36          | $84850.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR4569 C      | 2056-04-20      | 5.0000%  |  | $2843948.21        | $2868069.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547  | 2037-05-01      | 2.5000%  |  | $30280.30          | $28524.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $554.50            | $561.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M      | 2051-08-20      | 2.0000%  |  | $11709722.73       | $9616388.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4577  | 2044-08-01      | 3.5000%  |  | $6262.86           | $5854.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2413  | 2056-04-01      | 6.5000%  |  | $4169702.11        | $4420956.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9756  | 2040-02-01      | 4.5000%  |  | $197704.61         | $196537.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5027  | 2040-01-01      | 3.0000%  |  | $134444.20         | $125161.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  |  | $1147041.13        | $1028297.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0488 M      | 2055-07-20      | 7.0000%  |  | $2237.90           | $2320.18           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0418        | 2061-03-15      | 4.9800%  |  | $3662024.84        | $3642149.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1954  | 2038-02-01      | 6.0000%  |  | $24906.27          | $26217.17          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X      | 2047-08-15      | 4.5000%  |  | $123499.23         | $122603.49         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK1404        | 2060-10-15      | 5.5300%  |  | $308819.77         | $320042.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  |  | $68484105.91       | $70451882.52       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442        | 2060-12-15      | 5.4000%  |  | $529635.63         | $547289.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3349  | 2055-03-01      | 5.5000%  |  | $4659.43           | $4765.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  |  | $5153.13           | $4760.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4585  | 2043-01-01      | 3.0000%  |  | $323314.40         | $296038.84         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7237        | 2060-04-15      | 5.6000%  |  | $268729.44         | $278833.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $7486287.49        | $7632229.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0110  | 2056-04-01      | 5.0000%  |  | $534885762.55      | $529022226.07      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  |  | $69814.45          | $68627.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  |  | $5893.56           | $5651.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8464  | 2044-09-01      | 3.5000%  |  | $144174.75         | $134650.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8728 C      | 2053-01-20      | 6.0000%  |  | $2978578.47        | $3042041.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4589 M      | 2047-07-20      | 5.0000%  |  | $330714.95         | $337199.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  |  | $139664.72         | $138163.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  |  | $14392.91          | $12812.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  |  | $173078.14         | $169853.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1489 C      | 2056-04-20      | 6.0000%  |  | $3503150.00        | $3586298.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4348  | 2045-01-01      | 4.0000%  |  | $7885138.31        | $7566328.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP5168 C      | 2064-10-20      | 7.5000%  |  | $345245.47         | $358956.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0733 M      | 2055-11-20      | 5.5000%  |  | $3360919.98        | $3376375.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4276 C      | 2056-01-20      | 6.0000%  |  | $744.89            | $763.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9438  | 2041-11-01      | 4.5000%  |  | $12259.93          | $12176.91          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1566        | 2060-11-15      | 5.3700%  |  | $528476.09         | $544451.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3430  | 2042-08-01      | 3.0000%  |  | $14509.42          | $13285.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760  | 2046-02-01      | 3.5000%  |  | $116380.66         | $108481.61         | Agency Mortgage-Backed Securities         |

### Security 8: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.650%, 5/1/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $152921625.00      | $129582726.59      | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $51211875.00       | $44010461.14       | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $750.00            | $820.90            | Agency Debentures and Agency Strips |
| FCSB 3.80 FCOR 26-29 KJ   | 2029-02-26      | 3.8000%  |  | $17436750.00       | $17395452.03       | Agency Debentures and Agency Strips |
| FCSB 4.50 FCOR 26-33 FP   | 2033-08-26      | 4.5000%  |  | $9375000.00        | $9311334.38        | Agency Debentures and Agency Strips |
| FCSB 3.92 FCOR 26-29 KF   | 2029-07-16      | 3.9200%  |  | $7265250.00        | $7319357.55        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $8993250.00        | $8981527.30        | Agency Debentures and Agency Strips |
| FCSB 4.54 FCOR 26-31 GA   | 2031-12-29      | 4.5400%  |  | $4937250.00        | $4982126.86        | Agency Debentures and Agency Strips |
| FHLB 4.60 FHOR 27-35 LJ   | 2035-03-12      | 4.6000%  |  | $5625.00           | $5601.75           | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8586 | 2027-10-04      | 3.7200%  |  | $9371250.00        | $9397291.14        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $3750000.00        | $3811508.75        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $395625.00         | $398254.98         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 09/26 7392 | 2026-09-18      | 3.7800%  |  | $7500000.00        | $7536037.50        | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 22-26 5539 | 2026-10-13      | 1.1000%  |  | $5625000.00        | $5561012.50        | Agency Debentures and Agency Strips |
| FHLB 1.05 FHOR 21-26 WD   | 2026-09-30      | 1.0500%  |  | $5625000.00        | $5565346.88        | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI   | 2034-06-05      | 5.4000%  |  | $7450875.00        | $7601866.98        | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  |  | $19928250.00       | $19970996.10       | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $5250000.00        | $5303542.13        | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $9375000.00        | $9444335.94        | Agency Debentures and Agency Strips |
| FCSB 4.47 FCOR 27-34 EB   | 2034-02-23      | 4.4700%  |  | $9942000.00        | $9851718.36        | Agency Debentures and Agency Strips |

### Security 9: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.650%, 5/1/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 03.000 CIQN9907 | 2037-04-01      | 3.0000%  |  | $17243.40          | $16462.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH5942 | 2053-12-01      | 5.5000%  |  | $212.89            | $215.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3660 | 2053-08-01      | 5.5000%  |  | $2985927.75        | $3038571.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1515 | 2046-01-01      | 4.0000%  |  | $71.91             | $69.38             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0495 | 2048-08-01      | 4.5000%  |  | $393666.38         | $386711.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4773 | 2048-06-01      | 4.5000%  |  | $63603.92          | $62526.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4707 | 2047-03-01      | 3.5000%  |  | $33286.10          | $30942.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4618 | 2045-06-01      | 3.5000%  |  | $5552.15           | $5185.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS3421 | 2042-01-01      | 4.0000%  |  | $24.33             | $23.47             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5068 | 2049-04-01      | 4.5000%  |  | $73384.38          | $72013.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4883 | 2043-02-01      | 3.0000%  |  | $38.87             | $35.53             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2351 | 2053-02-01      | 5.0000%  |  | $188.25            | $186.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  |  | $669295.55         | $601875.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP8897 | 2042-10-01      | 3.5000%  |  | $18218.09          | $17105.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0852 M     | 2043-03-20      | 3.5000%  |  | $113.14            | $106.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8750 | 2053-03-01      | 6.0000%  |  | $169.89            | $177.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0694 | 2054-01-01      | 5.5000%  |  | $13408.82          | $13568.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9604 | 2055-04-01      | 6.5000%  |  | $239504.92         | $257183.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0163 C     | 2055-12-20      | 6.0000%  |  | $717931.29         | $734971.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  |  | $4358883.77        | $4345047.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ9186 C     | 2056-03-20      | 5.0000%  |  | $908584.00         | $910211.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3094 C     | 2056-01-20      | 6.0000%  |  | $1927070.38        | $1966801.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  |  | $41.56             | $38.46             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4451 M     | 2047-05-20      | 3.5000%  |  | $24704317.11       | $22951285.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M     | 2056-02-20      | 5.0000%  |  | $250.85            | $250.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ9684 | 2055-10-01      | 6.5000%  |  | $269.17            | $282.74            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1069 M     | 2056-04-20      | 4.5000%  |  | $101298459.75      | $98056402.55       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO0971 | 2037-10-01      | 3.0000%  |  | $43169.11          | $41174.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA4492 | 2056-02-01      | 5.5000%  |  | $4010964.09        | $4102592.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  |  | $46400.99          | $43263.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6013 C     | 2056-02-20      | 5.0000%  |  | $912616.22         | $920356.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN6394 C     | 2056-02-20      | 5.0000%  |  | $1772431.07        | $1780938.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9541 M     | 2054-03-20      | 5.5000%  |  | $176.47            | $179.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6573 | 2046-01-01      | 3.5000%  |  | $64231.12          | $59904.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6533 C     | 2056-04-20      | 6.0000%  |  | $729689.75         | $746677.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4373 C     | 2056-02-20      | 5.0000%  |  | $823525.09         | $830510.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1395 C     | 2056-01-20      | 6.5000%  |  | $596192.25         | $641870.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3690 | 2055-11-01      | 5.5000%  |  | $7543349.70        | $7674125.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBU8868 | 2037-03-01      | 2.0000%  |  | $165.45            | $151.79            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8705 C     | 2056-01-20      | 5.5000%  |  | $1410821.72        | $1456435.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0997 M     | 2056-03-20      | 5.5000%  |  | $261.62            | $264.78            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  |  | $229.67            | $228.94            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0996 M     | 2056-03-20      | 5.0000%  |  | $3487.56           | $3476.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0974 M     | 2041-03-20      | 4.5000%  |  | $44733.20          | $44533.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0938 M     | 2056-02-20      | 6.0000%  |  | $257.77            | $265.18            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  |  | $5352.18           | $5180.88           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0623 M     | 2055-09-20      | 5.5000%  |  | $2583245.55        | $2614465.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $28959.39          | $29309.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0552 M     | 2055-08-20      | 3.5000%  |  | $370.36            | $335.70            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $390.19            | $395.20            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M     | 2055-03-20      | 5.5000%  |  | $184.15            | $186.49            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0870 M     | 2056-01-20      | 4.5000%  |  | $1961138.34        | $1898372.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ9011 C     | 2056-03-20      | 7.0000%  |  | $1248547.10        | $1306419.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2256 C     | 2056-02-20      | 6.0000%  |  | $751920.26         | $769767.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0858 C     | 2056-02-20      | 6.0000%  |  | $665288.04         | $680776.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9398 C     | 2056-04-20      | 6.0000%  |  | $1556470.00        | $1610634.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9410 C     | 2056-04-20      | 5.5000%  |  | $76173.50          | $77455.47          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8860 C     | 2056-01-20      | 6.0000%  |  | $948316.57         | $970393.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8780 C     | 2056-01-20      | 6.0000%  |  | $1544954.53        | $1582047.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7529 C     | 2056-02-20      | 5.5000%  |  | $3708210.83        | $3837284.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7345 C     | 2056-03-20      | 5.5000%  |  | $3155863.72        | $3278937.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6929 C     | 2056-01-20      | 5.5000%  |  | $940847.57         | $957976.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7070 C     | 2056-01-20      | 6.0000%  |  | $566838.25         | $580086.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6293 C     | 2056-01-20      | 6.0000%  |  | $998371.32         | $1022340.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4402 C     | 2056-02-20      | 6.0000%  |  | $255.50            | $261.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3015 C     | 2056-02-20      | 5.0000%  |  | $750248.41         | $756611.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2893 C     | 2055-12-20      | 5.0000%  |  | $1036521.10        | $1045315.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0673 C     | 2055-12-20      | 6.0000%  |  | $1008766.24        | $1032985.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0669 C     | 2055-12-20      | 5.5000%  |  | $837369.98         | $866478.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0477 C     | 2056-01-20      | 5.5000%  |  | $874223.03         | $905108.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8229 C     | 2055-11-20      | 6.5000%  |  | $869760.80         | $922096.14         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DD2255       | 2067-01-15      | 5.2400%  |  | $250.00            | $252.48            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9903 M     | 2054-09-20      | 4.0000%  |  | $26363943.27       | $24722846.39       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4513 X     | 2047-05-15      | 5.0000%  |  | $1785.53           | $1813.27           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8877 M     | 2053-05-20      | 4.5000%  |  | $2335524.11        | $2275746.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7880 M     | 2052-02-20      | 2.0000%  |  | $355342.07         | $291817.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  |  | $407.53            | $334.67            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7704 M     | 2051-11-20      | 2.0000%  |  | $7233059.32        | $5940013.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7533 M     | 2051-08-20      | 2.0000%  |  | $210.01            | $172.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $19173845.22       | $17577976.25       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7986 M     | 2052-04-20      | 2.0000%  |  | $6474382.91        | $5316964.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  |  | $70.08             | $63.11             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2825 M     | 2045-05-20      | 3.0000%  |  | $15521.50          | $14048.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5519 | 2055-12-01      | 5.5000%  |  | $11757805.63       | $12019305.76       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4341 | 2056-03-01      | 5.5000%  |  | $723.51            | $735.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3903 | 2056-01-01      | 6.0000%  |  | $3541426.24        | $3660564.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2675 | 2053-09-01      | 5.5000%  |  | $132208.20         | $134603.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  |  | $5.07              | $5.26              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA4538 | 2037-02-01      | 3.0000%  |  | $174146.46         | $166105.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB8447 | 2028-02-01      | 2.5000%  |  | $47.52             | $46.96             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA4936 | 2056-02-01      | 5.5000%  |  | $3410634.77        | $3452471.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO5383 | 2049-12-01      | 3.0000%  |  | $19789.75          | $17604.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBM1948 | 2041-07-01      | 6.0000%  |  | $467516.68         | $495045.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  |  | $7429.45           | $7183.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  |  | $16.69             | $15.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7921 | 2046-09-01      | 3.5000%  |  | $95941.40          | $89540.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2422 | 2042-08-01      | 3.5000%  |  | $12353.68          | $11622.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO2993 | 2042-05-01      | 3.5000%  |  | $174688.31         | $163432.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO0780 | 2042-04-01      | 3.5000%  |  | $81514.41          | $76790.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $5824.09           | $6219.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAK5035 | 2042-02-01      | 4.5000%  |  | $5.12              | $5.07              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA5100 | 2044-12-01      | 3.0000%  |  | $18059.68          | $16328.42          | Agency Mortgage-Backed Securities |

### Security 10: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  3.650%, 5/1/2026
- **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: 068992007, C.3 - LEI: AC28XWWI3WIBK2824319
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 4.48 FCOR 26-32 FR   | 2032-08-12      | 4.4800%  |  | $4955000.00        | $4950786.60        | Agency Debentures and Agency Strips |
| FCSB 5.54 FCOR 26-45 T    | 2045-09-18      | 5.5400%  |  | $2000.00           | $1986.64           | Agency Debentures and Agency Strips |
| FCSB 5.59 FCOR 26-45 U    | 2045-09-18      | 5.5900%  |  | $11000.00          | $10957.65          | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $568500.00         | $572704.53         | Agency Debentures and Agency Strips |
| FCSB 4.18 FCOR 26-30 JF   | 2030-02-12      | 4.1800%  |  | $1680000.00        | $1691198.32        | Agency Debentures and Agency Strips |
| FCSB 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  |  | $5000.00           | $5077.29           | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  |  | $14258500.00       | $14509649.22       | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $444500.00         | $443920.60         | Agency Debentures and Agency Strips |
| FCSB 4.75 FCOR 26-33 FJ   | 2033-07-06      | 4.7500%  |  | $2885500.00        | $2911012.63        | Agency Debentures and Agency Strips |
| FCSB 4.82 FCOR 26-33 FH   | 2033-12-02      | 4.8200%  |  | $6752500.00        | $6840860.22        | Agency Debentures and Agency Strips |
| FCSB 1 7/8 FCOR 22-36 AG  | 2036-02-11      | 1.8750%  |  | $775000.00         | $609347.30         | Agency Debentures and Agency Strips |
| FCSB 1.68 FCOR 21-35 AY   | 2035-09-17      | 1.6800%  |  | $287500.00         | $223985.41         | Agency Debentures and Agency Strips |
| FHLB 4.625 FHOR 27-34 PM  | 2034-03-24      | 4.6250%  |  | $7242500.00        | $7200812.17        | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $561500.00         | $399818.18         | Agency Debentures and Agency Strips |
| FHLB 4.50 FHOR 27-33 KV   | 2033-03-23      | 4.5000%  |  | $4770000.00        | $4746030.75        | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-26 5521 | 2026-08-20      | 1.1000%  |  | $12500000.00       | $12425073.61       | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $25157500.00       | $25652823.22       | Agency Debentures and Agency Strips |
| FCSB 5 3/8 FCOR 26-40 AT  | 2040-09-17      | 5.3750%  |  | $1500.00           | $1491.05           | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AS   | 2040-09-17      | 5.4400%  |  | $3257500.00        | $3244899.27        | Agency Debentures and Agency Strips |
| FHLB 5.19 FHOR 26-32 LC   | 2032-07-07      | 5.1900%  |  | $3245000.00        | $3285889.71        | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AU   | 2040-10-01      | 5.4400%  |  | $4992000.00        | $4948480.86        | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $60613500.00       | $60253775.72       | Agency Debentures and Agency Strips |
| FCSB 4.35 FCOR 26-32 FS   | 2032-02-27      | 4.3500%  |  | $7886500.00        | $7858286.05        | Agency Debentures and Agency Strips |
| FCSB 4 5/8 FCOR 27-35 CW  | 2035-03-09      | 4.6250%  |  | $14812500.00       | $14703747.86       | Agency Debentures and Agency Strips |
| FCSB 5.15 FCOR 26-39 BG   | 2039-02-17      | 5.1500%  |  | $7500000.00        | $7471560.42        | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 31-41 AG   | 2041-03-11      | 4.9500%  |  | $4119000.00        | $4079776.83        | Agency Debentures and Agency Strips |
| FCSB 4.45 FCOR 26-32 FT   | 2032-08-27      | 4.4500%  |  | $32434000.00       | $32405052.66       | Agency Debentures and Agency Strips |
| FCSB 3.84 FCOR 27-30 JU   | 2030-02-25      | 3.8400%  |  | $29964000.00       | $29768434.96       | Agency Debentures and Agency Strips |
| FCSB 4.50 FCOR 26-33 FP   | 2033-08-26      | 4.5000%  |  | $3834500.00        | $3808459.91        | Agency Debentures and Agency Strips |

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 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):** $194908378.75
- **C.18.a - Value (excl. sponsor support):** $194908378.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 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):** $204017739.84
- **C.18.a - Value (excl. sponsor support):** $204017739.84
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $330073464.60
- **C.18.a - Value (excl. sponsor support):** $330073464.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.765%, 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):** $50010724.00
- **C.18.a - Value (excl. sponsor support):** $50010724.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.765%, 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):** $169936334.81
- **C.18.a - Value (excl. sponsor support):** $169936334.81
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.775%, 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):** $414934059.21
- **C.18.a - Value (excl. sponsor support):** $414934059.21
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.740%, 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):** $50026678.00
- **C.18.a - Value (excl. sponsor support):** $50026678.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.705%, 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):** $240730340.36
- **C.18.a - Value (excl. sponsor support):** $240730340.36
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.705%, 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):** $249978362.50
- **C.18.a - Value (excl. sponsor support):** $249978362.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $308977768.16
- **C.18.a - Value (excl. sponsor support):** $308977768.16
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 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):** $399964836.00
- **C.18.a - Value (excl. sponsor support):** $399964836.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.690%, 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):** $100001257.00
- **C.18.a - Value (excl. sponsor support):** $100001257.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.690%, 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):** $84000481.32
- **C.18.a - Value (excl. sponsor support):** $84000481.32
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: 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):** $746324087.80
- **C.18.a - Value (excl. sponsor support):** $746324087.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 25: 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):** $771714479.55
- **C.18.a - Value (excl. sponsor support):** $771714479.55
- **C.19 - Percentage of Net Assets:** 0.4100%
- **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 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.810%, 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):** $362817292.70
- **C.18.a - Value (excl. sponsor support):** $362817292.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.810%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694887977.35
- **C.18.a - Value (excl. sponsor support):** $694887977.35
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.760%, 12/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $783896671.22
- **C.18.a - Value (excl. sponsor support):** $783896671.22
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $713589956.55
- **C.18.a - Value (excl. sponsor support):** $713589956.55
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $714200053.06
- **C.18.a - Value (excl. sponsor support):** $714200053.06
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $746577530.33
- **C.18.a - Value (excl. sponsor support):** $746577530.33
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **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 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94Q0, C.4 - ISIN: US3130B94Q03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149998506.00
- **C.18.a - Value (excl. sponsor support):** $149998506.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **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 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 1/14/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221837784.94
- **C.18.a - Value (excl. sponsor support):** $221837784.94
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.620%, 2/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $374673986.25
- **C.18.a - Value (excl. sponsor support):** $374673986.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **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 35: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $725681553.95
- **C.18.a - Value (excl. sponsor support):** $725681553.95
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **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 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.720%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FP0, C.4 - ISIN: US3130B9FP02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174946843.90
- **C.18.a - Value (excl. sponsor support):** $174946843.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **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 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.680%, 3/24/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1046581350.63
- **C.18.a - Value (excl. sponsor support):** $1046581350.63
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **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 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.750%, 4/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9T34, C.4 - ISIN: US3130B9T345, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $723973524.59
- **C.18.a - Value (excl. sponsor support):** $723973524.59
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **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 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.970%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $686897213.37
- **C.18.a - Value (excl. sponsor support):** $686897213.37
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **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 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.930%, 5/7/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAB55, C.4 - ISIN: US3130BAB557, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $686314374.00
- **C.18.a - Value (excl. sponsor support):** $686314374.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-05-07
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **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 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.840%, 5/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFR3, C.4 - ISIN: US3130BAFR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $670222290.87
- **C.18.a - Value (excl. sponsor support):** $670222290.87
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **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 42: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.870%, 5/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHP5, C.4 - ISIN: US3130BAHP55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $679326406.99
- **C.18.a - Value (excl. sponsor support):** $679326406.99
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **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 43: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.509%, 8/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1186204046.29
- **C.18.a - Value (excl. sponsor support):** $1186204046.29
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **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 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.530%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598172992.45
- **C.18.a - Value (excl. sponsor support):** $598172992.45
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **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 45: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.520%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $327264893.39
- **C.18.a - Value (excl. sponsor support):** $327264893.39
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **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 46: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.540%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148202500.50
- **C.18.a - Value (excl. sponsor support):** $148202500.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **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 47: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.539%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98801667.00
- **C.18.a - Value (excl. sponsor support):** $98801667.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **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 48: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.537%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $636974347.15
- **C.18.a - Value (excl. sponsor support):** $636974347.15
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **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 49: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.605%, 5/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209292981.79
- **C.18.a - Value (excl. sponsor support):** $209292981.79
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **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? 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,  3.625%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69852807.50
- **C.18.a - Value (excl. sponsor support):** $69852807.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **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? 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,  3.625%, 6/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $187922700.00
- **C.18.a - Value (excl. sponsor support):** $187922700.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 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):** $182886441.62
- **C.18.a - Value (excl. sponsor support):** $182886441.62
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 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):** $139958064.28
- **C.18.a - Value (excl. sponsor support):** $139958064.28
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $112911373.55
- **C.18.a - Value (excl. sponsor support):** $112911373.55
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $46008741.84
- **C.18.a - Value (excl. sponsor support):** $46008741.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $176913893.73
- **C.18.a - Value (excl. sponsor support):** $176913893.73
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $170020517.30
- **C.18.a - Value (excl. sponsor support):** $170020517.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $189937866.06
- **C.18.a - Value (excl. sponsor support):** $189937866.06
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $99920036.94
- **C.18.a - Value (excl. sponsor support):** $99920036.94
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $200053036.00
- **C.18.a - Value (excl. sponsor support):** $200053036.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $357862519.53
- **C.18.a - Value (excl. sponsor support):** $357862519.53
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $251950740.00
- **C.18.a - Value (excl. sponsor support):** $251950740.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $85022770.65
- **C.18.a - Value (excl. sponsor support):** $85022770.65
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $201909333.84
- **C.18.a - Value (excl. sponsor support):** $201909333.84
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $192950823.36
- **C.18.a - Value (excl. sponsor support):** $192950823.36
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $80019560.00
- **C.18.a - Value (excl. sponsor support):** $80019560.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $106036409.94
- **C.18.a - Value (excl. sponsor support):** $106036409.94
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $476755549.37
- **C.18.a - Value (excl. sponsor support):** $476755549.37
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 12/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304973925.55
- **C.18.a - Value (excl. sponsor support):** $304973925.55
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.675%, 4/19/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64898655.92
- **C.18.a - Value (excl. sponsor support):** $64898655.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 11/23/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $82917695.01
- **C.18.a - Value (excl. sponsor support):** $82917695.01
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 1/6/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $357833850.23
- **C.18.a - Value (excl. sponsor support):** $357833850.23
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300958829.48
- **C.18.a - Value (excl. sponsor support):** $300958829.48
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **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 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.675%, 4/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $188997660.18
- **C.18.a - Value (excl. sponsor support):** $188997660.18
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 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):** $113932108.52
- **C.18.a - Value (excl. sponsor support):** $113932108.52
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $264874675.56
- **C.18.a - Value (excl. sponsor support):** $264874675.56
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 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):** $445822383.62
- **C.18.a - Value (excl. sponsor support):** $445822383.62
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $309943617.20
- **C.18.a - Value (excl. sponsor support):** $309943617.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 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):** $424837230.71
- **C.18.a - Value (excl. sponsor support):** $424837230.71
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 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):** $193934549.10
- **C.18.a - Value (excl. sponsor support):** $193934549.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 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):** $559699723.26
- **C.18.a - Value (excl. sponsor support):** $559699723.26
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 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):** $214684866.33
- **C.18.a - Value (excl. sponsor support):** $214684866.33
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $464756057.81
- **C.18.a - Value (excl. sponsor support):** $464756057.81
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.655%, 6/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETS65, C.4 - ISIN: US3133ETS658, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74999119.50
- **C.18.a - Value (excl. sponsor support):** $74999119.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.690%, 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):** $35000494.55
- **C.18.a - Value (excl. sponsor support):** $35000494.55
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.690%, 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):** $164993855.40
- **C.18.a - Value (excl. sponsor support):** $164993855.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 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):** $387816509.15
- **C.18.a - Value (excl. sponsor support):** $387816509.15
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $269997950.70
- **C.18.a - Value (excl. sponsor support):** $269997950.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $45038263.05
- **C.18.a - Value (excl. sponsor support):** $45038263.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 11/26/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $231953007.70
- **C.18.a - Value (excl. sponsor support):** $231953007.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 1/20/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155992086.12
- **C.18.a - Value (excl. sponsor support):** $155992086.12
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **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 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 1/26/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $484797139.68
- **C.18.a - Value (excl. sponsor support):** $484797139.68
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **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 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 1/28/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244898574.68
- **C.18.a - Value (excl. sponsor support):** $244898574.68
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **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 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/2/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150944015.04
- **C.18.a - Value (excl. sponsor support):** $150944015.04
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/9/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85010557.85
- **C.18.a - Value (excl. sponsor support):** $85010557.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **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 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCV0, C.4 - ISIN: US3133EWCV01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304895710.06
- **C.18.a - Value (excl. sponsor support):** $304895710.06
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **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 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 2/17/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $94984777.34
- **C.18.a - Value (excl. sponsor support):** $94984777.34
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **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? 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,  3.725%, 2/25/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $252895880.26
- **C.18.a - Value (excl. sponsor support):** $252895880.26
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **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 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 3/9/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGE4, C.4 - ISIN: US3133EWGE40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $274898938.89
- **C.18.a - Value (excl. sponsor support):** $274898938.89
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **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 100: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 4/10/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130180215.10
- **C.18.a - Value (excl. sponsor support):** $130180215.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **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 101: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 4/20/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWME7, C.4 - ISIN: US3133EWME75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $649992375.50
- **C.18.a - Value (excl. sponsor support):** $649992375.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-20
- **C.13 - Final Legal Maturity Date:** 2028-04-20
- **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 102: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 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):** $338952478.41
- **C.18.a - Value (excl. sponsor support):** $338952478.41
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.740%, 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):** $212002876.84
- **C.18.a - Value (excl. sponsor support):** $212002876.84
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 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):** $572931835.92
- **C.18.a - Value (excl. sponsor support):** $572931835.92
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.730%, 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):** $731936579.52
- **C.18.a - Value (excl. sponsor support):** $731936579.52
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 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):** $550587752.00
- **C.18.a - Value (excl. sponsor support):** $550587752.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 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):** $483481377.12
- **C.18.a - Value (excl. sponsor support):** $483481377.12
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.725%, 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):** $399662856.61
- **C.18.a - Value (excl. sponsor support):** $399662856.61
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.730%, 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):** $350040159.00
- **C.18.a - Value (excl. sponsor support):** $350040159.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.750%, 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):** $105017295.60
- **C.18.a - Value (excl. sponsor support):** $105017295.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 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):** $340906183.06
- **C.18.a - Value (excl. sponsor support):** $340906183.06
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.890%, 11/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $350815250.14
- **C.18.a - Value (excl. sponsor support):** $350815250.14
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 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):** $253134246.86
- **C.18.a - Value (excl. sponsor support):** $253134246.86
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 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):** $236995911.33
- **C.18.a - Value (excl. sponsor support):** $236995911.33
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 12/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $624917664.22
- **C.18.a - Value (excl. sponsor support):** $624917664.22
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 1/7/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $288990616.37
- **C.18.a - Value (excl. sponsor support):** $288990616.37
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **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 117: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., REPO,  3.640%, 5/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 381905009, C.3 - LEI: FOR8UP27PHTHYVLBNG30
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE B 34 | 2034-02-15      | 4.0000%  |  | $515908800.00      | $510051581.93      | U.S. Treasuries (including strips) |

### Security 118: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  3.970%, 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):** $257068000.00
- **C.18.a - Value (excl. sponsor support):** $257068000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.660%, 6/18/2026
- **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: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $1525000000.00
- **C.18.a - Value (excl. sponsor support):** $1525000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLQJ1211 | 2054-08-01      | 6.0000%  |  | $966059.43         | $1001595.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $32429403.52       | $29035234.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $1053308.50        | $1063155.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8461 | 2055-08-01      | 6.5000%  |  | $1277685.50        | $1336362.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $249223.65         | $255858.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  |  | $675784.74         | $727299.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $38406440.88       | $39614720.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1120862.99        | $1183000.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $746.83            | $753.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  |  | $127325.47         | $126302.64         | Agency Mortgage-Backed Securities         |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $378.56            | $390.65            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4401%  |  | $14432226.48       | $14543648.64       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.8952%  |  | $9435959.65        | $9513918.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-17O DF     | 2072-07-20      | 4.4401%  |  | $1287.79           | $1294.08           | Agency Collateralized Mortgage Obligation |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  |  | $847.22            | $669.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $13321033.41       | $11919283.27       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $119.53            | $113.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  |  | $5681767.39        | $5499922.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $2109.58           | $2086.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $8649424.48        | $8635912.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5880 | 2055-10-01      | 5.5000%  |  | $8227186.11        | $8304230.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX9176 | 2055-04-01      | 5.0000%  |  | $5983531.78        | $5927333.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $15339381.40       | $15630884.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $977.20            | $951.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $43036819.62       | $42604935.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  |  | $1406868.76        | $1405754.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $31775102.25       | $30936176.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $2381166.60        | $2089060.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $7056646.57        | $7240770.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5871 | 2055-07-01      | 5.5000%  |  | $1969208.80        | $1992749.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5865 | 2055-07-01      | 5.5000%  |  | $3122343.69        | $3165411.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  |  | $840.60            | $878.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $462136.74         | $491309.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $5282416.94        | $5069969.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3344 | 2042-10-01      | 4.5000%  |  | $5761757.59        | $5722952.15        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.3570%  |  | $349.45            | $351.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $641.78            | $516.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $576.41            | $591.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  |  | $969921.73         | $1033300.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  |  | $972229.23         | $1001159.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $45146229.84       | $45960918.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $115960501.83      | $114689317.06      | Agency Mortgage-Backed Securities         |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $2821250.00        | $2782674.11        | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $16944444.44       | $12045099.54       | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $8312097.22        | $6847339.45        | Agency Debentures and Agency Strips       |
| FCSB 3 7/8 FCSB 29 FB     | 2029-03-27      | 3.8750%  |  | $847.22            | $846.68            | Agency Debentures and Agency Strips       |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $84.72             | $85.19             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $169.44            | $168.99            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $101924476.39      | $102280159.03      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $847.22            | $846.57            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $5912717.46        | $6081015.13        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $508.33            | $517.16            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $4239500.00        | $4265174.55        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $16708916.67       | $16113823.52       | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $423.61            | $423.65            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $84.72             | $82.11             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $84.72             | $83.94             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $91840329.17       | $90816053.55       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $40869576.39       | $35798876.76       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $677.78            | $674.05            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $12357583.33       | $12322431.81       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $10930352.78       | $10406072.06       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $66817620.83       | $66847806.90       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $84.72             | $68.53             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $8471798.61        | $7759850.18        | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $79316605.56       | $68833531.38       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $5990200.00        | $5005466.05        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $135555555.56      | $118382351.75      | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $31995940.28       | $19195946.69       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $21179877.78       | $11677061.06       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $11013888.89       | $7612170.81        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $9316987.50        | $5150271.12        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $84.72             | $44.34             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $21176065.28       | $13146519.00       | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $13376283.33       | $8574878.26        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $13435588.89       | $9784905.56        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $20251915.28       | $14003472.13       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $6438719.44        | $5310504.61        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $12340300.00       | $9921439.62        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $56879534.72       | $46960887.74       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $16427808.33       | $16294724.93       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $12252697.22       | $12030126.37       | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $5395280.56        | $5638554.27        | U.S. Treasuries (including strips)        |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  |  | $5930555.56        | $5906833.33        | U.S. Treasuries (including strips)        |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  |  | $5954108.33        | $5887362.78        | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $138315127.78      | $137638766.80      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $6695343.06        | $6743823.63        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $84.72             | $84.21             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  |  | $11630497.22       | $11318217.73       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $13603508.33       | $10080703.98       | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $169.44            | $128.57            | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  |  | $350.43            | $260.88            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $8465529.17        | $6162439.40        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $10867150.00       | $11234324.72       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $9470504.17        | $9318708.73        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $4163758.33        | $4255937.27        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $84.72             | $83.48             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $106.31            | $56.43             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $3704818.06        | $3514126.06        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $16102559.72       | $16003206.93       | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $84.72             | $84.71             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $82352202.78       | $81314907.17       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $84.72             | $83.35             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $2266319.44        | $1983737.33        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $18887463.89       | $19035374.40       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $55056566.67       | $55868366.77       | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $84.72             | $49.12             | U.S. Treasuries (including strips)        |

### Security 120: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.650%, 5/1/2026
- **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: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $195000000.00
- **C.18.a - Value (excl. sponsor support):** $195000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $5780380.28        | $5678819.41        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $40.48             | $39.83             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $148.44            | $147.91            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  |  | $13.49             | $13.01             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $2698961.94        | $2691284.66        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $3238781.31        | $3149293.61        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $13.49             | $12.91             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $13.49             | $13.26             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $4973269.20        | $4315964.85        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $188.93            | $137.53            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  |  | $14.83             | $11.39             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $80.97             | $81.01             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $13.49             | $13.60             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $13.49             | $10.24             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $107.96            | $109.08            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 33          | 2033-01-31      | 4.0000%  |  | $40.48             | $40.35             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $121.45            | $119.92            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $13.49             | $11.13             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $67.47             | $69.38             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $40.48             | $22.32             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $6372559.52        | $6371857.30        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $13.49             | $8.71              | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $1354892.39        | $1337170.19        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $134.95            | $129.92            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $13494809.69       | $12847972.69       | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $270.93            | $143.81            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $13.49             | $13.57             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $13.49             | $13.72             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $161.94            | $166.32            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $608028.65         | $616118.82         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $1170593.77        | $1110341.73        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $556296.54         | $538303.13         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $4491477.51        | $4619549.38        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $13.49             | $13.47             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $13454743.60       | $13461473.94       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $26.99             | $27.14             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $13.49             | $13.08             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $161.94            | $102.07            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $5378855.71        | $5123418.21        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $6072394.46        | $6238258.03        | U.S. Treasuries (including strips)        |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $18.66             | $19.25             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $6.48              | $6.72              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-02O FC     | 2074-11-20      | 4.4901%  |  | $340220.32         | $342551.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-17O DF     | 2072-07-20      | 4.4401%  |  | $481835.67         | $484188.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O EF     | 2070-12-20      | 4.9786%  |  | $90761.20          | $92045.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.1401%  |  | $344755.57         | $349677.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 4.8229%  |  | $177907.70         | $180552.76         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2962GB 04/15/35 | 2035-04-15      | 6.0000%  |  | $150579.27         | $154814.81         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL039FB R24F039 | 2054-06-25      | 4.9952%  |  | $3114318.38        | $3143414.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4401%  |  | $127.57            | $128.55            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3110CQ 02/15/36 | 2036-02-15      | 5.5000%  |  | $119.99            | $123.39            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 4.9986%  |  | $75797.54          | $76882.09          | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  |  | $156.83            | $158.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $320520.90         | $345705.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $6285657.34        | $6216752.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $2312441.47        | $2411421.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $1082.98           | $1054.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6178 | 2056-04-01      | 5.0000%  |  | $1807595.65        | $1790887.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $2166921.19        | $2106908.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3183 | 2052-03-01      | 4.0000%  |  | $144.55            | $136.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA0511 | 2037-10-01      | 3.5000%  |  | $477233.04         | $457861.88         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5097 | 2032-10-01      | 4.4800%  |  | $136.30            | $136.28            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $404.84            | $407.49            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4196 | 2035-06-01      | 5.0800%  |  | $404.84            | $418.18            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4128 | 2035-06-01      | 5.2150%  |  | $1298321.07        | $1350578.45        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $148.44            | $150.36            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3831 | 2032-06-01      | 4.4650%  |  | $134.95            | $135.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $238.23            | $244.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6820 | 2053-02-01      | 5.5000%  |  | $98523.40          | $101699.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX6271 | 2053-01-01      | 6.5000%  |  | $79.56             | $83.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0436 | 2051-04-01      | 2.0000%  |  | $1718654.21        | $1387041.79        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  |  | $138.19            | $109.21            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $19.50             | $18.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $2306973.38        | $2366466.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $95.85             | $95.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2273 | 2032-08-01      | 3.0000%  |  | $124459.45         | $120711.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM0238 | 2045-10-01      | 4.0000%  |  | $320418.02         | $306749.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $21.44             | $20.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $3418728.08        | $3077356.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA7709 | 2056-03-01      | 5.0000%  |  | $2582052.79        | $2554718.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA7387 | 2056-03-01      | 5.0000%  |  | $2580444.27        | $2552156.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $812.12            | $803.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  |  | $115.47            | $118.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1587 | 2051-01-01      | 2.0000%  |  | $90.32             | $72.77             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1402 | 2029-02-01      | 3.6800%  |  | $138.19            | $136.63            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092 | 2033-10-01      | 3.6900%  |  | $264.23            | $251.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7289 | 2055-07-01      | 6.0000%  |  | $200866.34         | $206368.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $268.32            | $281.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  |  | $41938.31          | $44566.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7968 | 2055-05-01      | 6.5000%  |  | $111.56            | $117.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1884 | 2054-12-01      | 6.0000%  |  | $257829.26         | $264830.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU6061 | 2043-09-01      | 4.5000%  |  | $17.12             | $16.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  |  | $208.36            | $188.98            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9592 | 2033-08-01      | 3.8100%  |  | $134.95            | $129.39            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9168 | 2030-06-01      | 3.5500%  |  | $134.95            | $131.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3523 | 2042-09-01      | 3.5000%  |  | $1799276.86        | $1699102.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $169.02            | $172.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $4018956.82        | $4095375.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7576 | 2052-06-01      | 5.0000%  |  | $99.20             | $99.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7309 | 2052-05-01      | 3.5000%  |  | $2473982.94        | $2262651.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  |  | $94538.54          | $96996.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0325 | 2052-09-01      | 4.5000%  |  | $294328.98         | $287371.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $219.16            | $176.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $121.09            | $117.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3261 | 2056-01-01      | 5.5000%  |  | $2033043.69        | $2052094.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3547 | 2041-12-01      | 4.0000%  |  | $14.90             | $14.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $5295.24           | $5568.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  |  | $93157.23          | $90175.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1211 | 2054-08-01      | 6.0000%  |  | $131.28            | $136.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $1037117.12        | $1046812.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5942 | 2055-06-01      | 6.5000%  |  | $133.86            | $140.86            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4919 | 2032-10-01      | 4.5900%  |  | $134.95            | $135.83            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6155 | 2032-08-01      | 3.0600%  |  | $134.95            | $124.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  |  | $134.13            | $141.25            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $539.79            | $543.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $133.49            | $125.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0856 | 2055-08-01      | 5.5000%  |  | $250.12            | $254.87            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  |  | $2156974.21        | $2200922.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $74.41             | $71.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8122 | 2055-08-01      | 6.5000%  |  | $154.33            | $162.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $1901682.42        | $1919407.16        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  |  | $138.46            | $138.46            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  |  | $321.85            | $327.75            | Agency Mortgage-Backed Securities         |
| FHLB 2.47 FHOR 22-36 EL   | 2036-04-21      | 2.4700%  |  | $1349.48           | $1098.43           | Agency Debentures and Agency Strips       |
| FMAC FMZC 01/02/34 A      | 2034-01-02      | 0.0000%  |  | $269.90            | $189.47            | Agency Debentures and Agency Strips       |
| FNMA FNRA CL005A2 R17M005 | 2029-04-25      | 3.1199%  |  | $206.20            | $200.62            | Agency Mortgage-Backed Securities         |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $26.99             | $15.30             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $20242767.82       | $14842152.82       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $67.47             | $41.89             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $13.49             | $9.83              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $7701568.86        | $5729525.14        | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  |  | $279.09            | $207.77            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $26.99             | $22.90             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $26.99             | $20.69             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $13.49             | $13.02             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $26.99             | $24.73             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE K 33      | 2033-04-30      | 4.1250%  |  | $404.84            | $402.00            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 31      | 2031-04-30      | 3.8750%  |  | $5465384.43        | $5418819.35        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AY 28     | 2028-02-29      | 3.3750%  |  | $13.49             | $13.44             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  |  | $40.48             | $40.32             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $26.99             | $26.82             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $13.49             | $13.38             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $13.49             | $13.46             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $175.43            | $173.90            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $134.95            | $135.28            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $364.36            | $366.88            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $13.49             | $13.69             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $107.96            | $107.87            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $134.95            | $136.24            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $13.49             | $13.68             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $256.40            | $260.80            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $13.49             | $13.86             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $134.95            | $137.10            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $2526646.71        | $2537005.96        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $26.99             | $26.85             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $107.96            | $109.19            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $13.49             | $13.66             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $20242214.53       | $20617341.58       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $40.48             | $41.85             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $80.97             | $82.95             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $269.90            | $272.84            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $1065307.27        | $1079498.45        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $26.99             | $27.42             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $67.47             | $66.17             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  |  | $3373702.42        | $3336019.22        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $6072664.36        | $6144897.87        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $13111152.25       | $13112201.14       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $26.99             | $27.16             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $201018.69         | $201782.45         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $134.95            | $136.00            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $107595.38         | $107258.32         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $134.95            | $127.72            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $53.98             | $53.48             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $134.95            | $133.44            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $13.49             | $11.71             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $269.90            | $256.02            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $9499266.44        | $9460973.79        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  |  | $55170.49          | $55442.85          | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  |  | $172.35            | $168.49            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $53.98             | $53.68             | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.640%, 5/1/2026
- **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):** $1521279000.00
- **C.18.a - Value (excl. sponsor support):** $1521279000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  |  | $252894986.91      | $251132308.86      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $489786423.00      | $494141186.35      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $260368117.87      | $262883613.38      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $291724416.37      | $274280115.95      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $32443537.58       | $32987092.15       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $232626682.54      | $236280279.29      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.640%, 5/1/2026
- **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):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 31 | 2031-04-30      | 3.8750%  |  | $1092203520.00     | $1084590861.47     | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32 | 2032-08-15      | 2.7500%  |  | $24941610.00       | $23139417.73       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34 | 2034-08-15      | 3.8750%  |  | $431750880.00      | $422269747.56      | U.S. Treasuries (including strips) |

### Security 123: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.630%, 5/15/2026
- **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):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $2163682560.00     | $2199904888.62     | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $436364160.00      | $430446289.41      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $425165557.50      | $429648846.61      | U.S. Treasuries (including strips) |

### Security 124: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.630%, 5/15/2026
- **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):** $2650000000.00
- **C.18.a - Value (excl. sponsor support):** $2650000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $1306313472.00     | $1321572440.28     | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $602559120.00      | $598242989.02      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $317484416.00      | $294544118.20      | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 31  | 2031-04-15      | 1.2500%  |  | $491145655.55      | $488640466.49      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.660%, 5/1/2026
- **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: 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:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 4206PY 05/15/43 | 2043-05-15      | 3.0000%  |  | $4961584.00        | $4245978.05        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLSD7408 | 2055-01-01      | 5.5000%  |  | $697831.65         | $713817.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTFS3462 | 2042-09-01      | 2.5000%  |  | $186862.98         | $169221.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0204 | 2055-01-01      | 6.0000%  |  | $281816.52         | $290657.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5219 | 2055-09-01      | 6.0000%  |  | $1170645.95        | $1219250.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX8567 | 2055-03-01      | 6.0000%  |  | $4160502.54        | $4319368.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA6055 | 2056-05-01      | 6.0000%  |  | $25751200.00       | $26463306.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  |  | $252915.20         | $250999.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2474 | 2056-04-01      | 6.5000%  |  | $5776188.08        | $6079057.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFS7510 | 2039-04-01      | 5.5000%  |  | $5065.97           | $5200.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6888 | 2050-11-01      | 2.5000%  |  | $54213.03          | $46736.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  |  | $584331.24         | $601860.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  |  | $67974.04          | $66399.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1263 | 2052-04-01      | 4.0000%  |  | $205595.58         | $195208.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS0160 | 2033-06-01      | 2.5000%  |  | $74655.75          | $71789.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA5449 | 2049-02-01      | 6.0000%  |  | $5242464.00        | $5514392.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9791 | 2055-01-01      | 5.5000%  |  | $7626102.68        | $7834093.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6522 | 2053-06-01      | 5.5000%  |  | $37273313.36       | $38469732.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  |  | $106539.28         | $97647.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9345 | 2055-06-01      | 6.5000%  |  | $63892.16          | $66623.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA4919 | 2051-03-01      | 3.0000%  |  | $36983.03          | $32782.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $19120.42          | $19642.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF8373 | 2056-02-01      | 6.0000%  |  | $2340819.75        | $2419570.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5122 | 2055-10-01      | 6.5000%  |  | $8122.69           | $8587.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $73857.35          | $73648.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9942 | 2055-05-01      | 6.5000%  |  | $1171085.88        | $1237362.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1136 | 2055-10-01      | 5.5000%  |  | $1496615.04        | $1520699.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0012 | 2052-07-01      | 3.5000%  |  | $8302.72           | $7586.94           | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.650%, 5/1/2026
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 03.000 CLSL3961 | 2053-02-01      | 3.0000%  |  | $39394.87          | $34549.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CNMA5985 | 2036-02-01      | 4.5000%  |  | $1637939.43        | $1639172.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA4766 | 2042-09-01      | 4.5000%  |  | $82698.55          | $81845.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA3720 | 2034-05-01      | 4.5000%  |  | $160197.68         | $160525.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $178937.47         | $170681.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.600 CA908287 | 2036-12-01      | 5.6000%  |  | $55934.26          | $57023.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7362 | 2050-04-01      | 3.0000%  |  | $25432367.39       | $22683679.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6544 | 2053-12-01      | 6.0000%  |  | $5279.53           | $5464.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $119439.66         | $114685.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM8857 | 2051-10-01      | 2.0000%  |  | $36830.30          | $30086.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $36023.65          | $33125.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFM6247 | 2050-04-01      | 5.5000%  |  | $53871.85          | $55033.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB7571 | 2054-07-01      | 7.0000%  |  | $774439.74         | $829160.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV0691 | 2043-12-01      | 4.0000%  |  | $728650.03         | $703403.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM6568 | 2051-03-01      | 2.5000%  |  | $426261.20         | $362851.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $10269585.70       | $9845782.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8239 | 2056-03-01      | 5.5000%  |  | $410463.99         | $417299.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $21793.00          | $21165.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7929 | 2052-09-01      | 4.5000%  |  | $4855491.92        | $4702616.76        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN0752 C     | 2065-10-20      | 6.0000%  |  | $2289790.18        | $2358399.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5878 | 2055-11-01      | 6.0000%  |  | $1290130.87        | $1325284.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA6609 | 2056-02-01      | 6.0000%  |  | $1089071.77        | $1136996.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5030 | 2055-10-01      | 5.5000%  |  | $742515.48         | $757127.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4042 | 2035-06-01      | 2.0000%  |  | $784587.45         | $721774.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2833 | 2055-09-01      | 5.5000%  |  | $4829785.54        | $4878404.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG0749 | 2056-01-01      | 6.5000%  |  | $2411552.16        | $2559460.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0575 | 2056-01-01      | 5.5000%  |  | $177555.20         | $180747.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $14386305.37       | $14686210.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6045 | 2053-07-01      | 5.5000%  |  | $69019.46          | $69900.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO4041 | 2049-11-01      | 3.5000%  |  | $1492995.93        | $1390136.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBK2229 | 2050-04-01      | 2.5000%  |  | $322613.79         | $271283.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3772 | 2047-07-01      | 4.5000%  |  | $4776633.71        | $4707047.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2486 | 2055-02-01      | 6.0000%  |  | $8742670.45        | $9056456.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7838 | 2055-01-01      | 6.5000%  |  | $3218688.05        | $3354668.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1067 | 2054-06-01      | 6.0000%  |  | $195792.42         | $202698.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9570 | 2054-08-01      | 6.5000%  |  | $940760.79         | $1001701.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU2566 | 2043-07-01      | 3.5000%  |  | $228373.22         | $213419.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6585 | 2046-02-01      | 3.5000%  |  | $15869526.99       | $14857756.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3RRF5005 | 2035-06-01      | 2.0000%  |  | $133303.35         | $126226.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7777 | 2053-07-01      | 5.5000%  |  | $290225.39         | $298535.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE0392 | 2052-04-01      | 3.0000%  |  | $36161059.50       | $31985710.72       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $14606.92          | $14473.82          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0193 M     | 2055-02-20      | 6.0000%  |  | $658628.10         | $668769.87         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL8478 C     | 2065-09-20      | 7.0000%  |  | $1686022.63        | $1762183.45        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL8443 C     | 2065-09-20      | 7.0000%  |  | $1712705.76        | $1790071.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5177 | 2056-02-01      | 5.5000%  |  | $10462533.55       | $10668525.72       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0093 | 2053-10-01      | 6.0000%  |  | $7618.68           | $7873.50           | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.650%, 5/1/2026
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNMS 02.940 MLBS4813 | 2052-03-01      | 2.9400%  |  | $2697523.81        | $2105509.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2632 | 2055-09-01      | 5.5000%  |  | $4142975.44        | $4220277.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA5872 | 2053-12-01      | 6.5000%  |  | $1111670.03        | $1167946.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3593 | 2055-04-01      | 5.5000%  |  | $19213802.78       | $19578933.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8966 | 2055-10-01      | 5.5000%  |  | $13112164.76       | $13234954.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD2672 | 2055-04-01      | 7.0000%  |  | $501726.19         | $540696.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5837 | 2056-02-01      | 5.5000%  |  | $568232.57         | $582522.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0113 | 2056-04-01      | 6.5000%  |  | $375997.46         | $391866.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5781 | 2056-01-01      | 6.5000%  |  | $4788096.37        | $5099639.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  |  | $3053.23           | $3204.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3592 | 2055-11-01      | 6.0000%  |  | $67763724.34       | $70433298.82       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ5416 | 2055-10-01      | 5.5000%  |  | $624778.75         | $636293.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9173 | 2055-03-01      | 7.0000%  |  | $594343.51         | $638214.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX8549 | 2055-03-01      | 6.5000%  |  | $1764349.75        | $1866304.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0236 | 2039-10-01      | 5.5000%  |  | $1795243.63        | $1850408.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  |  | $587760.45         | $593165.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB2296 | 2050-08-01      | 2.0000%  |  | $29764.35          | $24307.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3084 | 2053-06-01      | 6.0000%  |  | $84333.76          | $87853.72          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A92541 G | 2040-06-01      | 4.5000%  |  | $13427.23          | $13364.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $4527276.73        | $4581054.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $707624.82         | $649614.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3540 | 2033-12-01      | 3.5000%  |  | $18702.95          | $18349.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $85895.63          | $85552.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  |  | $2466.00           | $2502.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3353 | 2052-11-01      | 4.5000%  |  | $5362380.74        | $5223977.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0408 | 2052-01-01      | 3.0000%  |  | $66205.98          | $59230.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  |  | $18569.45          | $18857.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM7877 | 2036-03-01      | 3.5000%  |  | $13922.49          | $13615.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9805 | 2056-02-01      | 5.5000%  |  | $1452790.78        | $1475247.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB2014 | 2041-07-01      | 2.5000%  |  | $38347.57          | $34549.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  |  | $96254.07          | $81789.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  |  | $537649.63         | $534105.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  |  | $16341.36          | $16474.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1230 | 2055-09-01      | 6.5000%  |  | $556834.47         | $592111.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4143 | 2055-08-01      | 6.0000%  |  | $1059493.05        | $1105729.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB5019 | 2054-06-01      | 7.0000%  |  | $415067.29         | $446394.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA7496 | 2054-02-01      | 7.0000%  |  | $203818.97         | $218189.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CNMA3550 | 2028-12-01      | 4.0000%  |  | $16880.15          | $16870.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $132298.43         | $123454.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0835 | 2054-02-01      | 5.5000%  |  | $3192.95           | $3253.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5163 | 2053-10-01      | 4.5000%  |  | $133871.84         | $129394.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0461 | 2055-10-01      | 6.0000%  |  | $3018509.80        | $3138985.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX2834 | 2054-12-01      | 5.0000%  |  | $14630.56          | $14546.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG9373 | 2056-05-01      | 5.0000%  |  | $4998920.00        | $4962901.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4249 | 2056-03-01      | 5.0000%  |  | $57189063.83       | $56844258.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $164008.77         | $156476.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0052 | 2053-10-01      | 6.5000%  |  | $23919.94          | $24970.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3673 | 2053-01-01      | 6.0000%  |  | $347175.57         | $358782.46         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.640%, 5/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $395000000.00
- **C.18.a - Value (excl. sponsor support):** $395000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  |  | $96165755.97       | $95495480.65       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $21548467.30       | $21539955.65       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $59450133.33       | $60484113.70       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $23802352.20       | $24269068.72       | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  |  | $22347412.49       | $22511687.57       | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  |  | $12069808.81       | $12084304.64       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $10867220.13       | $9505062.23        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $18586560.25       | $17347691.15       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $12055648.43       | $11547176.08       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $48238890.57       | $35425033.89       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $45303505.66       | $32273794.94       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $1583179.87        | $1559084.12        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $18962533.96       | $18749549.71       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $2591647.17        | $2588580.96        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $23855615.09       | $23904632.85       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $13829422.01       | $13614786.17       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  3.650%, 5/1/2026
- **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: 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:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $20421800.00       | $20446535.99       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $196000.00         | $200102.71         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $400.00            | $307.29            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $999200.00         | $986377.11         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $219900.00         | $209535.17         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $183000.00         | $187382.52         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51157519.89       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $36922200.00       | $37152250.66       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $999000.00         | $1015875.60        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $100801000.00      | $99135219.48       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $1000000.00        | $1028400.98        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $1100.00           | $1103.69           | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $300.11            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $400.00            | $407.28            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AM 29     | 2029-04-15      | 3.8750%  |  | $3459000.00        | $3460411.67        | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  |  | $69300.00          | $68052.25          | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $300.00            | $165.95            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $783200.00         | $781712.35         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $407900.00         | $401555.09         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $800.00            | $590.30            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $969300.00         | $978664.70         | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $49235200.00       | $49172103.60       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $800.00            | $801.52            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $3038000.00        | $2433472.09        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $189000.00         | $186999.62         | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $54999900.00       | $55215757.48       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $400.00            | $339.96            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $707400.00         | $719251.68         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $3879100.00        | $3886877.49        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $200.00            | $152.98            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $9569900.00        | $6765474.75        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $3002100.00        | $2629606.40        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $400.00            | $389.24            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $700.00            | $521.42            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $999500.00         | $1019861.97        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $85150100.00       | $86548591.36       | U.S. Treasuries (including strips) |
| USTR BILL 08/27/26        | 2026-08-27      | 0.0000%  |  | $900.00            | $889.41            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $18459300.00       | $18945299.31       | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $7028500.00        | $4079555.05        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $208867100.00      | $206286820.90      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $8079600.00        | $8002611.38        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $3749200.00        | $3760690.67        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $201800.00         | $202084.78         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $33843900.00       | $33840070.40       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $1000.00           | $1004.72           | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $7195700.00        | $7318022.63        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $988900.00         | $1004905.30        | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $43800900.00       | $43487154.15       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $32133000.00       | $32004178.80       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $9028000.00        | $9057351.36        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $200.00            | $201.41            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $40326000.00       | $41130217.18       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $999700.00         | $1017087.18        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $888700.00         | $919477.57         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $28390000.00       | $28917371.24       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $100.00            | $102.07            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $24822500.00       | $25181357.65       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $420000.00         | $420766.08         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $7908600.00        | $7951211.54        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $100.00            | $100.16            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $19600.00          | $19169.59          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $2821200.00        | $2858390.68        | U.S. Treasuries (including strips) |
| FMAC FEPC 05.500 CLTB2156 | 2056-04-01      | 5.5000%  |  | $6267240.00        | $6394292.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2149 | 2056-05-01      | 5.5000%  |  | $4110858.00        | $4205574.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2147 | 2056-05-01      | 5.5000%  |  | $3704014.00        | $3794208.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTB1647 | 2056-04-01      | 6.5000%  |  | $1050.00           | $1119.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0456 | 2056-05-01      | 5.0000%  |  | $4812.00           | $4759.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIRR0093 | 2041-05-01      | 6.0000%  |  | $253500.00         | $263130.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1065 | 2054-03-01      | 5.5000%  |  | $149976.09         | $151676.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL5052 | 2056-02-01      | 6.5000%  |  | $2275872.00        | $2386825.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1424 | 2054-04-01      | 4.5000%  |  | $611948.55         | $591864.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA6061 | 2041-05-01      | 5.0000%  |  | $1151046.00        | $1162669.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  |  | $36134.03          | $37079.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $66346.48          | $60907.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL975312 | 2038-05-01      | 6.0000%  |  | $68.84             | $72.29             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL899499 | 2037-05-01      | 6.0000%  |  | $17.28             | $18.02             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  |  | $5057.88           | $5236.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  |  | $290855.54         | $270594.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4395 | 2055-12-01      | 5.5000%  |  | $310981.86         | $315559.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0970 | 2055-03-01      | 6.0000%  |  | $9156136.43        | $9400324.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDG9673 | 2056-02-01      | 6.5000%  |  | $1000.00           | $1051.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9434 | 2056-05-01      | 5.5000%  |  | $1010.00           | $1019.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9305 | 2056-05-01      | 5.5000%  |  | $1148219.00        | $1179911.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9299 | 2056-05-01      | 5.5000%  |  | $1030506.00        | $1056106.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG9774 | 2056-05-01      | 6.0000%  |  | $3868150.00        | $4007837.92        | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SODG8576 | 2056-04-01      | 4.6650%  |  | $4955364.00        | $4932702.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8947 | 2056-05-01      | 5.5000%  |  | $1804600.00        | $1833821.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG7250 | 2056-04-01      | 6.0000%  |  | $1919816.00        | $1988068.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG7237 | 2056-03-01      | 4.5000%  |  | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG6638 | 2056-04-01      | 6.0000%  |  | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG6646 | 2056-05-01      | 6.0000%  |  | $1000.00           | $1033.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3404 | 2056-04-01      | 5.5000%  |  | $2881169.00        | $2907809.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3394 | 2056-04-01      | 5.5000%  |  | $1393617.00        | $1427787.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4020 | 2052-07-01      | 4.0000%  |  | $3623.35           | $3417.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2839 | 2052-02-01      | 2.0000%  |  | $310771.42         | $253076.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  |  | $130003.28         | $120307.56         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ6734 | 2036-04-01      | 4.4250%  |  | $412400.00         | $405278.09         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ6437 | 2031-04-01      | 4.1500%  |  | $1700.00           | $1688.48           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0009 | 2028-12-01      | 5.0600%  |  | $996.20            | $1017.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $14655.15          | $12391.68          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9403 | 2028-09-01      | 4.8800%  |  | $3110368.00        | $3158955.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL836527 | 2035-10-01      | 6.0000%  |  | $12.56             | $12.99             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7905 | 2052-10-01      | 4.5000%  |  | $64714.03          | $62914.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  |  | $15446.26          | $14654.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $1403.61           | $1420.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3505 | 2053-06-01      | 6.0000%  |  | $83913.80          | $86524.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2667 | 2053-03-01      | 5.5000%  |  | $103839.08         | $105260.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  |  | $33120.72          | $30449.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4722 | 2047-06-01      | 3.5000%  |  | $211.20            | $196.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4633 | 2045-10-01      | 3.5000%  |  | $47816.25          | $44644.47          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4596 | 2044-12-01      | 3.5000%  |  | $83.46             | $77.94             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA1337 | 2042-08-01      | 3.5000%  |  | $1274.73           | $1199.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM6152 | 2048-04-01      | 3.5000%  |  | $43464.56          | $40206.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL8471 | 2044-09-01      | 3.5000%  |  | $61107.13          | $57070.05          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC D98784 G | 2031-09-01      | 4.0000%  |  | $86.53             | $86.15             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004310 M     | 2038-12-20      | 6.0000%  |  | $25.48             | $25.78             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DQ4915 C     | 2056-03-20      | 5.5000%  |  | $1276425.00        | $1310590.50        | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CW0775       | 2066-12-15      | 5.8100%  |  | $10569.00          | $10842.97          | Agency Mortgage-Backed Securities  |
| GNMA GNII FS MA5425 M     | 2041-08-20      | 4.5000%  |  | $1331.59           | $1296.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $340685.30         | $305974.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTB2298 | 2056-03-01      | 6.0000%  |  | $1538821.00        | $1593948.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2175 | 2056-04-01      | 5.5000%  |  | $2450321.00        | $2473051.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB2174 | 2056-05-01      | 5.0000%  |  | $25867190.00       | $25680811.15       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 3PZA3168 | 2044-07-01      | 4.5000%  |  | $22.54             | $21.63             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7740 | 2051-06-01      | 2.5000%  |  | $665838.97         | $559053.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD4803 | 2052-01-01      | 2.5000%  |  | $71711.14          | $60208.95          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL3759 | 2042-09-01      | 3.5000%  |  | $49965.33          | $47007.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7312 M     | 2051-04-20      | 2.5000%  |  | $53555.21          | $45960.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9314 | 2056-04-01      | 5.5000%  |  | $1916531.00        | $1957057.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG8922 | 2056-01-01      | 6.0000%  |  | $82746.00          | $85561.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  |  | $55440.71          | $51777.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6030 M     | 2049-07-20      | 3.5000%  |  | $35.39             | $31.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV4195 | 2052-03-01      | 3.0000%  |  | $3078772.70        | $2734771.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG8948 | 2056-03-01      | 6.0000%  |  | $1805942.00        | $1871895.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG6637 | 2056-05-01      | 6.0000%  |  | $1000.00           | $1044.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB2168 | 2056-05-01      | 5.0000%  |  | $5252881.00        | $5205661.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5434 | 2056-04-01      | 5.0000%  |  | $1024.00           | $1019.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL7538 | 2043-12-01      | 3.5000%  |  | $58871.98          | $55240.19          | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX WSBM7721 | 2050-04-01      | 6.2930%  |  | $7843.59           | $8212.54           | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SODG5738 | 2056-03-01      | 4.9600%  |  | $100480.88         | $101342.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $893669.38         | $798755.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL5050 | 2056-03-01      | 6.5000%  |  | $225000.00         | $236185.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA6054 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1010.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  |  | $8450.24           | $7979.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2299 | 2056-03-01      | 5.5000%  |  | $1227380.00        | $1243499.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2152 | 2056-05-01      | 5.5000%  |  | $4325579.00        | $4420203.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  |  | $121937.93         | $123169.11         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5426 | 2035-11-01      | 4.4800%  |  | $19174400.00       | $18981656.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3393 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1026.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  |  | $4998.18           | $4765.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  |  | $166420.45         | $168545.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8906 | 2056-05-01      | 5.5000%  |  | $1580667.00        | $1607632.48        | Agency Mortgage-Backed Securities  |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $207200.00         | $211134.50         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $9071700.00        | $9284190.04        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $350500.00         | $360182.69         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $127728400.00      | $131044356.99      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $2757000.00        | $2781512.89        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $999200.00         | $1006191.55        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $999400.00         | $1008787.86        | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $459200.00         | $463028.01         | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $329800.00         | $334238.85         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $7211400.00        | $7215928.32        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $999800.00         | $1032640.47        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $2148800.00        | $2227734.79        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $999200.00         | $1021813.89        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $13238000.00       | $13317791.94       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $999500.00         | $1008557.72        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $999800.00         | $1017209.56        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $94700.00          | $95712.76          | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $300.00            | $302.90            | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $50000000.00       | $50770433.43       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $196900.00         | $198785.27         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $2967400.00        | $2861854.09        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $200.00            | $203.29            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $9926400.00        | $10050483.02       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $2227300.00        | $2261753.54        | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $700.00            | $700.84            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $952400.00         | $958865.03         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $553200.00         | $513227.73         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $400.00            | $386.59            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $6789400.00        | $6420041.04        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $53343800.00       | $47398306.65       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $500.00            | $493.96            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1400.00           | $1384.61           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $1931700.00        | $1815874.48        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $50000000.00       | $49569610.33       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $2000000.00        | $1880405.62        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $4104800.00        | $3566949.08        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $999500.00         | $631349.01         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $6289300.00        | $3060428.56        | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $600.00            | $285.25            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $159500.00         | $102326.09         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $100.00            | $62.03             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $7993400.00        | $5732432.45        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $9210000.00        | $6716075.65        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $200.00            | $146.49            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $22575000.00       | $17149846.22       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $19258900.00       | $14183863.94       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $524800.00         | $373444.79         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $200.00            | $130.18            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $441800.00         | $305930.19         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $100.00            | $68.88             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $100.00            | $74.21             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $1400.00           | $1074.79           | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  |  | $100.00            | $97.59             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $500.00            | $482.94            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $15700.00          | $15600.29          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $2459400.00        | $2418106.55        | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $100.00            | $90.37             | U.S. Treasuries (including strips) |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $300.00            | $322.35            | U.S. Treasuries (including strips) |
| USTR BILL 08/18/26        | 2026-08-18      | 0.0000%  |  | $8000000.00        | $7912632.00        | U.S. Treasuries (including strips) |
| USTR BILL 08/11/26        | 2026-08-11      | 0.0000%  |  | $783000.00         | $775004.79         | U.S. Treasuries (including strips) |
| USTR BILL 08/04/26        | 2026-08-04      | 0.0000%  |  | $800000.00         | $792403.20         | U.S. Treasuries (including strips) |
| USTR BILL 07/28/26        | 2026-07-28      | 0.0000%  |  | $200.00            | $198.25            | U.S. Treasuries (including strips) |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  |  | $1246000.00        | $1225250.36        | U.S. Treasuries (including strips) |
| USTR BILL 09/17/26        | 2026-09-17      | 0.0000%  |  | $2400.00           | $2366.71           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11500600.00       | $11283935.18       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $179228500.00      | $169285863.33      | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $100.00            | $90.83             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $9765600.00        | $8736733.94        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $16408400.00       | $15816870.02       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $24124500.00       | $24174070.25       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $134100.00         | $131909.85         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $1100.00           | $890.27            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $9999700.00        | $9173220.21        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $600.00            | $425.42            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $10483800.00       | $7326443.25        | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $900.00            | $626.46            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $12416000.00       | $7821221.86        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $1352700.00        | $874097.49         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $114800.00         | $60113.95          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $598900.00         | $570499.23         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $500.00            | $448.76            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $100.00            | $95.25             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $999700.00         | $953105.79         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $100.00            | $87.72             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $936200.00         | $888483.69         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $600.00            | $569.89            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $30800.00          | $26939.36          | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $500.00            | $478.78            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $821500.00         | $713950.55         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $998900.00         | $962953.04         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $999800.00         | $966988.74         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $5964800.00        | $5238311.35        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $170900.00         | $156744.40         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  |  | $999500.00         | $994009.96         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $400.00            | $402.60            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $6054000.00        | $5880710.44        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $13789900.00       | $13596795.61       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  |  | $15000.00          | $14478.34          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  |  | $900.00            | $876.26            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $6900.00           | $6746.50           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $290300.00         | $280311.52         | U.S. Treasuries (including strips) |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  |  | $889600.00         | $879763.69         | U.S. Treasuries (including strips) |
| USTR BILL 02/18/27        | 2027-02-18      | 0.0000%  |  | $917900.00         | $891370.85         | U.S. Treasuries (including strips) |
| USTR BILL 05/26/26        | 2026-05-26      | 0.0000%  |  | $1000000.00        | $997512.00         | U.S. Treasuries (including strips) |
| USTR BILL 05/12/26        | 2026-05-12      | 0.0000%  |  | $1548000.00        | $1546308.04        | U.S. Treasuries (including strips) |
| USTR BILL 07/16/26        | 2026-07-16      | 0.0000%  |  | $396000.00         | $392996.74         | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27        | 2027-01-21      | 0.0000%  |  | $200.00            | $194.81            | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26        | 2026-12-24      | 0.0000%  |  | $300.00            | $293.01            | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  |  | $57300.00          | $57146.67          | U.S. Treasuries (including strips) |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  |  | $257000.00         | $256488.57         | U.S. Treasuries (including strips) |
| USTR BILL 05/07/26        | 2026-05-07      | 0.0000%  |  | $141100.00         | $141015.90         | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $67200.00          | $66364.70          | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $200.00            | $198.62            | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $142500.00         | $142315.89         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 31      | 2031-04-30      | 3.8750%  |  | $83175000.00       | $82595270.25       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AL 29     | 2029-03-15      | 3.5000%  |  | $157400.00         | $156329.99         | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33          | 2033-01-31      | 4.0000%  |  | $396400.00         | $395752.78         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  |  | $400.00            | $399.02            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  |  | $500.00            | $499.77            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $168216300.00      | $167062038.57      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  |  | $315327000.00      | $312356720.15      | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $9999000.00        | $9885746.74        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $71123000.00       | $69392648.53       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $2800.00           | $2794.04           | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $800.00            | $715.66            | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $491300.00         | $426690.39         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $88072300.00       | $90538163.83       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $995100.00         | $993083.24         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  |  | $3590300.00        | $3612073.76        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $1998800.00        | $2015176.05        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $36352200.00       | $37172631.00       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  |  | $2192000.00        | $2198492.36        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $999900.00         | $986903.30         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $140123700.00      | $98135702.97       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $200.00            | $188.19            | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $984500.00         | $992832.25         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $2942500.00        | $2922054.63        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $1000.00           | $1011.75           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $14296900.00       | $8586238.44        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $29252600.00       | $28702718.74       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $1000.00           | $1002.00           | U.S. Treasuries (including strips) |
| USTR BILL 04/15/27        | 2027-04-15      | 0.0000%  |  | $66327100.00       | $64030059.87       | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $2594900.00        | $2608486.04        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $120039000.00      | $123435234.91      | U.S. Treasuries (including strips) |
| USTR BILL 05/19/26        | 2026-05-19      | 0.0000%  |  | $45800.00          | $45717.93          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $300.00            | $301.93            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $198400.00         | $194344.71         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $2118400.00        | $2180507.33        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $600.00            | $575.26            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $11001500.00       | $8021116.34        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  |  | $5400000.00        | $5290417.98        | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $194200.00         | $193267.84         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  3.640%, 5/1/2026
- **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):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TRFR AX 01/31/28 | 2028-01-31      | 3.7422%  |  | $1565800.00        | $1566152.31        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  |  | $151576800.00      | $151204317.18      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $400.00            | $401.18            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $154348100.00      | $154790141.09      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $245309000.00      | $241982175.64      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $1000.00           | $992.21            | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.8022%  |  | $200.00            | $200.21            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $1000.00           | $1016.18           | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.8032%  |  | $513700.00         | $514261.99         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $41420200.00       | $41554863.18       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $1098000.00        | $1136026.08        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $548892000.00      | $542621925.70      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $1031000.00        | $1026967.59        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $6000.00           | $6079.10           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $135750000.00      | $138892666.50      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $381386000.00      | $398595328.68      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $11000.00          | $10608.75          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $714800.00         | $724143.05         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $79700.00          | $80241.02          | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $193357200.00      | $186873300.67      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $400.00            | $347.59            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $85566400.00       | $81508707.79       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 46    | 2046-02-15      | 4.6250%  |  | $140843000.00      | $135944821.28      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  |  | $600200.00         | $584366.09         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $93747700.00       | $91662147.75       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $26700800.00       | $26286397.39       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $400.00            | $363.31            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $1031600.00        | $1014751.67        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $4044800.00        | $3542930.60        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $400.00            | $323.73            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $100.00            | $91.73             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $15471000.00       | $12948734.58       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $40074800.00       | $28414219.28       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $150590100.00      | $105237587.61      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $117780300.00      | $85872789.01       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $24007500.00       | $14418098.99       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $2400.00           | $1603.19           | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $16747200.00       | $10549578.50       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $1200.00           | $830.66            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $100.00            | $64.62             | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $121909000.00      | $91464044.43       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $6128000.00        | $3988699.56        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $27900.00          | $19319.72          | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $1105300.00        | $820296.26         | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $11945500.00       | $9237406.25        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $2650100.00        | $2077509.12        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $100.00            | $77.54             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $13570900.00       | $10870876.10       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $5641100.00        | $4330720.40        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $39400.00          | $35190.49          | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $5232100.00        | $5105776.99        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $6300600.00        | $6204705.84        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $100.00            | $98.32             | U.S. Treasuries (including strips) |
| USTR BILL 08/25/26    | 2026-08-25      | 0.0000%  |  | $1000.00           | $988.35            | U.S. Treasuries (including strips) |
| USTR BILL 02/18/27    | 2027-02-18      | 0.0000%  |  | $9995000.00        | $9706124.51        | U.S. Treasuries (including strips) |
| USTR BILL 06/25/26    | 2026-06-25      | 0.0000%  |  | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  |  | $12800.00          | $12710.78          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  |  | $400.00            | $398.55            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  |  | $8692200.00        | $8515809.47        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $284059000.00      | $282973808.30      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $65967400.00       | $67456214.99       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $640900.00         | $448854.63         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE B 36  | 2036-02-15      | 4.1250%  |  | $241309600.00      | $238216812.18      | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $509949300.00      | $453819828.55      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $2601400.00        | $1976239.64        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8252%  |  | $300.00            | $300.12            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $5000.00           | $4727.99           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $1000.00           | $869.08            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $371800.00         | $359111.19         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $1000.00           | $978.04            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $400.00            | $379.47            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $78381500.00       | $43244411.23       | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $1200.00           | $1201.45           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  |  | $450011200.00      | $452135673.04      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $1600.00           | $1638.32           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $33963200.00       | $32079103.68       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $5713600.00        | $5619180.27        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $6826100.00        | $7076852.41        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $77000.00          | $76718.33          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $33016000.00       | $32212753.74       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $5917000.00        | $4892501.69        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $13600.00          | $12956.51          | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $226000000.00      | $226886979.61      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $100.00            | $84.99             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $559157800.00      | $573879393.06      | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $112289900.00      | $65176471.32       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  3.640%, 5/1/2026
- **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):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $142198000.00      | $142660306.68      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $49999900.00       | $50738940.79       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $98000000.00       | $100295492.98      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $154495600.00      | $157524949.72      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $39000000.00       | $39603281.09       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $167500000.00      | $159049398.27      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $50000000.00       | $40466596.41       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $8000000.00        | $5590677.61        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $9999700.00        | $7914647.75        | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  |  | $156961000.00      | $156317930.78      | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  |  | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $106000000.00      | $108012825.22      | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.8022%  |  | $19999900.00       | $20021179.89       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $2757000.00        | $2792988.71        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  |  | $13999900.00       | $14138003.92       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $534700.00         | $540398.64         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $16479900.00       | $14435112.25       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.650%, 5/1/2026
- **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: 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:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLCC0212 | 2055-04-01      | 5.0000%  |  | $58053746.65       | $57721666.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  |  | $63411606.38       | $64599975.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  |  | $61998086.96       | $61949218.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  |  | $53231108.71       | $54769517.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3240 | 2055-08-01      | 6.0000%  |  | $62315042.98       | $64128057.60       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7270 | 2054-12-01      | 6.0000%  |  | $60464012.50       | $62389992.83       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  |  | $58540683.75       | $60046616.84       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4977 | 2045-05-01      | 3.0000%  |  | $67530916.52       | $61269224.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  |  | $65497910.51       | $65964110.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8777 | 2053-11-01      | 6.0000%  |  | $57921229.34       | $60268911.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8505 | 2053-09-01      | 5.0000%  |  | $60373948.33       | $59890943.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  |  | $54163613.33       | $55699928.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS7927 | 2054-05-01      | 6.5000%  |  | $51100032.29       | $54470391.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4299 | 2053-04-01      | 5.5000%  |  | $63969063.18       | $64888014.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4445 | 2053-02-01      | 4.5000%  |  | $62301913.87       | $60353421.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2977 | 2055-08-01      | 6.5000%  |  | $59615686.21       | $62966332.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2734 | 2055-09-01      | 5.5000%  |  | $56736354.91       | $57918772.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9473 | 2054-11-01      | 5.0000%  |  | $54229504.93       | $53952705.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $59280624.45       | $61328374.81       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  |  | $56562001.26       | $57278616.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  |  | $17846544.85       | $18841495.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  |  | $53023102.06       | $55308521.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  |  | $61185021.47       | $62052659.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  |  | $57026427.44       | $58463867.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $57626345.70       | $57270202.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  |  | $56746990.30       | $56798447.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  |  | $59266905.31       | $60946325.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8020 | 2050-12-01      | 2.5000%  |  | $76901045.00       | $65925950.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $72111078.77       | $61351232.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2689 | 2048-04-01      | 4.0000%  |  | $68857163.51       | $65706619.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  |  | $78387385.85       | $64299517.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  |  | $72486402.59       | $65184605.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA5178 | 2049-12-01      | 3.0000%  |  | $64886193.93       | $57922131.79       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9435 | 2053-07-01      | 5.5000%  |  | $54887469.72       | $55640940.54       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9064 | 2053-05-01      | 5.5000%  |  | $60553133.38       | $61398307.13       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4258 | 2053-11-01      | 6.5000%  |  | $56368506.17       | $59534505.95       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4092 | 2053-11-01      | 6.5000%  |  | $53514597.32       | $56582755.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  |  | $49716297.33       | $50902704.98       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $58097035.76       | $57478115.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  |  | $65733801.14       | $65742792.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 ZLZT2387 | 2046-06-01      | 3.5000%  |  | $59571916.60       | $55468093.28       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $62753756.99       | $64845548.87       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4918 | 2056-04-01      | 5.5000%  |  | $58343736.00       | $58997159.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL4358 | 2056-01-01      | 6.0000%  |  | $54168015.25       | $55744051.70       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3356 | 2055-12-01      | 5.5000%  |  | $62428663.42       | $63569144.95       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0242 | 2054-12-01      | 5.5000%  |  | $64328602.49       | $65383112.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB0392 | 2054-04-01      | 6.0000%  |  | $55523302.88       | $57028669.16       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $56320093.39       | $55945946.50       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2390 | 2036-12-01      | 2.0000%  |  | $70850952.38       | $65039127.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $65605202.58       | $63543559.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  |  | $53718459.56       | $55956549.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  |  | $64009020.50       | $65068533.39       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6839 | 2053-08-01      | 6.0000%  |  | $58473723.71       | $60517165.93       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4260 | 2053-11-01      | 6.5000%  |  | $58966776.78       | $61967661.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0836 | 2055-08-01      | 5.0000%  |  | $59381194.81       | $59041461.81       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA2873 | 2037-01-01      | 3.5000%  |  | $62492817.42       | $60292785.53       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $57305052.76       | $58286605.56       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5566 | 2055-12-01      | 5.5000%  |  | $61290442.73       | $61979258.80       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1687 | 2055-06-01      | 5.5000%  |  | $53479801.62       | $54119075.43       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.650%, 5/1/2026
- **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: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNAR XX.XXX LBAC8041 | 2040-01-01      | 6.0850%  |  | $39151.36          | $40654.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2428 C     | 2056-04-20      | 6.0000%  |  | $6017732.00        | $6241732.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3216 C     | 2056-03-20      | 6.0000%  |  | $5633041.33        | $5842721.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0744 M     | 2055-11-20      | 4.5000%  |  | $39616057.20       | $38347352.97       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0623 M     | 2055-09-20      | 5.5000%  |  | $38994420.00       | $39465689.25       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $11416784.88       | $11554763.07       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $52788719.24       | $53479225.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $39790341.33       | $40308831.60       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0960 | 2034-05-01      | 4.8800%  |  | $8438000.00        | $8606170.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0870 M     | 2056-01-20      | 4.5000%  |  | $39716004.80       | $38444894.07       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAC5428 | 2039-11-01      | 6.2750%  |  | $138785.00         | $144162.21         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6855 | 2033-04-01      | 4.2000%  |  | $38754000.00       | $38060161.29       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6682 | 2036-04-01      | 4.2500%  |  | $75000000.00       | $72611895.83       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5264 | 2035-10-01      | 4.6800%  |  | $1600000.00        | $1605816.00        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4298 | 2035-07-01      | 4.9600%  |  | $10955000.00       | $11141131.54       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3917 | 2035-06-01      | 4.9600%  |  | $8261152.00        | $8458391.60        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3625 | 2035-05-01      | 4.6800%  |  | $617000.00         | $619767.25         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $11800368.00       | $11810320.30       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0709 | 2034-04-01      | 4.9300%  |  | $193000.00         | $197512.22         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $10027613.89       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $50384433.35       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM8006 | 2056-04-01      | 4.4780%  |  | $10383766.00       | $10312930.84       | Agency Mortgage-Backed Securities |
| FMAC FMAR 420346 G        | 2037-07-01      | 4.9920%  |  | $36099.68          | $36034.39          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4940 | 2035-09-01      | 4.8200%  |  | $2862000.00        | $2900098.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $60303639.89       | $60139781.51       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3450 | 2032-07-01      | 4.4100%  |  | $1791000.00        | $1791351.93        | Agency Mortgage-Backed Securities |
| FMAC FKAR 03.950 WDWD0012 | 2035-12-01      | 4.1000%  |  | $1850000.00        | $1770325.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  |  | $85403978.72       | $85132887.53       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5910 | 2032-12-01      | 4.2300%  |  | $1250000.00        | $1233871.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M     | 2056-02-20      | 5.0000%  |  | $55745095.84       | $55568148.53       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $83427550.20       | $83162732.63       | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1328 G        | 2056-01-01      | 4.5490%  |  | $52955786.41       | $52591952.20       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0555 M     | 2055-08-20      | 5.0000%  |  | $5870959.62        | $5852323.89        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6633 | 2036-03-01      | 4.2400%  |  | $6676000.00        | $6466817.93        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.640%, 5/1/2026
- **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):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $1474139000.00     | $1467070055.55     | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  |  | $214800100.00      | $213945112.53      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $30000000.00       | $30074664.95       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $1499686320.00     | $1436253441.45     | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $1450000000.00     | $1444780432.60     | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $10561770.00       | $5489643.93        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $1485568500.00     | $1487753990.45     | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $31999484.16       | $34632719.28       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.650%, 5/1/2026
- **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: 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:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  |  | $975662.81         | $1023882.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZA3803 | 2030-06-01      | 3.0000%  |  | $70.58             | $69.32             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7147 | 2050-08-01      | 3.5000%  |  | $412.49            | $381.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $390.53            | $361.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $736.10            | $743.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  |  | $780.61            | $813.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  |  | $367433.81         | $369490.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  |  | $486963.61         | $453040.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZA3698 | 2029-02-01      | 3.0000%  |  | $38.51             | $38.03             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1177 | 2042-09-01      | 3.5000%  |  | $123.27            | $115.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  |  | $3346555.52        | $3325354.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ1546 | 2054-05-01      | 7.0000%  |  | $339.38            | $362.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6071 | 2053-04-01      | 5.5000%  |  | $12203.29          | $12554.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAB6965 | 2027-11-01      | 2.5000%  |  | $33324.52          | $33002.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1328 | 2043-01-01      | 3.5000%  |  | $147.54            | $138.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAR2624 | 2043-02-01      | 3.5000%  |  | $7145973.67        | $6700775.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB8579 | 2043-02-01      | 3.5000%  |  | $173.84            | $163.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6116 | 2053-01-01      | 6.0000%  |  | $10510352.76       | $10902381.91       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $20507.94          | $18912.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $804979.39         | $840586.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9462 | 2043-05-01      | 3.0000%  |  | $87980.15          | $80443.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5439 | 2052-12-01      | 5.5000%  |  | $36425.59          | $37248.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $994082.73         | $838174.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $188.09            | $182.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4720 | 2047-05-01      | 4.5000%  |  | $90.80             | $89.35             | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  |  | $225745.15         | $238062.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS7082 | 2052-09-01      | 3.5000%  |  | $501443.26         | $457726.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  |  | $818.59            | $863.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $4185195.56        | $4004153.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8322 | 2046-03-01      | 3.5000%  |  | $193.22            | $180.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $6398717.46        | $5959749.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $4828489.72        | $4854745.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  |  | $2051933.85        | $1934875.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV6760 | 2052-03-01      | 3.5000%  |  | $1041213.62        | $950327.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  |  | $689.96            | $663.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5538 | 2036-02-01      | 2.0000%  |  | $498.14            | $458.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $29136.41          | $27802.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $34594422.30       | $34916135.07       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7465 | 2031-07-01      | 3.0000%  |  | $111.86            | $109.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $716.26            | $737.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $76878.76          | $65953.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $820156.36         | $814749.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG5225 | 2053-06-01      | 6.0000%  |  | $707.81            | $729.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3235 | 2053-06-01      | 5.5000%  |  | $677648.18         | $690110.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  |  | $862.91            | $875.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9902 | 2055-07-01      | 5.5000%  |  | $408248.37         | $412096.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3283 | 2055-02-01      | 5.0000%  |  | $991.74            | $981.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2894 | 2055-09-01      | 6.0000%  |  | $932.54            | $960.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  |  | $872834.13         | $909669.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $920445.95         | $935680.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY3995 | 2055-05-01      | 5.5000%  |  | $914.05            | $925.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  |  | $796.57            | $803.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA5896 | 2040-10-01      | 3.0000%  |  | $968.02            | $923.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9710 | 2055-09-01      | 5.5000%  |  | $111362.80         | $112398.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1056883.92        | $1102534.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8678 | 2056-03-01      | 5.5000%  |  | $999.06            | $1031.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4433 | 2056-01-01      | 4.5000%  |  | $990.67            | $956.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA4150 | 2055-12-01      | 6.0000%  |  | $998.84            | $1024.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFA5205 | 2037-03-01      | 3.0000%  |  | $6502052.82        | $6239263.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8966 | 2055-11-01      | 5.5000%  |  | $994.24            | $1012.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $460.15            | $423.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $63142.67          | $54045.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM7785 | 2049-05-01      | 4.0000%  |  | $190989.16         | $182247.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $166191.83         | $157997.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $13928.80          | $12800.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIFM7145 | 2034-07-01      | 4.5000%  |  | $266786.26         | $267304.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  |  | $403.61            | $389.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  |  | $131228.08         | $124748.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM5651 | 2051-01-01      | 2.5000%  |  | $533.16            | $453.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5497 | 2035-12-01      | 2.0000%  |  | $40043.56          | $36782.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $1621.43           | $1636.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6390 | 2055-04-01      | 6.0000%  |  | $1955501.70        | $2009401.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7104 | 2055-07-01      | 6.5000%  |  | $1637597.69        | $1707570.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG5195 | 2056-04-01      | 5.0000%  |  | $1000.00           | $998.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG5176 | 2056-04-01      | 5.0000%  |  | $1024.00           | $1014.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4599 | 2056-04-01      | 6.0000%  |  | $1000.00           | $1050.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4558 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1013.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4556 | 2056-04-01      | 5.5000%  |  | $1008.00           | $1019.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3990 | 2056-03-01      | 5.0000%  |  | $1997.53           | $1995.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB1941 | 2056-05-01      | 5.5000%  |  | $1008.00           | $1017.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB2632 | 2056-05-01      | 5.0000%  |  | $928480.00         | $918315.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $402415.26         | $401786.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1194 | 2055-05-01      | 6.0000%  |  | $304085.53         | $311865.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1172 | 2055-05-01      | 5.5000%  |  | $6739.18           | $6870.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1134 | 2055-05-01      | 5.5000%  |  | $975.00            | $999.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  |  | $36720.54          | $35598.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $274024.94         | $272274.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  |  | $587145.02         | $556696.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $694.92            | $612.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV8126 | 2052-04-01      | 2.5000%  |  | $706657.85         | $596365.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV6358 | 2055-12-01      | 4.5000%  |  | $917.53            | $893.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $60744.47          | $57633.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV5387 | 2052-04-01      | 3.0000%  |  | $3218467.41        | $2846421.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV5370 | 2052-04-01      | 2.5000%  |  | $819.19            | $691.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  |  | $767.04            | $646.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTBV1866 | 2045-04-01      | 5.5000%  |  | $969.57            | $985.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU5148 | 2054-10-01      | 6.5000%  |  | $748.33            | $792.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU5021 | 2054-09-01      | 4.5000%  |  | $2569204.77        | $2496265.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH6849 | 2053-12-01      | 7.0000%  |  | $649.51            | $700.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  |  | $717.14            | $633.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ2763 | 2048-05-01      | 4.5000%  |  | $79882.40          | $78520.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX1941 | 2055-01-01      | 5.5000%  |  | $6704.12           | $6821.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE0698 | 2055-06-01      | 6.5000%  |  | $2288948.76        | $2415708.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ6617 | 2055-11-01      | 5.5000%  |  | $993.85            | $1012.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2900 | 2055-09-01      | 6.0000%  |  | $958.64            | $993.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6009 | 2055-04-01      | 6.5000%  |  | $786.90            | $833.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  |  | $1822624.16        | $1802691.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $1020.18           | $1014.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8406 | 2056-03-01      | 5.5000%  |  | $1036.48           | $1055.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC2341 | 2056-04-01      | 5.0000%  |  | $3832410.17        | $3812844.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA4425 | 2055-08-01      | 7.0000%  |  | $6593906.41        | $7003037.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6785 | 2056-02-01      | 6.5000%  |  | $1996.66           | $2098.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ6436 | 2056-04-01      | 5.5000%  |  | $3072.00           | $3119.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4353 | 2055-11-01      | 5.5000%  |  | $19396873.73       | $19695596.37       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  |  | $80464.76          | $75002.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7373 | 2053-02-01      | 6.0000%  |  | $27385646.63       | $28230311.25       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $75440.04          | $73594.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CJBM7190 | 2034-09-01      | 3.5000%  |  | $511.04            | $494.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS8139 | 2047-04-01      | 2.0000%  |  | $93659.42          | $76975.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $745.59            | $721.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  |  | $26302.38          | $23833.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $58428.46          | $52160.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8455 | 2053-08-01      | 5.5000%  |  | $829.98            | $849.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6327 | 2053-05-01      | 6.0000%  |  | $689.06            | $712.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA6062 | 2041-05-01      | 5.5000%  |  | $1000.00           | $1025.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $30009.05          | $28635.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I4BF0548 | 2061-07-01      | 3.0000%  |  | $620.00            | $532.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I5BF0494 | 2049-04-01      | 3.5000%  |  | $280.67            | $261.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1354397.98        | $1214846.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  |  | $302.12            | $288.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $59261.49          | $54051.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $27447.69          | $27282.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $11139.75          | $10497.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $16044.98          | $13540.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  |  | $69097.24          | $73052.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5143 | 2054-04-01      | 6.0000%  |  | $72596.10          | $75392.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD5100 | 2052-10-01      | 4.0000%  |  | $836.26            | $789.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  |  | $7944526.17        | $8172935.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  |  | $521386.07         | $543791.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4391 | 2053-11-01      | 7.0000%  |  | $768.14            | $833.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA4375 | 2054-03-01      | 5.5000%  |  | $967.11            | $994.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA3094 | 2053-12-01      | 7.0000%  |  | $865.36            | $931.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1346 | 2053-09-01      | 6.5000%  |  | $570.63            | $599.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 KL793282 | 2034-05-01      | 5.5000%  |  | $116.34            | $116.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $10.67             | $10.83             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL740320 | 2033-10-01      | 4.5000%  |  | $11.93             | $11.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL725424 | 2034-04-01      | 5.5000%  |  | $5.69              | $5.81              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $524809.80         | $490137.42         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65458 G | 2048-02-01      | 3.5000%  |  | $28685.32          | $26451.75          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  |  | $52.87             | $48.95             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $11.68             | $11.54             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.460 6GZM9157 | 2037-08-01      | 5.4600%  |  | $54.18             | $55.64             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.440 6GZM9084 | 2037-09-01      | 5.4400%  |  | $60.13             | $61.60             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.620 6GZM8956 | 2036-12-01      | 5.6200%  |  | $75.38             | $77.76             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM4723 | 2047-11-01      | 3.5000%  |  | $192.25            | $177.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5798 | 2056-01-01      | 4.5000%  |  | $5974.11           | $5768.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5793 | 2056-01-01      | 4.5000%  |  | $1982.37           | $1913.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5719 | 2056-01-01      | 5.0000%  |  | $1005.61           | $1006.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5509 | 2055-12-01      | 5.0000%  |  | $78522.85          | $78024.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ6225 | 2056-03-01      | 5.5000%  |  | $3207804.55        | $3268799.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  |  | $740.13            | $748.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT2789 | 2051-08-01      | 2.5000%  |  | $95692.07          | $81411.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $1311449.33        | $1166542.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3601 | 2052-05-01      | 3.5000%  |  | $2337920.82        | $2142394.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3447 | 2049-11-01      | 4.0000%  |  | $257.13            | $245.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA6052 | 2056-05-01      | 4.5000%  |  | $1024.00           | $988.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA6050 | 2056-05-01      | 3.5000%  |  | $1024.00           | $934.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA6042 | 2046-04-01      | 5.0000%  |  | $807585.08         | $804950.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  |  | $19313021.52       | $19101307.89       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5993 | 2036-01-01      | 5.5000%  |  | $969.28            | $994.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA5981 | 2046-02-01      | 4.5000%  |  | $501715.11         | $489475.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $515564.83         | $452896.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $794.19            | $669.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6270 | 2051-03-01      | 2.0000%  |  | $629.48            | $515.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $40269.65          | $40039.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM3769 | 2035-07-01      | 2.5000%  |  | $1569605.17        | $1484271.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM4460 | 2048-11-01      | 3.5000%  |  | $240048.36         | $222159.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM4457 | 2035-07-01      | 3.0000%  |  | $63065.59          | $60671.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM3405 | 2046-06-01      | 3.0000%  |  | $1838006.74        | $1646735.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  |  | $32595.73          | $30337.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $412372.58         | $351516.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  |  | $40564.22          | $37364.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFM2090 | 2049-05-01      | 6.0000%  |  | $38845.67          | $40739.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $29633.12          | $27753.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  |  | $87595.30          | $88237.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  |  | $127451.91         | $113023.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA5453 | 2052-03-01      | 3.5000%  |  | $1024.00           | $940.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA5461 | 2051-02-01      | 3.5000%  |  | $1024.00           | $953.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA5081 | 2054-12-01      | 5.0000%  |  | $1006.79           | $1002.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0263 | 2055-02-01      | 5.0000%  |  | $905.62            | $902.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  |  | $847.30            | $861.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  |  | $930.13            | $928.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ9083 | 2055-11-01      | 4.5000%  |  | $992.54            | $965.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7854 | 2055-11-01      | 5.5000%  |  | $8592862.42        | $8771942.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ7551 | 2055-11-01      | 4.5000%  |  | $992.50            | $961.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7500 | 2055-11-01      | 5.5000%  |  | $993.98            | $1016.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ7240 | 2055-10-01      | 7.0000%  |  | $711496.25         | $765341.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5145 | 2055-10-01      | 4.5000%  |  | $825060.68         | $798738.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5129 | 2055-10-01      | 6.0000%  |  | $924.27            | $960.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  |  | $45660794.47       | $46528511.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5088 | 2055-11-01      | 5.5000%  |  | $35235349.74       | $35802165.17       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5085 | 2055-10-01      | 5.5000%  |  | $1984.80           | $2026.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5063 | 2055-10-01      | 4.5000%  |  | $2021.63           | $1954.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  |  | $38687.02          | $37689.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  |  | $747.61            | $727.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $257693.02         | $217879.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5147 | 2033-04-01      | 5.0000%  |  | $418.99            | $424.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  |  | $31097737.36       | $32952627.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  |  | $476.42            | $496.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5977 | 2041-02-01      | 4.5000%  |  | $967.52            | $962.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5941 | 2056-01-01      | 3.5000%  |  | $34625.00          | $31590.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5881 | 2055-11-01      | 6.5000%  |  | $36690259.88       | $38238813.06       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $350970.15         | $349894.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $1406184.92        | $1402286.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $5505581.35        | $5632317.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  |  | $737.66            | $748.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9434 | 2053-07-01      | 5.5000%  |  | $3832526.05        | $3905361.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $82469672.84       | $84376829.87       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9874 | 2053-09-01      | 6.5000%  |  | $777.02            | $832.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9848 | 2053-09-01      | 5.5000%  |  | $827.90            | $839.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9846 | 2053-09-01      | 5.5000%  |  | $62133422.55       | $62986362.59       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8668 | 2053-03-01      | 5.0000%  |  | $757.82            | $749.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $5467.60           | $5298.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $35840.10          | $34660.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $18963622.25       | $18336115.99       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  |  | $702.91            | $644.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  |  | $727.07            | $642.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6623 | 2052-01-01      | 2.5000%  |  | $720.88            | $617.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC2440 | 2056-04-01      | 5.0000%  |  | $999.30            | $995.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC2217 | 2056-03-01      | 5.0000%  |  | $996.28            | $991.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC2012 | 2056-01-01      | 5.0000%  |  | $6034.98           | $5999.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1513 | 2055-11-01      | 5.5000%  |  | $38807959.69       | $39793819.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1504 | 2055-11-01      | 5.0000%  |  | $51403336.37       | $50980275.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1467 | 2055-11-01      | 6.5000%  |  | $36373941.67       | $38593010.77       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7995 | 2055-11-01      | 5.5000%  |  | $986.27            | $1001.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  |  | $987.89            | $1002.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ6074 | 2055-10-01      | 5.0000%  |  | $992.94            | $989.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ5789 | 2055-10-01      | 7.0000%  |  | $199169.94         | $211517.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5749 | 2055-10-01      | 6.5000%  |  | $906036.06         | $944765.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5687 | 2055-10-01      | 6.0000%  |  | $994.62            | $1021.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ5565 | 2055-10-01      | 5.5000%  |  | $916.02            | $925.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ6259 | 2055-10-01      | 5.5000%  |  | $2981945.39        | $3009822.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4631 | 2055-10-01      | 5.5000%  |  | $978.60            | $990.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA3463 | 2033-09-01      | 4.0000%  |  | $75013.04          | $74594.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  |  | $28248.85          | $26200.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5316 | 2041-04-01      | 5.0000%  |  | $1000.00           | $1011.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH8914 | 2054-02-01      | 6.0000%  |  | $2488777.71        | $2572754.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  |  | $608.45            | $491.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $294750.97         | $292271.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $60395.09          | $62827.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2730 | 2055-01-01      | 5.5000%  |  | $904725.99         | $913133.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  |  | $8591643.92        | $8673063.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2775 | 2055-08-01      | 6.5000%  |  | $871.40            | $915.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1008 | 2055-09-01      | 5.5000%  |  | $982.52            | $1004.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1851 | 2054-07-01      | 5.5000%  |  | $2878154.42        | $2948354.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5050 | 2055-10-01      | 5.5000%  |  | $147172.93         | $149289.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  |  | $83252104.72       | $84700238.12       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4781 | 2055-09-01      | 6.0000%  |  | $2069783.85        | $2166379.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  |  | $938.04            | $971.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  |  | $462761.11         | $480377.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD5742 | 2055-06-01      | 7.0000%  |  | $992.35            | $1056.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4136 | 2056-03-01      | 6.0000%  |  | $998.98            | $1035.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8634 | 2055-11-01      | 5.5000%  |  | $1588080.37        | $1622593.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5194 | 2055-11-01      | 5.0000%  |  | $1000.10           | $997.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  |  | $3987566.98        | $3943854.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7149 | 2055-10-01      | 6.5000%  |  | $867755.20         | $915866.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4806 | 2056-03-01      | 5.0000%  |  | $1002.16           | $995.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8672 | 2056-02-01      | 6.0000%  |  | $1384922.47        | $1462484.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM2547 | 2035-02-01      | 3.0000%  |  | $289.19            | $278.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $12548507.18       | $12756317.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $661.47            | $559.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1442 | 2055-11-01      | 5.5000%  |  | $3516118.76        | $3571067.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1191 | 2055-10-01      | 4.5000%  |  | $973.11            | $942.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1188 | 2055-10-01      | 4.5000%  |  | $29195766.11       | $28282434.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  |  | $985.62            | $1006.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1006 | 2055-09-01      | 5.5000%  |  | $7274918.49        | $7460782.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  |  | $1012.45           | $1012.59           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD0621 | 2051-05-01      | 2.0000%  |  | $5187357.99        | $4210314.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0593 | 2051-05-01      | 3.0000%  |  | $568.56            | $509.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  |  | $19942.64          | $18332.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  |  | $507.08            | $505.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  |  | $553.26            | $540.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  |  | $199502.73         | $195018.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  |  | $667.47            | $628.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $71961.94          | $69256.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  |  | $16646163.92       | $16497060.54       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2473 | 2055-09-01      | 6.0000%  |  | $920.18            | $960.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4554 | 2055-07-01      | 5.5000%  |  | $44642391.01       | $45490755.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3424 | 2055-06-01      | 7.0000%  |  | $569.90            | $606.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $795.72            | $803.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  |  | $813.11            | $820.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  |  | $753.92            | $795.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ4844 | 2055-10-01      | 5.0000%  |  | $991.49            | $986.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0693 | 2056-01-01      | 5.5000%  |  | $996.85            | $1015.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ0973 | 2042-12-01      | 3.5000%  |  | $161093.36         | $150806.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAP8328 | 2043-11-01      | 3.0000%  |  | $203.18            | $185.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP7444 | 2042-10-01      | 3.5000%  |  | $171.15            | $160.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP1083 | 2042-08-01      | 3.5000%  |  | $641599.46         | $602820.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $641559.37         | $620953.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7098890.20        | $6638168.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4692 | 2055-08-01      | 6.0000%  |  | $176774.70         | $181569.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4601 | 2055-08-01      | 6.5000%  |  | $784.84            | $819.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4624 | 2055-08-01      | 5.5000%  |  | $719630.68         | $737717.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4591 | 2055-08-01      | 6.0000%  |  | $876.74            | $902.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5294 | 2055-11-01      | 5.5000%  |  | $945.73            | $956.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5275 | 2055-11-01      | 6.0000%  |  | $21115451.36       | $21748520.74       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4167 | 2055-05-01      | 6.0000%  |  | $6613.04           | $6783.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4172 | 2055-05-01      | 6.5000%  |  | $924.23            | $982.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4129 | 2055-05-01      | 5.5000%  |  | $951.79            | $966.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4140 | 2055-05-01      | 5.5000%  |  | $961.53            | $985.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3993 | 2055-04-01      | 5.0000%  |  | $15876172.81       | $15770672.11       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3897 | 2055-04-01      | 6.0000%  |  | $307797.08         | $318617.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3713 | 2055-03-01      | 5.0000%  |  | $31204791.09       | $31103243.78       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3702 | 2055-03-01      | 6.5000%  |  | $912.56            | $973.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3723 | 2055-03-01      | 5.5000%  |  | $924.01            | $943.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3690 | 2055-03-01      | 5.5000%  |  | $5762326.92        | $5918627.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  |  | $4132653.44        | $4316953.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1724 | 2055-12-01      | 6.0000%  |  | $978.35            | $1016.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  |  | $5383479.30        | $5495690.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC4866 | 2054-10-01      | 7.0000%  |  | $850.65            | $916.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $3797553.30        | $3832477.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  |  | $944615.18         | $953334.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3573 | 2054-09-01      | 6.0000%  |  | $734.07            | $755.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  |  | $62739.81          | $65387.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA1654 | 2056-01-01      | 4.5000%  |  | $994.44            | $961.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  |  | $517.47            | $515.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG7956 | 2056-05-01      | 5.0000%  |  | $1000.00           | $999.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7935 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1020.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDG6620 | 2041-05-01      | 5.5000%  |  | $1000.00           | $1030.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5918 | 2056-04-01      | 5.5000%  |  | $999.21            | $1018.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG5434 | 2056-04-01      | 5.0000%  |  | $1008.00           | $998.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5637 | 2045-08-01      | 3.5000%  |  | $28003845.79       | $26295707.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5130 | 2045-06-01      | 3.5000%  |  | $917768.39         | $857139.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4979 | 2045-05-01      | 3.0000%  |  | $27227786.49       | $24672177.38       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $3993336.09        | $3739792.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  |  | $75938.27          | $71285.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $27002.84          | $26706.32          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $17529.48          | $15398.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $788.47            | $665.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $734543.78         | $589472.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $80754.53          | $73671.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $38595.37          | $30993.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  |  | $137280.41         | $110215.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  |  | $547.25            | $502.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  |  | $783.84            | $628.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $667.39            | $564.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $5252.92           | $4443.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  |  | $620.99            | $525.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  |  | $688.22            | $554.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $73849112.58       | $75805047.39       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4940 | 2056-04-01      | 5.0000%  |  | $549171.92         | $544167.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4795 | 2052-06-01      | 3.0000%  |  | $2928281.79        | $2617104.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD0219 | 2055-03-01      | 7.0000%  |  | $985.18            | $1059.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD0111 | 2055-02-01      | 7.0000%  |  | $708.41            | $762.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9587 | 2055-01-01      | 5.5000%  |  | $4241788.77        | $4306885.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1484557.39        | $1438896.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8501 | 2054-12-01      | 5.5000%  |  | $143932.85         | $145312.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $3631210.29        | $3591404.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  |  | $70016.29          | $70666.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5661 | 2054-11-01      | 5.5000%  |  | $800.86            | $812.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  |  | $625097.59         | $630846.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  |  | $479561.28         | $483980.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO4080 | 2040-09-01      | 5.0000%  |  | $1883.62           | $1919.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI6522 | 2054-05-01      | 7.0000%  |  | $734518.21         | $790665.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI3154 | 2054-04-01      | 6.5000%  |  | $644.61            | $682.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA1661 | 2055-12-01      | 7.0000%  |  | $996.68            | $1068.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA1692 | 2055-11-01      | 5.5000%  |  | $994.08            | $1005.14           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA1680 | 2055-12-01      | 4.5000%  |  | $993.60            | $962.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0209 | 2055-12-01      | 6.5000%  |  | $1196366.93        | $1275579.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0062 | 2055-11-01      | 5.5000%  |  | $959.02            | $983.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRR0069 | 2041-01-01      | 3.0000%  |  | $62195.41          | $59316.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0048 | 2040-12-01      | 5.0000%  |  | $108408140.08      | $109502821.41      | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0037 | 2040-11-01      | 4.5000%  |  | $1944544.79        | $1934151.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $79407.01          | $80208.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0109 | 2056-04-01      | 4.5000%  |  | $5882929.02        | $5677038.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  |  | $2334683.59        | $2356163.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0120 | 2056-05-01      | 6.0000%  |  | $2048.00           | $2104.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1726 | 2052-11-01      | 5.5000%  |  | $625.90            | $642.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBX0516 | 2052-10-01      | 4.0000%  |  | $800.98            | $756.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $85227.99          | $86446.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  |  | $1442267.45        | $1459128.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW9603 | 2052-11-01      | 5.5000%  |  | $774.85            | $787.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBW9439 | 2052-10-01      | 6.0000%  |  | $705.64            | $744.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  |  | $6834077.31        | $6822437.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $6167300.04        | $6324309.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5649 | 2055-03-01      | 7.0000%  |  | $717.94            | $761.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $6308376.76        | $6468977.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $72465.64          | $68156.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $81491.76          | $82241.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  |  | $45699.52          | $42982.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8756 | 2054-06-01      | 6.0000%  |  | $789.24            | $810.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8255 | 2054-01-01      | 5.5000%  |  | $836.06            | $845.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8171 | 2054-03-01      | 6.5000%  |  | $717.22            | $764.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $12165685.37       | $13185509.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  |  | $798.99            | $838.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $1585288.25        | $1653015.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7307 | 2053-10-01      | 6.5000%  |  | $691.15            | $737.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7303 | 2053-10-01      | 5.5000%  |  | $805.14            | $829.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  |  | $813.49            | $831.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB7289 | 2053-10-01      | 5.0000%  |  | $728.21            | $730.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  |  | $744.29            | $765.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7229 | 2053-10-01      | 5.5000%  |  | $744.91            | $753.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  |  | $2457147.78        | $2570307.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  |  | $1698.95           | $1698.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  |  | $17389074.24       | $17950242.85       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8047 | 2033-05-01      | 3.5000%  |  | $151.08            | $148.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8026 | 2033-05-01      | 3.5000%  |  | $122.94            | $120.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $657.80            | $530.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8698 | 2033-05-01      | 3.5000%  |  | $85.66             | $84.12             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  |  | $452902.12         | $383595.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $717.63            | $748.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $552.13            | $531.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA3250 | 2028-01-01      | 3.0000%  |  | $28487.99          | $28282.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  |  | $10796684.91       | $10463499.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  |  | $704312.00         | $729695.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9065 | 2053-05-01      | 5.5000%  |  | $797.76            | $812.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  |  | $976.37            | $1056.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1765 | 2054-06-01      | 5.5000%  |  | $207196.41         | $212269.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  |  | $1074.06           | $868.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $112702.85         | $107497.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3821 | 2053-02-01      | 6.0000%  |  | $668.14            | $696.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CT985938 | 2028-05-01      | 5.5000%  |  | $41929.93          | $42371.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1107 | 2052-10-01      | 5.5000%  |  | $548.81            | $562.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $813.00            | $820.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ7199 | 2048-09-01      | 3.5000%  |  | $668524.19         | $620751.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  |  | $40973.61          | $40183.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA0249 | 2053-10-01      | 6.5000%  |  | $671.75            | $705.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $894035.98         | $936350.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $30760.55          | $30135.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9449 | 2053-07-01      | 6.0000%  |  | $817.46            | $849.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0670 | 2054-01-01      | 6.5000%  |  | $376417.36         | $397509.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7529 | 2050-10-01      | 2.5000%  |  | $703.28            | $590.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA4505 | 2056-02-01      | 6.0000%  |  | $928.27            | $955.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8211 | 2054-06-01      | 6.0000%  |  | $828.13            | $864.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $1457.80           | $1475.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $58603.14          | $49457.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6289 | 2051-11-01      | 2.5000%  |  | $744396.20         | $632373.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB4641 | 2052-08-01      | 6.0000%  |  | $1037012.90        | $1102976.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0090 | 2051-04-01      | 2.0000%  |  | $1339999.02        | $1077173.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $802.65            | $799.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $34971.81          | $33531.21          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  |  | $124.04            | $114.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU8252 | 2052-02-01      | 2.0000%  |  | $1845093.09        | $1502127.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  |  | $2164372.86        | $2299962.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC0449 | 2054-10-01      | 5.5000%  |  | $595018.10         | $600611.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1349 | 2053-09-01      | 6.5000%  |  | $734.43            | $770.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  |  | $615733.95         | $648265.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4102 | 2041-12-01      | 3.5000%  |  | $26404.06          | $24906.59          | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  |  | $133.49            | $140.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $22131302.91       | $19989029.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  |  | $3402712.05        | $3567659.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  |  | $655.22            | $562.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD7528 | 2050-11-01      | 2.0000%  |  | $6497.30           | $5316.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  |  | $1436314.99        | $1414763.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0952 | 2037-06-01      | 3.0000%  |  | $633.86            | $609.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $205221.14         | $213960.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5230 | 2053-06-01      | 5.5000%  |  | $519749.03         | $527233.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX0086 | 2052-10-01      | 4.5000%  |  | $747.38            | $726.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $1043.46           | $837.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $140511.84         | $145275.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3040 | 2051-12-01      | 3.0000%  |  | $308467.70         | $273288.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE7459 | 2055-09-01      | 5.0000%  |  | $11140177.52       | $11028372.23       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  |  | $4739063.50        | $4934385.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1897 | 2055-08-01      | 5.5000%  |  | $611630.63         | $621753.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  |  | $860.31            | $884.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $65125.10          | $66782.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3028 | 2055-03-01      | 5.5000%  |  | $1092142.24        | $1117277.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8105 | 2055-04-01      | 5.5000%  |  | $718512.70         | $726725.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  |  | $16771040.39       | $16587192.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8133 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1017.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG9005 | 2056-04-01      | 5.0000%  |  | $1000.00           | $991.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA0650 | 2055-12-01      | 5.0000%  |  | $995.04            | $989.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG4176 | 2056-03-01      | 5.0000%  |  | $1618129.26        | $1610180.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  |  | $2249647.05        | $2084056.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  |  | $626.11            | $590.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  |  | $13829.56          | $14062.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBU4740 | 2054-06-01      | 7.0000%  |  | $1409571.52        | $1516087.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1454 | 2052-04-01      | 3.5000%  |  | $74736.26          | $68670.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  |  | $898.56            | $845.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CNMA5288 | 2034-02-01      | 4.5000%  |  | $552079.58         | $553081.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $1432.66           | $1152.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  |  | $1387.68           | $1116.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ1575 | 2050-09-01      | 2.0000%  |  | $1507663.43        | $1237139.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  |  | $1489562.01        | $1203682.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $717456.62         | $683349.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  |  | $885384.52         | $908326.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3TZA3374 | 2037-02-01      | 2.5000%  |  | $99494.29          | $91470.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3KZA2903 | 2032-08-01      | 2.5000%  |  | $339.84            | $326.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2297 | 2033-04-01      | 3.0000%  |  | $112.11            | $108.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZA2278 | 2032-09-01      | 3.5000%  |  | $66.43             | $65.04             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  |  | $70.18             | $64.71             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0325 | 2053-11-01      | 6.5000%  |  | $582496.89         | $607779.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0114 | 2053-10-01      | 6.5000%  |  | $9221663.05        | $9640069.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ0060 | 2053-10-01      | 5.0000%  |  | $29609864.34       | $29607192.88       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0835 | 2054-02-01      | 5.5000%  |  | $904.14            | $921.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL5143 | 2050-02-01      | 3.0000%  |  | $7519592.00        | $6740018.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL5099 | 2055-08-01      | 6.0000%  |  | $1024.00           | $1052.09           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL5062 | 2056-04-01      | 5.5000%  |  | $1024.00           | $1040.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL5073 | 2056-04-01      | 5.0000%  |  | $1024.00           | $1018.97           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL5006 | 2052-05-01      | 2.5000%  |  | $1008.00           | $856.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL4667 | 2056-04-01      | 4.5000%  |  | $999.04            | $964.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL4654 | 2056-03-01      | 6.0000%  |  | $947.26            | $975.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL4516 | 2052-04-01      | 2.5000%  |  | $1000.77           | $855.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4294 | 2056-02-01      | 5.0000%  |  | $1006.14           | $998.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL4069 | 2055-06-01      | 7.0000%  |  | $884.78            | $938.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3908 | 2056-01-01      | 5.0000%  |  | $973.05            | $969.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5543 | 2053-01-01      | 6.0000%  |  | $357186.83         | $369524.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  |  | $4061309.58        | $4041420.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $1755014.52        | $1801202.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $808.05            | $804.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5084388.69        | $4967025.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  |  | $381711.61         | $370845.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $858.77            | $882.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFM7153 | 2041-07-01      | 6.0000%  |  | $404.13            | $425.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $105720.54         | $107003.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $1571.29           | $1261.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $685904.25         | $720675.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $98263.49          | $99440.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  |  | $110.48            | $106.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7139 | 2052-07-01      | 5.0000%  |  | $644.41            | $640.52            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U99117 G | 2045-02-01      | 4.0000%  |  | $872.98            | $843.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  |  | $709.54            | $712.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  |  | $612.88            | $515.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $296.18            | $292.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  |  | $6382618.81        | $6525018.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1544 | 2054-12-01      | 5.0000%  |  | $903.17            | $900.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5665 | 2055-03-01      | 3.5000%  |  | $3406740.88        | $3108206.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1020 | 2055-09-01      | 5.5000%  |  | $952.99            | $965.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2547 | 2055-09-01      | 5.0000%  |  | $42029230.22       | $41879470.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  |  | $11373408.58       | $11704458.17       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4589 | 2055-08-01      | 6.0000%  |  | $853.74            | $879.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4737 | 2055-10-01      | 6.0000%  |  | $917.69            | $951.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG8105 | 2056-05-01      | 5.0000%  |  | $1008.00           | $999.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1954 | 2056-04-01      | 5.0000%  |  | $1000.00           | $999.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG8137 | 2056-04-01      | 5.0000%  |  | $1000.00           | $999.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG4404 | 2056-04-01      | 5.0000%  |  | $1634900.00        | $1629829.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA5159 | 2056-02-01      | 7.0000%  |  | $810735.25         | $871227.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG5182 | 2056-04-01      | 5.0000%  |  | $1000.00           | $995.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9012 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1011.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL1093 | 2055-01-01      | 4.5000%  |  | $915.74            | $887.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  |  | $7747837.96        | $7849160.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  |  | $13828.38          | $14184.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0620 | 2055-03-01      | 5.5000%  |  | $997920.06         | $1016881.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0544 | 2055-03-01      | 6.0000%  |  | $846.65            | $873.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  |  | $673.75            | $542.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $661.16            | $532.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $635.21            | $512.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  |  | $1540093.05        | $1478458.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY9340 | 2053-08-01      | 5.5000%  |  | $754328.61         | $762883.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  |  | $59750.83          | $61609.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $279941.67         | $282644.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBY6603 | 2053-07-01      | 4.0000%  |  | $948.87            | $897.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  |  | $1140.48           | $1196.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1166953.08        | $1186437.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4131 | 2053-07-01      | 5.0000%  |  | $760.72            | $754.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $6298143.55        | $6393129.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY2601 | 2053-07-01      | 5.5000%  |  | $802.31            | $810.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $81609.48          | $81037.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  |  | $2743.29           | $2719.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  |  | $1005188.44        | $998769.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $646341.85         | $641447.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $734247.04         | $728155.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  |  | $1647.37           | $1502.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  |  | $68580.87          | $70658.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5055 | 2052-11-01      | 6.0000%  |  | $73353.57          | $75887.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $120585.02         | $121445.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $73480.62          | $74562.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $21779617.36       | $22528565.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $141945.95         | $120655.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $396765.07         | $320624.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $835749.21         | $733074.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1609255.34        | $1293617.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $64101.22          | $57770.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0478 | 2036-05-01      | 2.0000%  |  | $92948.01          | $85326.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0235 | 2051-04-01      | 2.0000%  |  | $155477.84         | $126031.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA1960 | 2034-07-01      | 4.0000%  |  | $192451.90         | $189747.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  |  | $75561.51          | $73765.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $343588.03         | $331559.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $1845206.06        | $1667161.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1125305.60        | $1157911.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $169824.48         | $175318.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0044 | 2055-08-01      | 4.5000%  |  | $325.87            | $317.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3701 | 2047-06-01      | 4.5000%  |  | $210.11            | $206.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2086786.27        | $1992161.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  |  | $55122665.31       | $49635957.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6186 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1013.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5324 | 2055-12-01      | 6.0000%  |  | $996.59            | $1022.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  |  | $349630.53         | $345867.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3345 | 2055-11-01      | 6.0000%  |  | $2761866.16        | $2856171.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6718 | 2056-04-01      | 5.5000%  |  | $1043229.97        | $1069385.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4343 | 2052-06-01      | 3.5000%  |  | $751.05            | $691.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB4235 | 2054-07-01      | 6.0000%  |  | $2415478.88        | $2524224.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  |  | $121.36            | $115.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7754 | 2053-08-01      | 5.5000%  |  | $862.71            | $876.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $31240.99          | $30107.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0257 | 2050-01-01      | 3.0000%  |  | $134114.06         | $117644.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9953 | 2047-07-01      | 3.5000%  |  | $154.94            | $143.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  |  | $1406.69           | $1132.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $21705.82          | $20555.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6703 | 2053-07-01      | 6.5000%  |  | $621.91            | $664.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8526 | 2055-07-01      | 6.5000%  |  | $899.29            | $957.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  |  | $83635880.67       | $84691662.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8003 | 2055-09-01      | 6.0000%  |  | $2854903.41        | $2963921.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2132 | 2055-01-01      | 5.0000%  |  | $932.29            | $932.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5580 | 2055-03-01      | 6.5000%  |  | $75057.94          | $79346.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1122 | 2053-07-01      | 4.0000%  |  | $328005.45         | $309617.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  |  | $1238199.68        | $1257276.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4178 | 2055-05-01      | 6.5000%  |  | $828.23            | $873.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  |  | $879.76            | $895.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL5155 | 2056-04-01      | 6.0000%  |  | $1014.00           | $1046.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6503 | 2056-05-01      | 5.0000%  |  | $1024.00           | $1020.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5303 | 2055-11-01      | 5.0000%  |  | $777013.16         | $777118.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2238 | 2055-12-01      | 5.5000%  |  | $998.48            | $1013.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN9402 | 2037-02-01      | 2.0000%  |  | $531.28            | $487.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1876.66           | $1923.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6634 | 2053-06-01      | 5.5000%  |  | $7058215.95        | $7257360.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1297228.26        | $1289221.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL849985 | 2036-02-01      | 6.0000%  |  | $63.32             | $67.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA8507 | 2054-01-01      | 7.0000%  |  | $663.62            | $714.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1849 | 2056-01-01      | 5.5000%  |  | $1206567.07        | $1231712.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  |  | $998.63            | $1015.16           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5235 | 2055-11-01      | 5.5000%  |  | $996.54            | $1017.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFA5086 | 2035-02-01      | 3.0000%  |  | $988.46            | $964.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5837 | 2056-01-01      | 5.5000%  |  | $2869.30           | $2901.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2201 | 2054-08-01      | 5.5000%  |  | $17612255.62       | $17947021.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY0408 | 2053-07-01      | 6.0000%  |  | $964.78            | $994.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  |  | $816.31            | $828.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5149 | 2038-09-01      | 5.5000%  |  | $483.21            | $495.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM4616 | 2047-11-01      | 3.5000%  |  | $255244.74         | $234955.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS5037 | 2052-02-01      | 2.5000%  |  | $827.48            | $698.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9851 | 2053-10-01      | 6.5000%  |  | $1077821.80        | $1144889.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $2027359.78        | $1717295.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 ZLZT1220 | 2036-11-01      | 6.0000%  |  | $26.41             | $27.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD6450 | 2055-04-01      | 5.5000%  |  | $323139.39         | $328963.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $982.95            | $975.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  |  | $922.56            | $912.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  |  | $324902.29         | $338614.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1682 | 2055-02-01      | 6.5000%  |  | $988.41            | $1035.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  |  | $857.58            | $902.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL0414 | 2052-03-01      | 2.0000%  |  | $89528.31          | $72853.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ5555 | 2055-10-01      | 5.5000%  |  | $994.19            | $1011.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0588 | 2055-03-01      | 3.5000%  |  | $932.40            | $850.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD7460 | 2055-04-01      | 7.0000%  |  | $835.84            | $898.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6442 | 2056-04-01      | 5.0000%  |  | $1024.00           | $1019.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG8969 | 2056-04-01      | 5.0000%  |  | $1000.00           | $993.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0719 | 2055-07-01      | 6.0000%  |  | $31532856.04       | $33004441.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0731 | 2055-07-01      | 6.0000%  |  | $855.01            | $880.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0603 | 2055-06-01      | 6.5000%  |  | $884.81            | $924.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4593 | 2054-05-01      | 6.0000%  |  | $804.95            | $826.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU3971 | 2053-04-01      | 6.0000%  |  | $737.82            | $772.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBU3612 | 2051-11-01      | 4.0000%  |  | $1634973.43        | $1542089.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $70886.87          | $70430.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $65365.06          | $67843.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBT3861 | 2037-03-01      | 2.5000%  |  | $491.64            | $464.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $1315787.28        | $1125174.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  |  | $18044148.71       | $18259786.32       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRQ0067 | 2055-11-01      | 7.0000%  |  | $843.19            | $894.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5209 | 2055-06-01      | 6.0000%  |  | $822.40            | $843.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  |  | $897.76            | $915.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY1489 | 2055-04-01      | 6.0000%  |  | $964.64            | $1009.74           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4570 | 2055-08-01      | 6.0000%  |  | $830.83            | $855.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1550 | 2055-11-01      | 6.5000%  |  | $43877757.95       | $46178449.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3609 | 2055-09-01      | 6.0000%  |  | $971.71            | $1011.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO5305 | 2041-04-01      | 5.5000%  |  | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3885 | 2055-11-01      | 5.5000%  |  | $1824.43           | $1841.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4417 | 2056-01-01      | 5.0000%  |  | $1006.79           | $995.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1681 | 2054-09-01      | 5.5000%  |  | $1286665.87        | $1320231.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6940 | 2045-06-01      | 3.5000%  |  | $175.00            | $163.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $4852434.40        | $4438485.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $4602306.93        | $4338440.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  |  | $53.48             | $51.60             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  |  | $9838779.84        | $9989810.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2155 | 2055-07-01      | 6.0000%  |  | $8045262.01        | $8401195.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2142 | 2055-08-01      | 6.0000%  |  | $821.06            | $843.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2141 | 2055-09-01      | 6.0000%  |  | $21535228.72       | $22450440.04       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2017 | 2055-08-01      | 5.5000%  |  | $947.51            | $965.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  |  | $3584155.73        | $3744030.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1891 | 2055-08-01      | 6.5000%  |  | $22570712.47       | $23781249.99       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1812 | 2055-08-01      | 5.5000%  |  | $927.33            | $940.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  |  | $34596138.97       | $35873509.13       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $2460.94           | $2446.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  |  | $636858.54         | $581171.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  |  | $2223004.56        | $2211640.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $813.92            | $742.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  |  | $5733427.59        | $5557640.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $21651.50          | $19748.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $88479.44          | $80745.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $13510.72          | $12332.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $893453.41         | $755129.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $224237.70         | $226771.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5357 | 2044-05-01      | 5.5000%  |  | $612.93            | $629.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  |  | $591.89            | $607.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7077 | 2029-12-01      | 3.0000%  |  | $61.69             | $60.67             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  |  | $329480.72         | $338893.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 08.500 CLZS2394 | 2031-07-01      | 8.5000%  |  | $23.84             | $24.99             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO5414 | 2049-10-01      | 3.0000%  |  | $1938234.90        | $1738415.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN8954 | 2049-06-01      | 3.5000%  |  | $295879.99         | $274610.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  |  | $4294719.65        | $4115940.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  |  | $81808.85          | $80936.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  |  | $9096.05           | $8777.73           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $22994.19          | $23205.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  |  | $27829.88          | $29004.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $394562.56         | $398191.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $2323399.97        | $2344767.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $3579983.66        | $3615101.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $24621428.29       | $24859949.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  |  | $25220510.90       | $25504406.99       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $1238.08           | $1275.59           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  |  | $840.26            | $812.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFS0003 | 2036-12-01      | 1.5000%  |  | $585.80            | $526.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0835 | 2052-03-01      | 2.5000%  |  | $221892.34         | $189618.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM9540 | 2051-11-01      | 2.0000%  |  | $747.07            | $605.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM8480 | 2050-11-01      | 3.0000%  |  | $482.30            | $427.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF5371 | 2053-01-01      | 5.0000%  |  | $7709831.74        | $7765055.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF4188 | 2052-12-01      | 5.5000%  |  | $673.51            | $681.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  |  | $3421200.71        | $3481518.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0701 | 2052-10-01      | 5.0000%  |  | $4616756.13        | $4613657.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  |  | $1907499.77        | $1909876.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  |  | $775.03            | $751.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9085 | 2052-08-01      | 5.0000%  |  | $675.23            | $673.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  |  | $4138950.00        | $4109583.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $38498.31          | $33767.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6931 | 2053-01-01      | 5.5000%  |  | $787.59            | $798.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  |  | $110999.49         | $105753.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6847 | 2053-11-01      | 6.0000%  |  | $711.49            | $733.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  |  | $148482.29         | $157516.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  |  | $822.20            | $819.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS6158 | 2052-07-01      | 4.0000%  |  | $73860.83          | $69786.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6101 | 2053-08-01      | 5.5000%  |  | $32606.68          | $33046.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5811 | 2053-08-01      | 5.5000%  |  | $27553147.59       | $28304785.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  |  | $28549515.25       | $29945332.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $717.28            | $718.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5626 | 2053-08-01      | 5.0000%  |  | $6281.36           | $6241.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5507 | 2051-09-01      | 3.5000%  |  | $32541.27          | $29742.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS6259 | 2053-06-01      | 4.5000%  |  | $808.85            | $786.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  |  | $20675.93          | $21299.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $18525.06          | $16899.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $693.09            | $702.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $3188047.45        | $3087863.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  |  | $845603.56         | $856826.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  |  | $843.21            | $876.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4101 | 2055-03-01      | 6.5000%  |  | $738.43            | $779.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD3925 | 2055-03-01      | 7.0000%  |  | $1129585.84        | $1212226.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4436 | 2055-03-01      | 6.5000%  |  | $760.29            | $807.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3010 | 2055-02-01      | 6.0000%  |  | $896.63            | $941.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2976 | 2055-02-01      | 6.5000%  |  | $578.79            | $612.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2864 | 2055-02-01      | 6.5000%  |  | $983.43            | $1040.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1825 | 2055-02-01      | 5.5000%  |  | $3938775.01        | $3995070.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $29038.85          | $29523.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1681 | 2055-02-01      | 6.5000%  |  | $987.11            | $1033.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD0259 | 2055-01-01      | 5.5000%  |  | $2073987.83        | $2119900.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD0281 | 2055-01-01      | 5.5000%  |  | $446079.73         | $450204.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $591.82            | $557.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8133 | 2036-12-01      | 2.5000%  |  | $548.51            | $517.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8107 | 2036-06-01      | 2.0000%  |  | $527.82            | $484.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  |  | $578.78            | $531.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8321 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1017.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG8141 | 2056-04-01      | 6.0000%  |  | $1000.00           | $1039.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG8139 | 2056-04-01      | 6.0000%  |  | $1000.00           | $1041.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG8134 | 2056-04-01      | 6.0000%  |  | $1000.00           | $1034.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8123 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1019.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3369 | 2055-09-01      | 6.5000%  |  | $881755.72         | $921622.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF3254 | 2055-10-01      | 7.0000%  |  | $1003699.24        | $1078847.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIDF2746 | 2041-02-01      | 4.5000%  |  | $889690.62         | $885202.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9913 | 2055-11-01      | 5.5000%  |  | $6013316.85        | $6069839.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9672 | 2055-10-01      | 6.5000%  |  | $587097.12         | $615690.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4816 | 2056-03-01      | 5.0000%  |  | $16657314.90       | $16572292.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA4733 | 2037-05-01      | 2.5000%  |  | $973.94            | $919.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA4752 | 2055-03-01      | 6.5000%  |  | $943.76            | $984.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA4615 | 2054-01-01      | 2.5000%  |  | $1011.44           | $854.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4127 | 2055-12-01      | 4.5000%  |  | $975.18            | $946.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA4118 | 2050-04-01      | 4.0000%  |  | $987.05            | $941.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4115 | 2050-03-01      | 3.5000%  |  | $991.07            | $921.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA3885 | 2050-02-01      | 3.0000%  |  | $10511.03          | $9464.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  |  | $701774.33         | $695433.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY4826 | 2055-06-01      | 6.5000%  |  | $869.06            | $922.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY4128 | 2055-05-01      | 7.0000%  |  | $735.97            | $785.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY3743 | 2055-05-01      | 6.5000%  |  | $793.59            | $845.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY3101 | 2055-05-01      | 7.0000%  |  | $857.97            | $924.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY3061 | 2055-05-01      | 6.0000%  |  | $599.09            | $614.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY2321 | 2055-05-01      | 5.5000%  |  | $795.92            | $803.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  |  | $5939.70           | $6001.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX9619 | 2055-04-01      | 5.5000%  |  | $895.78            | $912.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9420 | 2055-04-01      | 7.0000%  |  | $3252052.44        | $3464586.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX7524 | 2055-02-01      | 6.5000%  |  | $1631292.69        | $1729581.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX7544 | 2055-02-01      | 6.5000%  |  | $984.24            | $1034.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7327 | 2055-03-01      | 6.0000%  |  | $3129970.83        | $3243089.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM0057 | 2032-05-01      | 2.5000%  |  | $436122.68         | $420683.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $1610.77           | $1358.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $643893.72         | $665143.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $4877594.33        | $4970285.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA5746 | 2051-08-01      | 3.5000%  |  | $638.68            | $589.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5123 | 2032-10-01      | 4.5000%  |  | $417.08            | $418.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3191 | 2054-10-01      | 6.0000%  |  | $1034173.18        | $1076730.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  |  | $30638.47          | $30038.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  |  | $459729.96         | $489235.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH6942 | 2054-01-01      | 6.5000%  |  | $4256474.90        | $4516771.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1356 | 2055-05-01      | 6.0000%  |  | $73181398.05       | $75965096.44       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  |  | $2735.57           | $2763.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY6336 | 2055-06-01      | 6.5000%  |  | $653.76            | $682.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2681 | 2055-08-01      | 6.5000%  |  | $1540286.12        | $1641886.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC2361 | 2056-04-01      | 5.0000%  |  | $9111440.03        | $9126891.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA4042 | 2056-01-01      | 5.0000%  |  | $448224.80         | $443517.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG9026 | 2056-05-01      | 5.0000%  |  | $1000.00           | $993.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA4226 | 2051-04-01      | 2.0000%  |  | $984.58            | $797.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3100 | 2055-10-01      | 6.0000%  |  | $954.96            | $995.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  |  | $82263.14          | $79699.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $763.83            | $698.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK7477 | 2030-06-01      | 3.0000%  |  | $71.02             | $69.46             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM8707 | 2035-09-01      | 3.0000%  |  | $834573.83         | $830014.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4632 | 2053-05-01      | 5.5000%  |  | $738.26            | $757.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $259.26            | $233.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $701.82            | $710.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG8122 | 2056-04-01      | 6.0000%  |  | $1000.00           | $1034.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8109 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1015.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG8106 | 2056-04-01      | 5.0000%  |  | $1000.00           | $992.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8126 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1015.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDG8991 | 2056-05-01      | 4.5000%  |  | $1000.00           | $966.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG8968 | 2056-04-01      | 5.0000%  |  | $1000.00           | $994.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG7959 | 2056-05-01      | 5.0000%  |  | $1000.00           | $994.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG7958 | 2056-04-01      | 5.0000%  |  | $1000.00           | $995.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA8557 | 2056-03-01      | 5.0000%  |  | $996.43            | $985.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8451 | 2056-03-01      | 6.0000%  |  | $999.10            | $1026.66           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7699 | 2056-03-01      | 6.0000%  |  | $998.59            | $1035.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA8054 | 2056-03-01      | 4.5000%  |  | $998.88            | $964.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6503 | 2056-02-01      | 6.5000%  |  | $998.44            | $1052.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7145 | 2056-03-01      | 5.5000%  |  | $1022.10           | $1031.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA6068 | 2056-02-01      | 5.0000%  |  | $994.82            | $983.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA5502 | 2056-01-01      | 5.0000%  |  | $973.76            | $963.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA5401 | 2056-02-01      | 5.0000%  |  | $996.56            | $988.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3806 | 2056-01-01      | 5.0000%  |  | $2022.48           | $2000.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3798 | 2056-01-01      | 5.0000%  |  | $244151.64         | $241525.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3137 | 2055-12-01      | 5.0000%  |  | $991.30            | $980.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2986 | 2056-01-01      | 5.0000%  |  | $1716979.47        | $1698202.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3527 | 2056-01-01      | 5.0000%  |  | $1018.72           | $1007.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1916 | 2056-01-01      | 5.0000%  |  | $1984.79           | $1967.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2588 | 2056-01-01      | 5.0000%  |  | $1019.80           | $1008.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA1655 | 2055-12-01      | 5.5000%  |  | $995.20            | $1013.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0841 | 2053-05-01      | 5.5000%  |  | $729.71            | $741.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX8007 | 2055-03-01      | 7.0000%  |  | $983706.36         | $1059266.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3214 | 2055-09-01      | 6.0000%  |  | $995.80            | $1035.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ3183 | 2055-09-01      | 5.5000%  |  | $895.26            | $903.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  |  | $983.13            | $973.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2632 | 2055-09-01      | 5.5000%  |  | $902378.69         | $919215.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2614 | 2055-09-01      | 5.5000%  |  | $4879.57           | $4995.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0076 | 2055-08-01      | 6.5000%  |  | $649.76            | $684.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9132 | 2055-08-01      | 5.5000%  |  | $974.44            | $998.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8867 | 2055-07-01      | 7.0000%  |  | $894.17            | $963.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8812 | 2055-07-01      | 6.5000%  |  | $992.59            | $1046.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8583 | 2055-07-01      | 6.0000%  |  | $39761.32          | $41551.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7858 | 2055-07-01      | 6.0000%  |  | $802.28            | $824.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  |  | $290727.09         | $244827.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  |  | $58141.78          | $52532.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $108799.97         | $92546.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  |  | $922633.27         | $777045.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8893 | 2051-02-01      | 2.0000%  |  | $1282476.16        | $1035493.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $176010.84         | $150939.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $613.09            | $497.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6990 | 2050-09-01      | 2.5000%  |  | $376954.11         | $323770.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $559.10            | $478.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6903 | 2050-09-01      | 2.0000%  |  | $591.21            | $477.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA6872 | 2035-08-01      | 2.5000%  |  | $374.81            | $354.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1523459.67        | $1238064.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $35038.52          | $29810.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7195 | 2050-09-01      | 2.0000%  |  | $568.90            | $462.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX9008 | 2053-04-01      | 5.5000%  |  | $617.89            | $635.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $6701888.34        | $6658746.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  |  | $513752.09         | $503476.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4708 | 2055-08-01      | 6.5000%  |  | $877.20            | $925.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  |  | $917.53            | $939.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $779.05            | $798.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3303 | 2055-02-01      | 6.0000%  |  | $5500717.78        | $5680923.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0728 | 2055-07-01      | 6.0000%  |  | $77276142.48       | $79320585.83       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX1530 | 2054-12-01      | 6.0000%  |  | $910570.19         | $954158.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA5656 | 2045-03-01      | 4.5000%  |  | $353513.05         | $350330.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0675 | 2055-01-01      | 6.5000%  |  | $775.68            | $820.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX8777 | 2055-03-01      | 6.5000%  |  | $573.60            | $597.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG8112 | 2056-05-01      | 5.0000%  |  | $1000.00           | $993.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1774 | 2037-03-01      | 2.0000%  |  | $949.46            | $875.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8144 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1015.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9030 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1016.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1726 | 2055-12-01      | 6.0000%  |  | $4871.02           | $5029.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL5076 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1011.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4351 | 2049-11-01      | 3.5000%  |  | $929154.19         | $864889.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3935 | 2050-11-01      | 2.5000%  |  | $551.39            | $469.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $5430053.34        | $5661261.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $3538.29           | $3127.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $470.17            | $442.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  |  | $465531.61         | $466466.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9538 | 2054-11-01      | 5.0000%  |  | $32035240.73       | $31861858.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4404 | 2052-08-01      | 5.0000%  |  | $33169.56          | $33051.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5088 | 2053-04-01      | 3.5000%  |  | $800.56            | $738.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4653 | 2053-05-01      | 5.5000%  |  | $739.96            | $749.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS4205 | 2053-03-01      | 2.5000%  |  | $863.26            | $727.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4147 | 2047-10-01      | 4.0000%  |  | $25144623.27       | $24134116.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4108 | 2051-12-01      | 4.0000%  |  | $761.37            | $720.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  |  | $114862.25         | $111677.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  |  | $39615.30          | $40572.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3658 | 2053-01-01      | 5.0000%  |  | $766.55            | $765.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $668.74            | $629.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  |  | $823605.88         | $777715.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  |  | $792.85            | $724.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  |  | $62150.33          | $64036.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  |  | $786.95            | $690.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  |  | $773.20            | $751.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM1562 | 2046-08-01      | 3.5000%  |  | $154430.10         | $141962.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZL0131 | 2035-08-01      | 3.5000%  |  | $174.18            | $169.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK9341 | 2033-03-01      | 3.0000%  |  | $150.77            | $146.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK9066 | 2032-11-01      | 3.0000%  |  | $208.73            | $202.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK9056 | 2032-11-01      | 3.0000%  |  | $172.95            | $166.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK9054 | 2032-11-01      | 3.0000%  |  | $175.71            | $170.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK8958 | 2032-09-01      | 3.0000%  |  | $108.73            | $105.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK7819 | 2030-11-01      | 3.0000%  |  | $91.70             | $89.83             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK7288 | 2030-04-01      | 3.0000%  |  | $79.94             | $78.53             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK7986 | 2031-03-01      | 3.0000%  |  | $104.82            | $102.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $154057.01         | $153020.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX9513 | 2053-03-01      | 5.5000%  |  | $735.54            | $746.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $72219.89          | $71569.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX9041 | 2053-04-01      | 5.0000%  |  | $39993.45          | $39712.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  |  | $402.28            | $361.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  |  | $418.70            | $367.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1411 | 2049-09-01      | 3.0000%  |  | $370.68            | $333.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN6652 | 2031-06-01      | 2.5000%  |  | $413.06            | $397.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ8451 | 2054-11-01      | 4.5000%  |  | $847.04            | $823.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7468 | 2054-10-01      | 5.0000%  |  | $760.84            | $758.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8023 | 2054-11-01      | 5.5000%  |  | $10386303.93       | $10701502.87       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ6013 | 2054-10-01      | 6.0000%  |  | $773.52            | $793.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  |  | $6748.01           | $6911.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ4181 | 2054-08-01      | 6.0000%  |  | $475.98            | $488.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ3141 | 2054-09-01      | 5.5000%  |  | $146218.45         | $147570.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ3596 | 2054-09-01      | 6.0000%  |  | $641.88            | $671.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0437 | 2055-05-01      | 6.0000%  |  | $860.37            | $886.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0428 | 2055-05-01      | 5.5000%  |  | $896.96            | $907.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0392 | 2055-05-01      | 5.5000%  |  | $919.63            | $942.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0213 | 2055-04-01      | 5.0000%  |  | $1013150.76        | $1007766.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0090 | 2055-03-01      | 5.0000%  |  | $999.67            | $990.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0867 | 2055-08-01      | 6.0000%  |  | $947.94            | $992.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB1472 | 2032-01-01      | 2.5000%  |  | $671.64            | $654.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB1170 | 2033-01-01      | 3.0000%  |  | $627.85            | $615.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  |  | $76769.95          | $73880.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0917 | 2037-04-01      | 3.0000%  |  | $555.21            | $537.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $3497960.43        | $2976046.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $295.48            | $283.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $216024.36         | $204283.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0920 | 2031-12-01      | 4.0000%  |  | $44.92             | $44.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0776 | 2031-06-01      | 4.5000%  |  | $140841.84         | $140993.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB9726 | 2028-06-01      | 2.5000%  |  | $223022.43         | $220021.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9361 | 2043-05-01      | 3.5000%  |  | $162.38            | $152.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9349 | 2043-05-01      | 3.0000%  |  | $285.93            | $261.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $51084.71          | $50020.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  |  | $2172218.19        | $2036887.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAB6667 | 2042-10-01      | 2.5000%  |  | $40157.09          | $35525.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  |  | $166.43            | $156.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.650 CA981378 | 2037-12-01      | 5.6500%  |  | $41494.36          | $41573.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.620 CA912063 | 2036-12-01      | 5.6200%  |  | $67095.66          | $67284.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.900 CA906944 | 2036-12-01      | 5.9000%  |  | $9443.68           | $9415.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CL890695 | 2045-08-01      | 4.0000%  |  | $92033.36          | $88307.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL889465 | 2038-03-01      | 5.5000%  |  | $38210.09          | $39547.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP888895 | 2037-07-01      | 6.5000%  |  | $7.89              | $8.13              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA9699 | 2054-02-01      | 7.0000%  |  | $237.17            | $253.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC2458 | 2056-04-01      | 5.5000%  |  | $994.23            | $1003.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8676 | 2055-09-01      | 6.5000%  |  | $1518422.14        | $1609000.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8706 | 2055-09-01      | 6.5000%  |  | $992734.24         | $1051952.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $43890.29          | $42914.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $2902227.37        | $2983259.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $81075485.39       | $77099723.73       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $217753.00         | $193930.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1790 | 2049-11-01      | 3.0000%  |  | $510.60            | $448.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $29607.12          | $26516.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  |  | $117216.65         | $116373.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD2526 | 2049-08-01      | 4.0000%  |  | $780.70            | $738.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8804 | 2047-02-01      | 3.5000%  |  | $174.91            | $161.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY5408 | 2055-06-01      | 5.5000%  |  | $984.45            | $1005.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1171 | 2055-05-01      | 5.0000%  |  | $962.13            | $954.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5276 | 2054-11-01      | 5.5000%  |  | $983.35            | $1007.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0384 | 2055-05-01      | 5.0000%  |  | $980.39            | $978.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2072 | 2055-08-01      | 6.0000%  |  | $806.49            | $827.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7399 | 2055-12-01      | 5.0000%  |  | $2978.32           | $2960.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA1691 | 2055-12-01      | 4.5000%  |  | $995.05            | $962.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA6102 | 2056-05-01      | 7.0000%  |  | $764921.00         | $811236.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $1000.00           | $989.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7997 | 2054-05-01      | 6.0000%  |  | $733.41            | $753.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $1955738.23        | $1963496.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $61133.66          | $59278.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7982 | 2046-09-01      | 3.0000%  |  | $91809919.10       | $82614574.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  |  | $587963.45         | $562762.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTSC0086 | 2040-10-01      | 2.5000%  |  | $500.91            | $451.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $680.32            | $689.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $779265.27         | $762456.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  |  | $678.56            | $573.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBW8964 | 2052-09-01      | 6.0000%  |  | $627.95            | $661.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  |  | $6972698.92        | $7173256.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8544 | 2054-05-01      | 6.0000%  |  | $794.22            | $829.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK6912 | 2029-06-01      | 2.5000%  |  | $29.37             | $29.03             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK7069 | 2030-01-01      | 3.0000%  |  | $60.42             | $59.39             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK5521 | 2028-05-01      | 2.5000%  |  | $324.25            | $319.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL3842 | 2053-02-01      | 4.0000%  |  | $853548.09         | $809575.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL4398 | 2052-08-01      | 3.0000%  |  | $1018.00           | $903.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  |  | $995.60            | $987.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL3366 | 2053-10-01      | 3.0000%  |  | $36896.66          | $32397.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3292 | 2055-11-01      | 5.5000%  |  | $36283304.42       | $37039468.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3303 | 2055-11-01      | 6.0000%  |  | $942.35            | $974.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3118 | 2055-10-01      | 6.0000%  |  | $3823020.53        | $3924981.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3073 | 2055-01-01      | 5.5000%  |  | $624817.01         | $634007.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2961 | 2055-10-01      | 5.0000%  |  | $80218021.03       | $80105296.90       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  |  | $6163.24           | $6129.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL2800 | 2053-10-01      | 4.5000%  |  | $30726.08          | $29853.92          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2771 | 2055-04-01      | 6.5000%  |  | $28517278.16       | $29986691.12       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2770 | 2055-05-01      | 6.5000%  |  | $900.61            | $953.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2716 | 2055-09-01      | 5.5000%  |  | $937.74            | $949.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3593 | 2055-04-01      | 5.5000%  |  | $968.73            | $987.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $762.02            | $771.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $343253.48         | $340338.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $415.77            | $431.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  |  | $845.37            | $795.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $26962498.73       | $27780819.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $597.44            | $614.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $8637.73           | $8742.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $836.77            | $763.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0355 | 2035-06-01      | 3.5000%  |  | $198.38            | $193.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0222 | 2034-11-01      | 3.0000%  |  | $253.09            | $243.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNSA0088 | 2032-01-01      | 1.5000%  |  | $728.16            | $684.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CNSA0045 | 2032-09-01      | 2.5000%  |  | $523.73            | $499.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZT1970 | 2033-04-01      | 3.5000%  |  | $186.33            | $183.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZT1989 | 2033-01-01      | 3.5000%  |  | $180.63            | $177.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZT1336 | 2032-02-01      | 3.0000%  |  | $28.48             | $28.16             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZT1324 | 2031-02-01      | 3.0000%  |  | $101.84            | $100.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZT0657 | 2040-07-01      | 6.0000%  |  | $264829.35         | $280486.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $119360.28         | $117349.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9776 | 2046-08-01      | 3.5000%  |  | $17359.01          | $16176.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8694 | 2033-04-01      | 3.5000%  |  | $90.84             | $89.21             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS8676 | 2032-11-01      | 3.0000%  |  | $120.29            | $116.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $9794517.33        | $9194392.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $9601252.70        | $9012940.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT3174 | 2043-05-01      | 3.0000%  |  | $1827411.59        | $1673281.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3504 | 2043-04-01      | 3.5000%  |  | $166.84            | $157.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  |  | $388542.17         | $372783.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8314 | 2046-11-01      | 3.0000%  |  | $30453121.39       | $27371468.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8300 | 2046-11-01      | 3.0000%  |  | $14540625.45       | $13106086.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $295152.29         | $264899.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $211.68            | $196.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  |  | $171.78            | $154.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7879 | 2046-09-01      | 3.0000%  |  | $16754775.35       | $15195101.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW3585 | 2044-06-01      | 3.5000%  |  | $1988386.73        | $1863829.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7874 | 2046-09-01      | 3.0000%  |  | $17116392.48       | $15384242.09       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $427792.42         | $382357.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  |  | $304.57            | $281.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $401.94            | $340.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $10782.87          | $10413.94          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  |  | $104936.28         | $105328.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  |  | $7285.92           | $6645.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $35954594.16       | $37926571.81       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6509 | 2054-08-01      | 6.0000%  |  | $687.70            | $706.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6508 | 2054-09-01      | 5.5000%  |  | $839.47            | $848.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6433 | 2054-04-01      | 5.5000%  |  | $972.54            | $994.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5957 | 2054-08-01      | 5.5000%  |  | $812.64            | $830.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3330 | 2054-10-01      | 6.0000%  |  | $928.77            | $969.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2874 | 2055-06-01      | 6.0000%  |  | $847.98            | $872.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  |  | $170927.27         | $143497.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3536 | 2055-11-01      | 5.0000%  |  | $141383.84         | $140531.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2421 | 2055-07-01      | 5.5000%  |  | $1205396.34        | $1222576.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2435 | 2055-08-01      | 5.5000%  |  | $6713.71           | $6844.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  |  | $953.89            | $974.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2126 | 2055-06-01      | 5.0000%  |  | $4024139.80        | $4004243.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  |  | $789.16            | $825.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6539 | 2054-08-01      | 5.5000%  |  | $48024.12          | $48584.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5213 | 2054-07-01      | 5.5000%  |  | $35712.01          | $36040.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0752 | 2054-03-01      | 5.5000%  |  | $359.93            | $365.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0627 | 2054-02-01      | 7.0000%  |  | $472160.65         | $504917.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0502 | 2054-07-01      | 7.0000%  |  | $3593116.79        | $3897022.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA6575 | 2054-04-01      | 5.5000%  |  | $578.41            | $594.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8956 | 2055-09-01      | 7.0000%  |  | $1324643.20        | $1409924.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0053 | 2055-08-01      | 6.0000%  |  | $59523.25          | $61070.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  |  | $13084459.57       | $13309035.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD3459 | 2055-02-01      | 7.0000%  |  | $750.18            | $807.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1097 | 2055-10-01      | 5.5000%  |  | $1364287.19        | $1393977.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8023 | 2055-07-01      | 6.5000%  |  | $638.94            | $677.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC9591 | 2055-01-01      | 4.5000%  |  | $834.58            | $810.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB4842 | 2054-11-01      | 6.0000%  |  | $1106173.11        | $1150372.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  |  | $8422.63           | $8379.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5119 | 2055-06-01      | 6.0000%  |  | $928.20            | $969.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3421 | 2055-12-01      | 5.5000%  |  | $11804.11          | $12092.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3874 | 2056-01-01      | 5.0000%  |  | $1008.33           | $999.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA6568 | 2056-02-01      | 5.0000%  |  | $996.95            | $988.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9487 | 2047-05-01      | 4.0000%  |  | $20440.64          | $19517.99          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI9266 | 2054-07-01      | 6.0000%  |  | $610033.33         | $635132.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5457 | 2045-07-01      | 3.5000%  |  | $24804187.05       | $23165633.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $1640.05           | $1315.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  |  | $750.22            | $688.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $268863.48         | $260123.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  |  | $1228.76           | $1041.74           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 ZLSI2038 | 2050-07-01      | 2.0000%  |  | $728965.31         | $589768.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8636 | 2050-06-01      | 5.0000%  |  | $1073793.67        | $1080423.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5087 | 2055-10-01      | 5.5000%  |  | $14248358.21       | $14510949.13       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4441 | 2055-03-01      | 6.5000%  |  | $3428763.60        | $3631229.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  |  | $1362.63           | $1403.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $77793042.66       | $80108033.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $66078804.17       | $66893592.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  |  | $41299.95          | $41831.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $750.08            | $745.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $720.73            | $730.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  |  | $815.39            | $743.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4938 | 2054-08-01      | 6.5000%  |  | $627.66            | $668.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE8087 | 2052-06-01      | 4.0000%  |  | $4388457.38        | $4146404.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD6216 | 2052-02-01      | 3.0000%  |  | $67163.35          | $59426.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD5325 | 2052-01-01      | 3.0000%  |  | $781.28            | $685.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $678.96            | $581.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2522057.58        | $2172631.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQC5662 | 2051-08-01      | 3.5000%  |  | $28087.15          | $25786.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC2692 | 2051-06-01      | 3.0000%  |  | $507.58            | $445.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  |  | $8956524.46        | $8035620.59        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G61595 G | 2048-07-01      | 3.5000%  |  | $691605.42         | $641979.58         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q49036 G | 2047-07-01      | 4.0000%  |  | $2752842.15        | $2643075.94        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q46715 G | 2047-03-01      | 4.0000%  |  | $2584098.72        | $2486503.05        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  |  | $2334237.85        | $2177835.61        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U89009 G | 2032-09-01      | 3.5000%  |  | $69.54             | $68.20             | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  |  | $1414666.12        | $1408007.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD4047 | 2053-10-01      | 5.0000%  |  | $781.70            | $783.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $16394.89          | $13773.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFS2928 | 2037-09-01      | 4.0000%  |  | $582.32            | $568.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS2769 | 2051-06-01      | 2.0000%  |  | $2248885.89        | $1814484.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7798 | 2046-08-01      | 3.0000%  |  | $338489.13         | $304796.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAS8073 | 2046-10-01      | 2.5000%  |  | $162666.84         | $139729.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5810 | 2045-09-01      | 3.5000%  |  | $18804916.84       | $17610831.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  |  | $5400172.74        | $5070759.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3006 | 2054-12-01      | 5.0000%  |  | $948.91            | $943.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2924 | 2054-11-01      | 6.0000%  |  | $672.83            | $692.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  |  | $61647977.88       | $63010740.70       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  |  | $869.84            | $865.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $6129.24           | $6333.54           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  |  | $778.66            | $804.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $910.89            | $927.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ2469 | 2054-09-01      | 6.5000%  |  | $661.68            | $697.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ2235 | 2054-08-01      | 7.0000%  |  | $781.67            | $840.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1972 | 2054-07-01      | 6.0000%  |  | $716.06            | $738.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH8672 | 2054-01-01      | 6.0000%  |  | $2513809.81        | $2606718.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH8458 | 2054-01-01      | 6.5000%  |  | $622.43            | $652.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH7962 | 2053-12-01      | 7.0000%  |  | $796650.87         | $852613.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $138414.40         | $133570.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH2159 | 2053-10-01      | 6.0000%  |  | $890.28            | $927.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9800 | 2054-11-01      | 5.5000%  |  | $880.41            | $896.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9798 | 2054-11-01      | 5.0000%  |  | $36300.46          | $36131.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  |  | $737.39            | $760.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8608 | 2053-08-01      | 6.0000%  |  | $637.24            | $657.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $830.16            | $844.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  |  | $27376.81          | $27811.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS7656 | 2054-04-01      | 5.5000%  |  | $1917982.03        | $1938119.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA6293 | 2054-03-01      | 5.5000%  |  | $768.96            | $792.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4936 | 2053-10-01      | 7.0000%  |  | $892.71            | $962.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX6665 | 2055-02-01      | 5.5000%  |  | $777993.85         | $791890.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX7144 | 2055-02-01      | 5.5000%  |  | $902.56            | $913.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  |  | $884.00            | $911.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX3242 | 2055-01-01      | 5.5000%  |  | $990.69            | $1005.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6471 | 2056-05-01      | 5.0000%  |  | $1024.00           | $1020.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6410 | 2056-04-01      | 5.0000%  |  | $1024.00           | $1016.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6159 | 2056-02-01      | 5.0000%  |  | $12141425.79       | $12065782.02       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ6029 | 2056-03-01      | 5.5000%  |  | $1022.97           | $1039.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5997 | 2056-03-01      | 5.0000%  |  | $995.95            | $995.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7246 | 2055-07-01      | 6.0000%  |  | $2731470.91        | $2829318.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY8020 | 2055-07-01      | 5.5000%  |  | $880.14            | $901.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7040 | 2055-07-01      | 6.5000%  |  | $812.52            | $859.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY6747 | 2055-06-01      | 7.0000%  |  | $887.92            | $956.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY6746 | 2055-06-01      | 7.0000%  |  | $925.64            | $999.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7118 | 2055-07-01      | 5.5000%  |  | $896.13            | $910.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY6055 | 2055-06-01      | 6.5000%  |  | $818.44            | $868.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $32362.26          | $30833.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $1608811.87        | $1485575.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $159.44            | $158.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $124819.46         | $115068.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $252028.23         | $242175.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $131.70            | $128.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2793 | 2048-12-01      | 4.5000%  |  | $220.41            | $217.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2296376.88        | $2309613.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB1547 | 2035-07-01      | 3.0000%  |  | $839.54            | $812.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $5432693.04        | $5483763.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  |  | $964.14            | $953.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD2886 | 2055-03-01      | 7.0000%  |  | $687.38            | $737.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX9449 | 2055-04-01      | 5.5000%  |  | $1890.26           | $1941.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7052 | 2055-10-01      | 6.5000%  |  | $878438.62         | $918817.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4698 | 2056-02-01      | 5.0000%  |  | $19086646.93       | $18886251.98       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0110 | 2056-04-01      | 5.0000%  |  | $4170.43           | $4124.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6294 | 2055-11-01      | 5.5000%  |  | $1448870.09        | $1472317.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4744 | 2052-06-01      | 3.0000%  |  | $1010.87           | $894.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG7955 | 2056-05-01      | 5.0000%  |  | $1000.00           | $1000.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW2522 | 2056-02-01      | 5.5000%  |  | $2579028.58        | $2608294.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3650 | 2056-03-01      | 5.0000%  |  | $8897234.82        | $8800039.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2612 | 2054-10-01      | 6.0000%  |  | $820.12            | $844.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  |  | $449.58            | $405.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $1745184.18        | $1494032.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $1524.99           | $1304.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5052 | 2051-04-01      | 2.0000%  |  | $702.09            | $565.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $525678.78         | $472756.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2680 | 2054-10-01      | 6.5000%  |  | $8958.51           | $9349.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  |  | $182.28            | $178.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY2840 | 2053-06-01      | 5.5000%  |  | $616.72            | $633.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $3522840.88        | $3508304.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $108698.85         | $106486.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBJ1428 | 2053-11-01      | 7.0000%  |  | $873.41            | $945.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $15252.47          | $14338.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS2040 | 2052-02-01      | 2.0000%  |  | $791.86            | $638.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNFS1806 | 2032-05-01      | 2.5000%  |  | $235141.32         | $224511.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2620 | 2052-08-01      | 5.0000%  |  | $720.15            | $717.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2614 | 2052-08-01      | 5.0000%  |  | $700.86            | $704.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8526 | 2055-09-01      | 5.5000%  |  | $1432934.98        | $1456653.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE8477 | 2055-09-01      | 7.0000%  |  | $1128222.47        | $1206838.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8967 | 2055-10-01      | 6.0000%  |  | $937.51            | $961.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5769 | 2055-07-01      | 6.0000%  |  | $1533791.77        | $1572841.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4781 | 2055-08-01      | 6.5000%  |  | $1220919.78        | $1295477.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE3980 | 2055-08-01      | 5.5000%  |  | $1435669.47        | $1464756.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3423 | 2055-06-01      | 7.0000%  |  | $775.02            | $825.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3307 | 2055-07-01      | 7.0000%  |  | $991.54            | $1065.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  |  | $990.83            | $1057.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE2183 | 2055-06-01      | 7.0000%  |  | $938554.18         | $1009281.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1860 | 2049-07-01      | 6.0000%  |  | $850.04            | $886.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1809 | 2054-09-01      | 6.0000%  |  | $790.86            | $812.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1633 | 2054-12-01      | 5.5000%  |  | $34069.63          | $34403.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX0553 | 2054-12-01      | 6.0000%  |  | $774.78            | $794.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQX0535 | 2054-12-01      | 4.5000%  |  | $966.41            | $944.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  |  | $17875.37          | $17017.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $86219.90          | $85762.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CLAD0273 | 2032-10-01      | 8.5000%  |  | $32.31             | $33.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 CLAD0270 | 2033-04-01      | 8.0000%  |  | $26.13             | $27.38             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $24.75             | $26.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA6063 | 2046-05-01      | 4.5000%  |  | $20064.00          | $19608.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS7532 | 2054-03-01      | 5.5000%  |  | $819.13            | $836.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $171502.06         | $156830.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $2868579.46        | $2827056.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $33947.89          | $34182.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $91.56             | $87.37             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $254.43            | $250.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $154.08            | $153.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4524 | 2048-07-01      | 4.0000%  |  | $14502091.30       | $13878780.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  |  | $164.84            | $158.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $4571333.13        | $4387753.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  |  | $4418055.84        | $4126152.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK4686 | 2027-11-01      | 2.5000%  |  | $17.37             | $17.20             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK4454 | 2027-09-01      | 2.5000%  |  | $15.06             | $14.92             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI6226 | 2037-06-01      | 6.0000%  |  | $14.94             | $15.55             | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J24649 G | 2028-07-01      | 2.5000%  |  | $30.49             | $30.07             | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G08864 G | 2049-02-01      | 5.0000%  |  | $92.71             | $93.39             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1957 | 2054-07-01      | 5.5000%  |  | $842.06            | $856.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2585 | 2054-10-01      | 6.0000%  |  | $807.19            | $842.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $841.17            | $850.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1358 | 2054-04-01      | 6.5000%  |  | $680.35            | $712.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1356 | 2054-04-01      | 6.5000%  |  | $24363432.54       | $25538215.60       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $7003.96           | $6766.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $1165067.59        | $1197626.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL0419 | 2053-10-01      | 3.0000%  |  | $918.60            | $806.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0356 | 2054-12-01      | 5.0000%  |  | $907.19            | $904.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  |  | $649.45            | $523.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2041 | 2048-07-01      | 4.0000%  |  | $156544.96         | $148441.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  |  | $75.15             | $71.73             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $16388.42          | $16484.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $2775667.96        | $2711806.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  |  | $2226434.26        | $2188478.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5499 | 2054-10-01      | 6.5000%  |  | $570.16            | $594.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $767.83            | $774.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  |  | $121461.14         | $126586.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $622.42            | $639.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $94492.87          | $91395.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  |  | $2883157.90        | $2800071.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1034268.56        | $1035047.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW2630 | 2056-02-01      | 5.0000%  |  | $2602544.29        | $2607230.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2526 | 2055-09-01      | 6.0000%  |  | $1233299.39        | $1293841.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2519 | 2055-09-01      | 6.0000%  |  | $884.40            | $913.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2468 | 2055-09-01      | 5.5000%  |  | $726868.68         | $745607.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  |  | $948.14            | $990.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  |  | $598624.85         | $536373.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5400 | 2046-05-01      | 5.0000%  |  | $4336153.00        | $4321573.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  |  | $179165.80         | $177206.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $4990803.19        | $4937889.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE0147 | 2055-05-01      | 7.0000%  |  | $837.71            | $900.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9294 | 2055-04-01      | 5.5000%  |  | $457608.11         | $461885.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD9270 | 2055-05-01      | 7.0000%  |  | $808.76            | $865.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD9823 | 2055-05-01      | 7.0000%  |  | $835.80            | $900.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8849 | 2055-08-01      | 6.5000%  |  | $5351286.05        | $5738136.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8888 | 2055-09-01      | 7.0000%  |  | $1183382.04        | $1284549.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD7446 | 2055-04-01      | 7.0000%  |  | $1000249.72        | $1077037.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3180 | 2053-06-01      | 6.5000%  |  | $696.35            | $742.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3041 | 2053-05-01      | 5.0000%  |  | $791.11            | $787.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  |  | $92369.82          | $94135.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  |  | $1694.92           | $1423.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2511 | 2053-04-01      | 5.5000%  |  | $72516.16          | $73360.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2473 | 2053-02-01      | 5.0000%  |  | $1927623.17        | $1915993.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  |  | $806.75            | $736.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1601 | 2052-09-01      | 4.5000%  |  | $117400.57         | $113883.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0964 | 2046-12-01      | 3.5000%  |  | $120305.48         | $109741.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4178 | 2035-11-01      | 1.5000%  |  | $337301.56         | $303874.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4205 | 2035-12-01      | 1.5000%  |  | $1101678.05        | $988324.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4124 | 2035-09-01      | 2.5000%  |  | $325.60            | $307.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  |  | $367021.25         | $296717.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  |  | $152.83            | $144.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $93.55             | $88.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  |  | $211768.74         | $195334.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $20071.70          | $18437.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $115444.73         | $88334.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  |  | $769.02            | $618.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBM3795 | 2031-01-01      | 2.0000%  |  | $85447.66          | $82591.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3764 | 2048-04-01      | 4.0000%  |  | $95931.78          | $91808.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $2881855.05        | $2678336.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  |  | $16394.70          | $15326.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM1756 | 2045-12-01      | 4.5000%  |  | $25868.99          | $25508.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $1356150.70        | $1160729.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0393 | 2055-05-01      | 5.5000%  |  | $955.77            | $978.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4290 | 2055-10-01      | 5.5000%  |  | $606783.18         | $621987.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2127 | 2055-08-01      | 6.0000%  |  | $953.04            | $997.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9791 | 2055-01-01      | 5.5000%  |  | $890.37            | $914.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  |  | $1731922.72        | $1627117.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4230 | 2055-08-01      | 6.0000%  |  | $458162.87         | $469916.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8424 | 2054-11-01      | 5.5000%  |  | $954945.57         | $980976.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9894 | 2054-05-01      | 6.0000%  |  | $14302705.93       | $14693889.70       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9322 | 2055-08-01      | 5.5000%  |  | $1225952.84        | $1252858.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4202 | 2055-06-01      | 6.0000%  |  | $9502.90           | $9865.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA6030 | 2056-04-01      | 5.5000%  |  | $1017.39           | $1026.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG6889 | 2056-04-01      | 5.0000%  |  | $1000.00           | $991.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1667 | 2055-12-01      | 5.0000%  |  | $992.68            | $985.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1677 | 2055-12-01      | 5.0000%  |  | $276536.07         | $275557.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3WZN0342 | 2033-01-01      | 3.5000%  |  | $86.07             | $84.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3994 | 2053-02-01      | 6.0000%  |  | $630.69            | $660.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $717.57            | $725.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $834.26            | $862.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0630 | 2036-05-01      | 2.0000%  |  | $534.69            | $491.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  |  | $3108008.16        | $2791058.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $760.78            | $702.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1138 | 2055-01-01      | 5.5000%  |  | $32620053.84       | $33502509.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  |  | $929.89            | $854.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA0658 | 2054-10-01      | 4.5000%  |  | $917.11            | $886.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0479 | 2055-01-01      | 5.5000%  |  | $900.33            | $916.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  |  | $921.05            | $911.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0869 | 2053-05-01      | 6.0000%  |  | $20212216.08       | $20857962.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0866 | 2055-02-01      | 5.5000%  |  | $128187.07         | $131145.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG9577 | 2056-05-01      | 6.0000%  |  | $1000.00           | $1042.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9573 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1009.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG9035 | 2056-05-01      | 6.0000%  |  | $1000.00           | $1036.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9033 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1015.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG9021 | 2056-05-01      | 5.0000%  |  | $1000.00           | $995.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9011 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1015.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9010 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG9027 | 2056-05-01      | 5.0000%  |  | $1000.00           | $992.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG9025 | 2056-05-01      | 5.0000%  |  | $1000.00           | $994.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ0858 | 2045-07-01      | 3.5000%  |  | $3237414.15        | $3031859.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  |  | $30090234.16       | $28179638.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA6053 | 2056-05-01      | 5.0000%  |  | $1049.00           | $1037.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  |  | $27925.31          | $25470.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $757.36            | $695.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4088 | 2052-07-01      | 4.0000%  |  | $764.68            | $726.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $913226.75         | $891907.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  |  | $1401.98           | $1323.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  |  | $718.75            | $696.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6312 | 2053-05-01      | 5.0000%  |  | $791.25            | $789.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  |  | $60003.75          | $48084.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  |  | $607.18            | $557.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  |  | $1155805.40        | $995540.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  |  | $718.11            | $614.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3584 | 2052-05-01      | 3.0000%  |  | $217501.37         | $191576.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $27408985.02       | $25963468.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2538 | 2052-01-01      | 2.5000%  |  | $712.00            | $608.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $458456.48         | $387480.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB1921 | 2051-10-01      | 3.5000%  |  | $5015571.32        | $4634891.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2635 | 2052-01-01      | 2.5000%  |  | $23771.13          | $20193.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  |  | $676.42            | $607.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZA3765 | 2030-02-01      | 3.0000%  |  | $56.90             | $55.96             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $790.24            | $633.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC7086 | 2051-09-01      | 2.5000%  |  | $490230.18         | $415902.90         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  |  | $2441911.14        | $2400943.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  |  | $290.68            | $292.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $731300.80         | $695801.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZS8672 | 2032-10-01      | 2.5000%  |  | $116.52            | $111.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $82863.42          | $71027.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4388 | 2055-06-01      | 6.0000%  |  | $959352.72         | $993077.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5429 | 2055-05-01      | 5.5000%  |  | $1832.89           | $1850.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX2328 | 2055-01-01      | 5.5000%  |  | $197370.63         | $199204.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0699 | 2055-07-01      | 5.5000%  |  | $18041.53          | $18528.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $794.22            | $814.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  |  | $2892.04           | $2883.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA6054 | 2056-05-01      | 5.5000%  |  | $2694865.00        | $2723728.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG8124 | 2056-04-01      | 5.0000%  |  | $1000.00           | $998.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA4868 | 2056-02-01      | 5.0000%  |  | $997.15            | $986.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6414 | 2056-04-01      | 5.0000%  |  | $86865408.00       | $85981706.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7397 | 2054-03-01      | 6.0000%  |  | $106241.45         | $110413.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK5563 | 2028-06-01      | 2.5000%  |  | $28.05             | $27.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8505 | 2053-09-01      | 5.0000%  |  | $921.67            | $914.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  |  | $3516572.00        | $3038008.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $50972.46          | $49442.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  |  | $119.22            | $109.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $139626.03         | $129035.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA2773 | 2036-10-01      | 3.0000%  |  | $914294.51         | $866269.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $124255.64         | $115619.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3508 | 2048-09-01      | 3.0000%  |  | $152.69            | $136.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CVMA2008 | 2029-08-01      | 3.5000%  |  | $44.23             | $43.79             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8751 | 2053-03-01      | 5.5000%  |  | $656.51            | $673.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8675 | 2053-04-01      | 5.5000%  |  | $560.54            | $576.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6971 | 2053-02-01      | 5.5000%  |  | $791.41            | $805.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6778 | 2053-03-01      | 5.5000%  |  | $806.30            | $835.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  |  | $11206909.69       | $11610810.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $24842.34          | $26817.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX4083 | 2053-02-01      | 6.0000%  |  | $856.16            | $901.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3814 | 2053-02-01      | 6.0000%  |  | $2046632.16        | $2105888.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI8216 | 2054-06-01      | 5.5000%  |  | $725.29            | $734.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2838 | 2052-02-01      | 2.0000%  |  | $745.93            | $608.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  |  | $900.04            | $927.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8384 | 2054-04-01      | 5.5000%  |  | $877.77            | $890.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7434 | 2053-11-01      | 5.5000%  |  | $838.01            | $859.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $16309392.35       | $15469478.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3XSF7004 | 2029-06-01      | 4.0000%  |  | $199.14            | $198.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  |  | $906.32            | $925.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4448 | 2056-03-01      | 5.5000%  |  | $934879.56         | $948246.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2312 | 2056-01-01      | 5.5000%  |  | $987.11            | $1004.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1835 | 2056-03-01      | 5.0000%  |  | $25228577.17       | $24952015.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF8795 | 2056-01-01      | 5.0000%  |  | $986.88            | $978.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  |  | $109774613.07      | $111019847.54      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9668 | 2054-12-01      | 5.5000%  |  | $938.17            | $948.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9504 | 2054-11-01      | 6.0000%  |  | $22805756.73       | $23631173.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3969 | 2056-03-01      | 5.0000%  |  | $2834799.68        | $2821552.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  |  | $883.54            | $903.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9001 | 2054-07-01      | 5.5000%  |  | $917.84            | $947.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9794 | 2055-01-01      | 5.5000%  |  | $898.33            | $917.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $83136.94          | $79236.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ6197 | 2041-12-01      | 3.5000%  |  | $75.98             | $71.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $820205.19         | $774281.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  |  | $199.30            | $202.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAH5542 | 2041-01-01      | 3.5000%  |  | $58727.40          | $55289.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL602615 | 2031-10-01      | 7.0000%  |  | $36881.50          | $39108.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  |  | $751.78            | $695.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3XSF7003 | 2030-05-01      | 3.0000%  |  | $151.51            | $148.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3PSE9004 | 2049-10-01      | 3.0000%  |  | $110926.32         | $96755.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6051 | 2050-07-01      | 2.5000%  |  | $296.36            | $246.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5244 | 2035-05-01      | 5.0000%  |  | $726.29            | $733.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO4957 | 2041-02-01      | 4.5000%  |  | $982.36            | $977.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CNRD5093 | 2032-04-01      | 3.0000%  |  | $426.14            | $412.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CNRD5102 | 2032-06-01      | 3.0000%  |  | $423.85            | $409.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $350.70            | $331.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CNRD5076 | 2031-12-01      | 2.0000%  |  | $419.42            | $397.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  |  | $849.89            | $871.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  |  | $1952.73           | $1884.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5825 | 2055-09-01      | 7.0000%  |  | $927.04            | $984.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5799 | 2040-08-01      | 4.5000%  |  | $910.12            | $907.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $3904372.32        | $3861571.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CNMA5774 | 2035-07-01      | 4.5000%  |  | $728.88            | $731.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  |  | $781.36            | $789.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  |  | $853492.00         | $778700.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  |  | $82409.87          | $86724.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CNMA5748 | 2035-06-01      | 4.5000%  |  | $752.65            | $755.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5703 | 2055-05-01      | 7.0000%  |  | $89438.73          | $94853.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $50668.23          | $51958.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5872 | 2055-10-01      | 7.5000%  |  | $173857.62         | $186510.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $92938.32          | $84770.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $2895338.59        | $2594346.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $7906.50           | $7020.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $142.97            | $140.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  |  | $786.94            | $633.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7671 | 2052-07-01      | 4.5000%  |  | $731.92            | $713.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ5094 | 2050-10-01      | 2.0000%  |  | $375303.95         | $305933.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $6610367.40        | $6717042.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $9075.00           | $9158.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $100259.33         | $90316.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1517645.12        | $1590997.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX1133 | 2052-11-01      | 4.5000%  |  | $710.93            | $689.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $70194.48          | $61561.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $800.12            | $794.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1816 | 2051-09-01      | 3.0000%  |  | $66672.16          | $58689.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3980 | 2055-09-01      | 6.0000%  |  | $992.75            | $1020.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIFA3110 | 2040-10-01      | 4.5000%  |  | $55091.76          | $55010.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $71734.72          | $57584.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $64085.69          | $52015.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $1904980.81        | $1536216.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $261800.80         | $236342.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $68276.30          | $62789.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1585 | 2052-04-01      | 4.0000%  |  | $572.21            | $539.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $762.00            | $699.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1206 | 2052-04-01      | 3.5000%  |  | $1208091.98        | $1110365.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS0510 | 2037-01-01      | 2.5000%  |  | $556.38            | $527.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $651.19            | $565.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS0328 | 2051-10-01      | 4.0000%  |  | $566.63            | $532.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0174 | 2052-01-01      | 2.5000%  |  | $602569.16         | $506973.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  |  | $38619.54          | $36027.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL7936 | 2045-09-01      | 4.5000%  |  | $5230.69           | $5158.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  |  | $820006.07         | $791346.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL7349 | 2039-10-01      | 6.5000%  |  | $248462.96         | $262703.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW9861 | 2052-09-01      | 5.5000%  |  | $153043.98         | $156464.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW8765 | 2052-10-01      | 5.5000%  |  | $652.06            | $673.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW7754 | 2052-10-01      | 5.5000%  |  | $521.68            | $527.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBW6901 | 2052-12-01      | 7.0000%  |  | $725.73            | $787.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  |  | $1926541.68        | $1947819.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG9483 | 2053-08-01      | 6.0000%  |  | $9441647.52        | $9750609.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG6303 | 2053-06-01      | 6.0000%  |  | $757.87            | $782.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG4323 | 2053-06-01      | 6.0000%  |  | $195501.34         | $201058.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8924 | 2053-03-01      | 5.5000%  |  | $832.85            | $842.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4236831.01        | $4305677.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $847.12            | $840.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS7249 | 2052-10-01      | 4.5000%  |  | $801.87            | $782.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1837 | 2054-07-01      | 6.0000%  |  | $627.88            | $644.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0374 | 2054-08-01      | 6.0000%  |  | $398487.51         | $408837.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS8602 | 2031-03-01      | 3.0000%  |  | $85.27             | $83.16             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZS8501 | 2028-09-01      | 2.5000%  |  | $37.86             | $37.27             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS7928 | 2033-02-01      | 3.5000%  |  | $112.45            | $110.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7899 | 2032-11-01      | 3.0000%  |  | $181.67            | $176.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7863 | 2032-03-01      | 3.0000%  |  | $120.60            | $117.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIZS7735 | 2032-01-01      | 2.0000%  |  | $149.20            | $142.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7592 | 2031-12-01      | 3.0000%  |  | $142.21            | $138.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7563 | 2031-12-01      | 3.0000%  |  | $55.48             | $54.34             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7504 | 2031-08-01      | 3.0000%  |  | $108.03            | $105.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7210 | 2030-07-01      | 3.0000%  |  | $75.70             | $74.34             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  |  | $550232.53         | $544200.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0078 | 2055-12-01      | 6.5000%  |  | $690412.35         | $719551.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $968.78            | $977.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0063 | 2055-11-01      | 5.0000%  |  | $686639.76         | $679112.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  |  | $758.16            | $777.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  |  | $894.02            | $918.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1070 | 2054-03-01      | 6.0000%  |  | $6328.08           | $6619.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ1055 | 2054-03-01      | 5.0000%  |  | $1485.32           | $1470.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0942 | 2054-02-01      | 6.0000%  |  | $705.75            | $724.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $26111796.60       | $26696558.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6309 | 2053-05-01      | 5.0000%  |  | $739.83            | $734.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $61591612.47       | $63189209.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  |  | $355221.19         | $353135.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $1736425.25        | $1838900.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5853 | 2053-03-01      | 6.0000%  |  | $707.53            | $740.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $37523224.92       | $36345858.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  |  | $2128.57           | $2257.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5652 | 2053-02-01      | 6.0000%  |  | $79163.08          | $81787.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF7042 | 2053-02-01      | 5.0000%  |  | $2371.21           | $2376.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $415840.92         | $421958.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  |  | $5110.13           | $5105.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $46605.10          | $49157.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZS6993 | 2029-07-01      | 2.5000%  |  | $36.57             | $36.01             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8208 | 2053-01-01      | 5.0000%  |  | $25825.16          | $25662.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $19114.08          | $18933.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $618.27            | $637.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $365640.58         | $339306.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  |  | $295096.01         | $270901.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  |  | $625.73            | $528.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA0104 | 2053-11-01      | 6.5000%  |  | $483.13            | $512.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  |  | $9002945.44        | $9090549.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CNRD0018 | 2032-01-01      | 2.0000%  |  | $255.25            | $244.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6524 | 2053-12-01      | 6.5000%  |  | $729.00            | $778.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7274 | 2053-02-01      | 6.0000%  |  | $3068093.80        | $3213099.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1231 | 2054-04-01      | 6.0000%  |  | $84867.21          | $87205.42          | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.640%, 5/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.5000 - 01/15/2029 | 2029-01-15      | 3.5000%  |  | $50000000.00       | $50607596.69       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/15/2029 | 2029-01-15      | 3.5000%  |  | $50000000.00       | $50607596.69       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/15/2029 | 2029-01-15      | 3.5000%  |  | $50000000.00       | $50607596.69       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/15/2029 | 2029-01-15      | 3.5000%  |  | $50000000.00       | $49929471.69       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/15/2029 | 2029-01-15      | 3.5000%  |  | $50000000.00       | $49929471.69       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/15/2029 | 2029-01-15      | 3.5000%  |  | $50000000.00       | $49929471.69       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/15/2029 | 2029-01-15      | 3.5000%  |  | $50000000.00       | $49929471.69       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/15/2029 | 2029-01-15      | 3.5000%  |  | $29761700.00       | $29719719.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $50538587.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $50538587.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $29375100.00       | $29691521.36       | U.S. Treasuries (including strips) |

### Security 137: 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):** $644165576.40
- **C.18.a - Value (excl. sponsor support):** $644165576.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **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 138: 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):** $160791717.52
- **C.18.a - Value (excl. sponsor support):** $160791717.52
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **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 139: 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):** $1666840848.08
- **C.18.a - Value (excl. sponsor support):** $1666840848.08
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **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 140: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.690%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1795673963.36
- **C.18.a - Value (excl. sponsor support):** $1795673963.36
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 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):** $872408400.00
- **C.18.a - Value (excl. sponsor support):** $872408400.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 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):** $3553147122.50
- **C.18.a - Value (excl. sponsor support):** $3553147122.50
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: 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):** $1693222422.65
- **C.18.a - Value (excl. sponsor support):** $1693222422.65
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 144: 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):** $1868084730.89
- **C.18.a - Value (excl. sponsor support):** $1868084730.89
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 145: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.470%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $813819648.39
- **C.18.a - Value (excl. sponsor support):** $813819648.39
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.460%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1789228035.63
- **C.18.a - Value (excl. sponsor support):** $1789228035.63
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 6/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2977851377.52
- **C.18.a - Value (excl. sponsor support):** $2977851377.52
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.380%, 12/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $649454015.70
- **C.18.a - Value (excl. sponsor support):** $649454015.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.390%, 1/21/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1363477108.00
- **C.18.a - Value (excl. sponsor support):** $1363477108.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **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? 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,  3.525%, 7/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2745138391.30
- **C.18.a - Value (excl. sponsor support):** $2745138391.30
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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 151: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/13/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $930263038.20
- **C.18.a - Value (excl. sponsor support):** $930263038.20
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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? 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,  3.500%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $223378652.31
- **C.18.a - Value (excl. sponsor support):** $223378652.31
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **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? 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,  3.605%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68682776.64
- **C.18.a - Value (excl. sponsor support):** $68682776.64
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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? 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,  3.600%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248850640.00
- **C.18.a - Value (excl. sponsor support):** $248850640.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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? 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,  3.595%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3252975566.08
- **C.18.a - Value (excl. sponsor support):** $3252975566.08
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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? 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,  3.595%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2934218414.50
- **C.18.a - Value (excl. sponsor support):** $2934218414.50
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **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 157: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1966035157.12
- **C.18.a - Value (excl. sponsor support):** $1966035157.12
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 158: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.656%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $154925822.40
- **C.18.a - Value (excl. sponsor support):** $154925822.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **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 159: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $408132713.39
- **C.18.a - Value (excl. sponsor support):** $408132713.39
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **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 160: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 7/7/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2967964653.24
- **C.18.a - Value (excl. sponsor support):** $2967964653.24
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 7/21/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1882706276.62
- **C.18.a - Value (excl. sponsor support):** $1882706276.62
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.615%, 8/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1084603281.60
- **C.18.a - Value (excl. sponsor support):** $1084603281.60
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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,  3.600%, 8/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1697482698.45
- **C.18.a - Value (excl. sponsor support):** $1697482698.45
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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 164: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $512274288.09
- **C.18.a - Value (excl. sponsor support):** $512274288.09
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **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 165: 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):** $107567736.06
- **C.18.a - Value (excl. sponsor support):** $107567736.06
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 166: 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):** $346353051.38
- **C.18.a - Value (excl. sponsor support):** $346353051.38
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 167: 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):** $618886718.75
- **C.18.a - Value (excl. sponsor support):** $618886718.75
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: 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):** $25698562.50
- **C.18.a - Value (excl. sponsor support):** $25698562.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 169: 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):** $209271328.92
- **C.18.a - Value (excl. sponsor support):** $209271328.92
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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 170: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $269083401.66
- **C.18.a - Value (excl. sponsor support):** $269083401.66
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  2.625%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304186094.52
- **C.18.a - Value (excl. sponsor support):** $304186094.52
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 172: 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):** $267879431.25
- **C.18.a - Value (excl. sponsor support):** $267879431.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 173: 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):** $150643066.50
- **C.18.a - Value (excl. sponsor support):** $150643066.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 2/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $277779062.50
- **C.18.a - Value (excl. sponsor support):** $277779062.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **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 175: 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):** $352501874.56
- **C.18.a - Value (excl. sponsor support):** $352501874.56
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 176: 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):** $210996704.18
- **C.18.a - Value (excl. sponsor support):** $210996704.18
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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 177: 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):** $362622465.48
- **C.18.a - Value (excl. sponsor support):** $362622465.48
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  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):** $440773436.40
- **C.18.a - Value (excl. sponsor support):** $440773436.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.828%, 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):** $720061972.67
- **C.18.a - Value (excl. sponsor support):** $720061972.67
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.250%, 11/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $823469412.01
- **C.18.a - Value (excl. sponsor support):** $823469412.01
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $638917097.30
- **C.18.a - Value (excl. sponsor support):** $638917097.30
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **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 182: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.721%, 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):** $1755526359.60
- **C.18.a - Value (excl. sponsor support):** $1755526359.60
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 3/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $633633000.00
- **C.18.a - Value (excl. sponsor support):** $633633000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **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,  3.783%, 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):** $2130310688.80
- **C.18.a - Value (excl. sponsor support):** $2130310688.80
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $187138789.53
- **C.18.a - Value (excl. sponsor support):** $187138789.53
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 186: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.650%, 5/1/2026
- **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: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $283938000.00
- **C.18.a - Value (excl. sponsor support):** $283938000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLRJ5536 | 2055-12-01      | 6.0000%  |  | $2770478.28        | $2877951.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1501 | 2055-04-01      | 6.0000%  |  | $15786469.59       | $16207089.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1291 | 2055-04-01      | 5.0000%  |  | $27206602.20       | $27159991.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9612 | 2054-12-01      | 5.5000%  |  | $32284482.45       | $32744715.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9171 | 2054-09-01      | 6.5000%  |  | $25403121.01       | $27231665.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3267 | 2052-04-01      | 3.5000%  |  | $7944311.95        | $7286558.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1788 | 2055-06-01      | 5.5000%  |  | $27650102.05       | $28150307.78       | Agency Mortgage-Backed Securities  |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $57869971.66       | $54358700.12       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $29959774.86       | $28509914.68       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $64898800.06       | $65119256.98       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  3.640%, 5/1/2026
- **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):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 0.3750 - 01/15/2027 | 2027-01-15      | 0.3750%  |  | $67619500.00       | $67954548.35       | U.S. Treasuries (including strips) |
| UST - 0.3750 - 01/15/2027 | 2027-01-15      | 0.3750%  |  | $67619500.00       | $67954548.35       | U.S. Treasuries (including strips) |
| UST - 0.3750 - 01/15/2027 | 2027-01-15      | 0.3750%  |  | $67619500.00       | $67954548.35       | U.S. Treasuries (including strips) |
| UST - 0.3750 - 01/15/2027 | 2027-01-15      | 0.3750%  |  | $67619500.00       | $67954548.35       | U.S. Treasuries (including strips) |
| UST - 0.3750 - 01/15/2027 | 2027-01-15      | 0.3750%  |  | $67619500.00       | $67954548.35       | U.S. Treasuries (including strips) |
| UST - 0.3750 - 01/15/2027 | 2027-01-15      | 0.3750%  |  | $67619500.00       | $67954548.35       | U.S. Treasuries (including strips) |
| UST - 0.3750 - 01/15/2027 | 2027-01-15      | 0.3750%  |  | $67619500.00       | $67954548.35       | U.S. Treasuries (including strips) |
| UST - 0.3750 - 01/15/2027 | 2027-01-15      | 0.3750%  |  | $67619500.00       | $67954548.35       | U.S. Treasuries (including strips) |
| UST - 0.3750 - 01/15/2027 | 2027-01-15      | 0.3750%  |  | $67619500.00       | $67954548.35       | U.S. Treasuries (including strips) |
| UST - 0.3750 - 01/15/2027 | 2027-01-15      | 0.3750%  |  | $67619500.00       | $67954548.35       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2026 | 2026-07-15      | 0.1250%  |  | $68143500.00       | $70348798.72       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2026 | 2026-07-15      | 0.1250%  |  | $68143500.00       | $70348798.72       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2026 | 2026-07-15      | 0.1250%  |  | $68143500.00       | $70348798.72       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2026 | 2026-07-15      | 0.1250%  |  | $68143500.00       | $70348798.72       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2026 | 2026-07-15      | 0.1250%  |  | $68143500.00       | $69043959.73       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2026 | 2026-07-15      | 0.1250%  |  | $68143500.00       | $69043959.73       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2026 | 2026-07-15      | 0.1250%  |  | $68143500.00       | $69043959.73       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2026 | 2026-07-15      | 0.1250%  |  | $68143500.00       | $69043959.73       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49564452.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49564452.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49564452.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49564452.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49564452.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49564452.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49564452.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49564452.50       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $49740235.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50013670.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50013670.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50013670.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50013670.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50013670.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50013670.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50013670.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50013670.00       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49343750.00       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49343750.00       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49343750.00       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49343750.00       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49343750.00       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49343750.00       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49343750.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50836884.59       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50836884.59       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50836884.59       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50836884.59       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50836884.59       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50836884.59       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50836884.59       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $50860669.89       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $50860669.89       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $50860669.89       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $50860669.89       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $50860669.89       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $50860669.89       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $50860669.89       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $49612310.08       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $35452800.00       | $35177906.14       | U.S. Treasuries (including strips) |

### Security 188: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  3.650%, 5/1/2026
- **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: 930LFD005, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $337191000.00
- **C.18.a - Value (excl. sponsor support):** $337191000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-140 MU     | 2055-08-20      | 5.0000%  |  | $3822207.41        | $3747031.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  |  | $95254.70          | $89934.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9198 | 2055-09-01      | 6.5000%  |  | $557659.46         | $582468.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG1337 | 2056-03-01      | 5.5000%  |  | $429990.76         | $439354.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  |  | $1459.45           | $1377.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $3266.12           | $3296.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1620 | 2051-05-01      | 2.5000%  |  | $18562645.24       | $15716507.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG9673 | 2056-02-01      | 6.5000%  |  | $403553.94         | $424428.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBW0470 | 2037-05-01      | 2.0000%  |  | $138200.21         | $126815.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC6899 | 2054-09-01      | 6.5000%  |  | $607205.08         | $641597.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA5446 | 2056-04-01      | 6.0000%  |  | $21341561.33       | $22238725.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF7459 | 2055-12-01      | 4.5000%  |  | $2847.64           | $2747.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDG1684 | 2041-02-01      | 5.0000%  |  | $371.13            | $378.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW2530 | 2056-02-01      | 5.5000%  |  | $976812.41         | $985949.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5202 | 2052-11-01      | 6.5000%  |  | $695468.00         | $736524.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7634 | 2055-12-01      | 5.5000%  |  | $746.59            | $759.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3110 | 2056-02-01      | 5.5000%  |  | $621616.48         | $637706.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4335 | 2056-04-01      | 5.5000%  |  | $487474.78         | $495846.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDF0563 | 2041-02-01      | 4.5000%  |  | $2230.10           | $2222.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8109 | 2055-08-01      | 6.0000%  |  | $2000783.79        | $2071120.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE7513 | 2055-08-01      | 6.5000%  |  | $528291.93         | $559488.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6940 | 2056-01-01      | 5.0000%  |  | $557807.07         | $560806.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6898 | 2055-12-01      | 4.5000%  |  | $977115.80         | $949236.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE5171 | 2055-06-01      | 6.5000%  |  | $820974.37         | $857562.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1257 | 2055-06-01      | 6.0000%  |  | $578782.87         | $599832.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC5117 | 2054-11-01      | 6.0000%  |  | $394756.28         | $405573.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7829 | 2054-08-01      | 5.5000%  |  | $577.80            | $583.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6901 | 2054-07-01      | 6.0000%  |  | $618957.53         | $634712.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL802065 | 2034-10-01      | 6.0000%  |  | $31149.44          | $32443.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL708403 | 2033-03-01      | 7.5000%  |  | $51.42             | $52.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAY7608 | 2045-04-01      | 2.5000%  |  | $38287.58          | $33216.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY5789 | 2045-03-01      | 3.5000%  |  | $28319.62          | $26448.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX9585 | 2045-03-01      | 3.5000%  |  | $112525.84         | $105232.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAU3732 | 2043-08-01      | 2.5000%  |  | $64620.49          | $56815.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4556 | 2040-03-01      | 3.5000%  |  | $107750.14         | $101929.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR1512 | 2043-01-01      | 3.5000%  |  | $2420.65           | $2277.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $1271.26           | $1267.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6007 | 2052-08-01      | 4.0000%  |  | $9462594.50        | $8931063.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5180 | 2052-09-01      | 5.0000%  |  | $208660.88         | $207349.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4931 | 2053-06-01      | 6.0000%  |  | $1666.63           | $1720.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA5447 | 2056-04-01      | 6.0000%  |  | $18798964.73       | $19288984.81       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5435 | 2056-04-01      | 5.0000%  |  | $21119977.39       | $21007213.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA4635 | 2055-12-01      | 6.5000%  |  | $4228283.60        | $4478771.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4628 | 2051-09-01      | 4.5000%  |  | $4185053.54        | $4114393.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4622 | 2052-01-01      | 3.5000%  |  | $19476679.45       | $18036368.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  |  | $3214267.17        | $2828280.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4407 | 2056-01-01      | 5.0000%  |  | $11633251.42       | $11629677.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4396 | 2055-08-01      | 6.0000%  |  | $1353.06           | $1397.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4388 | 2056-01-01      | 5.5000%  |  | $4445100.70        | $4541886.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3571 | 2055-09-01      | 6.5000%  |  | $3157050.19        | $3316873.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3570 | 2055-01-01      | 5.5000%  |  | $345.23            | $349.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1810 | 2055-05-01      | 6.0000%  |  | $3444252.73        | $3541591.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2594 | 2049-08-01      | 5.0000%  |  | $945640.57         | $958421.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG9671 | 2056-04-01      | 6.0000%  |  | $3897031.78        | $4018098.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG9572 | 2056-05-01      | 5.5000%  |  | $450763.67         | $462922.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  |  | $2020.68           | $2010.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4900 | 2052-10-01      | 5.0000%  |  | $862819.76         | $857528.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4125 | 2052-07-01      | 4.0000%  |  | $311.67            | $294.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3851 | 2052-06-01      | 4.0000%  |  | $10712.37          | $10175.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $717.29            | $676.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3622 | 2052-05-01      | 4.0000%  |  | $2607.87           | $2463.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG9423 | 2056-04-01      | 5.5000%  |  | $385.90            | $389.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG9016 | 2056-05-01      | 4.5000%  |  | $374.66            | $363.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG9006 | 2056-04-01      | 5.5000%  |  | $175485.44         | $177112.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG8922 | 2056-01-01      | 6.0000%  |  | $371866.22         | $384517.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG7902 | 2056-04-01      | 5.5000%  |  | $582705.76         | $598932.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3299 | 2047-04-01      | 2.5000%  |  | $240812.28         | $206461.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3236 | 2052-03-01      | 3.0000%  |  | $44671.31          | $39522.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  |  | $403306.27         | $356779.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1382 | 2051-08-01      | 2.5000%  |  | $413883.82         | $354835.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB0743 | 2036-06-01      | 2.0000%  |  | $1470444.28        | $1349691.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  |  | $76005.05          | $65483.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7028 | 2050-09-01      | 2.5000%  |  | $213181.69         | $183040.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4029 | 2049-08-01      | 4.0000%  |  | $161103.06         | $153560.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTCA3959 | 2039-08-01      | 3.0000%  |  | $1299980.89        | $1217843.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2963 | 2049-01-01      | 4.5000%  |  | $2715.23           | $2664.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3503 | 2049-05-01      | 4.0000%  |  | $16375.06          | $15610.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG7869 | 2056-04-01      | 4.5000%  |  | $422003.53         | $410784.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG7381 | 2056-04-01      | 6.0000%  |  | $401712.12         | $416318.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG7296 | 2056-05-01      | 5.5000%  |  | $725616.30         | $743348.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG6912 | 2056-04-01      | 6.0000%  |  | $398769.39         | $417621.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG6682 | 2056-04-01      | 6.0000%  |  | $381.33            | $398.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG6580 | 2056-04-01      | 4.5000%  |  | $388150.68         | $376810.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6395 | 2056-04-01      | 5.0000%  |  | $1176519.35        | $1169715.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5667 | 2056-04-01      | 5.5000%  |  | $1302626.16        | $1314719.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5661 | 2056-03-01      | 6.0000%  |  | $499127.73         | $520271.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDG5565 | 2041-03-01      | 6.0000%  |  | $421037.88         | $438235.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDG5564 | 2041-03-01      | 6.0000%  |  | $746.65            | $776.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDG5418 | 2041-03-01      | 5.0000%  |  | $502206.77         | $507279.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG4881 | 2056-04-01      | 5.5000%  |  | $484123.10         | $496298.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE5460 | 2040-10-01      | 4.0000%  |  | $3327127.56        | $3212149.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAE0937 | 2041-02-01      | 3.5000%  |  | $69.97             | $66.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $13224038.29       | $13345640.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  |  | $1039.79           | $1003.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  |  | $1261140.51        | $1186546.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $295.71            | $293.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  |  | $226234.81         | $224883.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  |  | $305.24            | $295.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  |  | $168308.12         | $163147.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $315.45            | $301.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW2695 | 2056-02-01      | 6.0000%  |  | $388080.24         | $409366.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW1378 | 2052-12-01      | 5.0000%  |  | $4961928.74        | $4924380.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBW1149 | 2052-09-01      | 2.5000%  |  | $8130.28           | $6848.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV8377 | 2052-05-01      | 4.5000%  |  | $748166.79         | $728254.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV7737 | 2052-04-01      | 3.0000%  |  | $744799.96         | $654559.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9867 | 2052-01-01      | 2.0000%  |  | $6505594.11        | $5323736.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5269 | 2054-12-01      | 4.5000%  |  | $914487.13         | $895949.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR9127 | 2051-05-01      | 2.5000%  |  | $2469021.45        | $2073064.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2667 | 2051-02-01      | 2.0000%  |  | $187442.05         | $152572.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ6341 | 2050-11-01      | 3.0000%  |  | $77092.03          | $68447.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ0538 | 2050-09-01      | 2.5000%  |  | $90492.94          | $76523.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN6135 | 2049-02-01      | 4.0000%  |  | $14018.34          | $13341.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKBM6354 | 2050-05-01      | 4.0000%  |  | $222128.29         | $206735.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4600 | 2042-08-01      | 4.5000%  |  | $132320.56         | $131539.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4495 | 2041-07-01      | 6.0000%  |  | $11769.07          | $12379.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG4633 | 2056-05-01      | 5.5000%  |  | $762829.07         | $772830.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG4578 | 2056-04-01      | 6.0000%  |  | $395067.59         | $410519.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4367 | 2056-04-01      | 5.0000%  |  | $580155.85         | $576988.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4296 | 2056-04-01      | 5.0000%  |  | $759574.80         | $755153.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4270 | 2056-04-01      | 5.0000%  |  | $439125.34         | $439658.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3918 | 2056-02-01      | 5.5000%  |  | $374.34            | $383.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3938 | 2050-02-01      | 4.0000%  |  | $4278.31           | $4075.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3936 | 2050-02-01      | 2.5000%  |  | $760.52            | $645.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG4386 | 2056-04-01      | 5.5000%  |  | $484506.00         | $494045.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG3410 | 2056-04-01      | 6.0000%  |  | $390560.84         | $404765.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3349 | 2056-03-01      | 5.5000%  |  | $1244574.72        | $1264270.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3175 | 2056-04-01      | 5.5000%  |  | $746499.04         | $764654.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2219 | 2056-02-01      | 5.5000%  |  | $721159.66         | $740068.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG2664 | 2056-02-01      | 4.5000%  |  | $389044.92         | $378738.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1329 | 2056-03-01      | 5.0000%  |  | $379881.38         | $380342.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0191 | 2057-06-01      | 4.0000%  |  | $10404.07          | $9805.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1215 | 2056-02-01      | 5.0000%  |  | $481482.35         | $479117.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG0362 | 2056-02-01      | 5.5000%  |  | $705869.63         | $718885.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8701 | 2055-12-01      | 5.0000%  |  | $590041.24         | $590776.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6326 | 2053-05-01      | 5.5000%  |  | $110576.59         | $111957.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5912 | 2053-03-01      | 6.0000%  |  | $102237.42         | $105768.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  |  | $85446.89          | $89876.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS0427 | 2037-02-01      | 2.0000%  |  | $225.87            | $207.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0331 | 2052-01-01      | 3.0000%  |  | $182949.99         | $161917.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0037 | 2051-08-01      | 3.0000%  |  | $54482.11          | $48783.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7616 | 2036-06-01      | 2.0000%  |  | $65645.77          | $60263.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  |  | $28226.06          | $26910.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5736 | 2050-12-01      | 4.0000%  |  | $162.31            | $154.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4847 | 2050-11-01      | 2.0000%  |  | $2288011.26        | $1857066.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4281 | 2050-08-01      | 3.5000%  |  | $5739.22           | $5304.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM3932 | 2035-07-01      | 3.0000%  |  | $538.23            | $516.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3889 | 2050-07-01      | 3.0000%  |  | $568.79            | $504.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3407 | 2050-05-01      | 3.5000%  |  | $131611.56         | $121494.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3278 | 2048-11-01      | 3.5000%  |  | $2696215.73        | $2494426.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM2438 | 2047-05-01      | 3.5000%  |  | $16341.76          | $15298.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1062 | 2049-06-01      | 3.5000%  |  | $61498.35          | $57311.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $299.12            | $262.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $271.01            | $238.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  |  | $3091.88           | $2912.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CNMA5276 | 2034-01-01      | 6.0000%  |  | $6784.72           | $7055.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  |  | $18370.33          | $17053.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3097 | 2027-08-01      | 3.5000%  |  | $33.89             | $33.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA2242 | 2045-04-01      | 4.0000%  |  | $50906.41          | $49018.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA2629 | 2026-05-01      | 3.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0818 | 2031-08-01      | 4.0000%  |  | $1747.98           | $1734.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5790 | 2042-08-01      | 3.5000%  |  | $126.31            | $118.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB5692 | 2042-06-01      | 4.0000%  |  | $6377.84           | $6173.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB1796 | 2040-11-01      | 3.5000%  |  | $11344.99          | $10729.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CZ946200 | 2047-09-01      | 6.5000%  |  | $25.00             | $25.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL942148 | 2037-07-01      | 6.0000%  |  | $860.80            | $896.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889427 | 2038-03-01      | 6.0000%  |  | $19686.04          | $20702.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0132 | 2055-02-01      | 6.5000%  |  | $30667.51          | $31980.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL554449 | 2030-10-01      | 8.0000%  |  | $343.48            | $349.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL516195 | 2029-09-01      | 7.5000%  |  | $5.21              | $5.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL253113 | 2030-03-01      | 7.5000%  |  | $169.33            | $174.97            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC U99084 G | 2044-02-01      | 4.5000%  |  | $61945.79          | $61539.05          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC C91385 G | 2031-08-01      | 4.0000%  |  | $239.89            | $238.36            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C91288 G | 2030-02-01      | 4.5000%  |  | $15518.29          | $15623.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0148 | 2056-04-01      | 4.5000%  |  | $10707.07          | $10478.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE5033 | 2046-11-01      | 3.5000%  |  | $9359120.44        | $8723565.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE2369 | 2047-03-01      | 4.0000%  |  | $304105.57         | $290315.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC9555 | 2046-11-01      | 3.0000%  |  | $759678.64         | $684445.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7921 | 2056-04-01      | 6.0000%  |  | $826490.36         | $858551.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7916 | 2056-04-01      | 6.0000%  |  | $553650.39         | $577308.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7731 | 2055-12-01      | 5.5000%  |  | $974914.99         | $994100.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7557 | 2056-01-01      | 5.0000%  |  | $535920.68         | $538703.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7578 | 2056-02-01      | 5.5000%  |  | $747.85            | $760.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF7026 | 2055-12-01      | 6.5000%  |  | $747.34            | $790.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7022 | 2055-12-01      | 5.5000%  |  | $415731.94         | $423454.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF5837 | 2055-11-01      | 4.5000%  |  | $513631.11         | $497562.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5235 | 2056-01-01      | 5.0000%  |  | $651608.58         | $647332.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5138 | 2055-12-01      | 5.5000%  |  | $360927.64         | $372564.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5061 | 2055-11-01      | 6.0000%  |  | $485322.82         | $508017.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5030 | 2055-11-01      | 5.5000%  |  | $383019.27         | $393832.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4346 | 2056-04-01      | 5.5000%  |  | $599195.15         | $604754.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP3647 | 2042-09-01      | 3.5000%  |  | $23328.58          | $21976.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8951 | 2046-08-01      | 3.0000%  |  | $39398.50          | $35507.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAL5243 | 2040-01-01      | 7.0000%  |  | $47119.39          | $49963.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAH6567 | 2041-02-01      | 3.5000%  |  | $86908.59          | $82215.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555781 | 2033-08-01      | 5.5000%  |  | $36.48             | $37.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555591 | 2033-07-01      | 5.5000%  |  | $559.70            | $570.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  |  | $23330.86          | $23999.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB5073 | 2052-11-01      | 4.0000%  |  | $2523.84           | $2411.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4620 | 2052-09-01      | 5.0000%  |  | $211641.55         | $211600.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  |  | $773.48            | $710.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  |  | $976435.10         | $828195.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4811 | 2042-09-01      | 5.0000%  |  | $23168.17          | $23368.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1389 | 2049-06-01      | 4.5000%  |  | $155833.30         | $152406.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4586 | 2048-02-01      | 3.5000%  |  | $2630575.59        | $2450211.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  |  | $48.90             | $47.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4794 | 2049-12-01      | 3.0000%  |  | $5434.08           | $4829.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA0841 | 2031-08-01      | 5.0000%  |  | $1938.69           | $1963.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW9903 | 2052-10-01      | 4.5000%  |  | $298392.75         | $288907.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQAP3106 | 2042-09-01      | 3.0000%  |  | $263491.06         | $241588.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1284 | 2051-08-01      | 2.5000%  |  | $101787.18         | $86612.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  |  | $1582.46           | $1525.62           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC U79018 G | 2028-07-01      | 3.0000%  |  | $903.05            | $895.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1547 | 2043-08-01      | 4.0000%  |  | $19334.04          | $18712.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6847 | 2053-11-01      | 6.0000%  |  | $631758.38         | $651439.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS2491 | 2044-05-01      | 4.0000%  |  | $434429.58         | $419606.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2152 | 2052-02-01      | 2.5000%  |  | $181043.67         | $156813.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3555 | 2055-11-01      | 6.5000%  |  | $15342347.60       | $16184797.61       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG7857 | 2056-04-01      | 6.5000%  |  | $1108253.15        | $1165231.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4377 | 2056-01-01      | 5.0000%  |  | $5469295.66        | $5446569.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF9500 | 2056-01-01      | 4.5000%  |  | $9442.55           | $9112.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5214 | 2054-07-01      | 6.0000%  |  | $1500564.48        | $1538617.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS3525 | 2052-10-01      | 4.0000%  |  | $6325.88           | $5970.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7427 | 2055-08-01      | 6.0000%  |  | $1848.05           | $1947.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG6668 | 2056-04-01      | 6.0000%  |  | $896295.25         | $942825.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF7388 | 2055-12-01      | 6.5000%  |  | $417404.32         | $441229.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG4561 | 2056-04-01      | 5.5000%  |  | $413812.41         | $419949.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA2482 | 2036-09-01      | 2.5000%  |  | $360848.43         | $339922.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDG4908 | 2041-04-01      | 4.5000%  |  | $1263626.27        | $1259226.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5123 | 2056-04-01      | 5.0000%  |  | $9307428.89        | $9276098.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7635 | 2055-12-01      | 5.5000%  |  | $2165.09           | $2201.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1399 | 2052-04-01      | 3.0000%  |  | $208912.92         | $185122.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3351 | 2056-03-01      | 5.5000%  |  | $538250.77         | $554592.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG5639 | 2056-04-01      | 4.5000%  |  | $436612.17         | $422670.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4318 | 2056-04-01      | 5.0000%  |  | $511591.43         | $508613.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7289 | 2056-04-01      | 5.0000%  |  | $731955.86         | $730701.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7844 | 2046-09-01      | 3.0000%  |  | $896048.04         | $805983.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7919 | 2056-04-01      | 6.0000%  |  | $686292.71         | $709381.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG3324 | 2056-03-01      | 4.5000%  |  | $680324.89         | $658913.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY1759 | 2053-06-01      | 5.0000%  |  | $2068873.66        | $2058952.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNMA4225 | 2031-01-01      | 1.5000%  |  | $519.15            | $489.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $1288.93           | $1089.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBO2422 | 2034-09-01      | 2.5000%  |  | $240727.27         | $227184.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG8453 | 2056-04-01      | 4.5000%  |  | $779765.80         | $755225.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7660 | 2055-12-01      | 5.5000%  |  | $746.42            | $757.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA5306 | 2056-05-01      | 6.0000%  |  | $23301825.33       | $24136015.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7603 | 2050-10-01      | 5.0000%  |  | $241796.25         | $239967.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8487 | 2046-12-01      | 3.0000%  |  | $34264.38          | $30947.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0183 | 2057-01-01      | 4.0000%  |  | $12489.01          | $11770.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $1437.25           | $1353.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  |  | $1001.21           | $944.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM7877 | 2036-03-01      | 3.5000%  |  | $133.75            | $130.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG6925 | 2056-04-01      | 6.0000%  |  | $389077.20         | $405231.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG8350 | 2056-05-01      | 5.5000%  |  | $2363913.10        | $2390534.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA6871 | 2035-08-01      | 2.5000%  |  | $60817.15          | $57491.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRBM4482 | 2043-01-01      | 4.0000%  |  | $17083.59          | $16534.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  |  | $744827.68         | $751676.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA6053 | 2056-05-01      | 5.0000%  |  | $13497551.92       | $13349588.76       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3270 | 2051-12-01      | 3.0000%  |  | $9009356.53        | $7993557.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG4314 | 2056-04-01      | 5.5000%  |  | $384553.22         | $392124.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG6910 | 2056-04-01      | 6.0000%  |  | $749.20            | $785.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $283068.55         | $258186.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD7160 | 2047-04-01      | 4.0000%  |  | $833.64            | $796.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3276 | 2055-10-01      | 6.5000%  |  | $1861.00           | $1976.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9882 | 2051-12-01      | 2.5000%  |  | $541860.21         | $459480.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZLFP0019 | 2050-03-01      | 3.0000%  |  | $1122.30           | $993.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6601 | 2055-05-01      | 6.5000%  |  | $218536.97         | $228263.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG7839 | 2056-04-01      | 4.5000%  |  | $395261.28         | $383170.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $1982.59           | $1675.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $43498.82          | $44720.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1449 | 2049-09-01      | 3.5000%  |  | $56.39             | $51.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0737 | 2051-06-01      | 3.0000%  |  | $11537.12          | $10205.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $522515.60         | $440931.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA2335 | 2051-03-01      | 4.0000%  |  | $701.37            | $670.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4395 | 2055-12-01      | 5.5000%  |  | $3387251.95        | $3437114.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  |  | $11236.58          | $10589.83          | Agency Mortgage-Backed Securities         |

### Security 189: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.650%, 5/1/2026
- **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: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $370000000.00
- **C.18.a - Value (excl. sponsor support):** $370000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 4.7452%  |  | $5585835.85        | $5629724.04        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565MF 05/25/55 | 2055-05-25      | 5.2452%  |  | $4857000.47        | $4894056.92        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547HA 08/25/51 | 2051-08-25      | 5.0000%  |  | $4472078.87        | $4448943.81        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549AF 06/25/55 | 2055-06-25      | 5.1452%  |  | $6976348.93        | $7012058.11        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 4.9952%  |  | $4329935.92        | $4371376.76        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FL R24F095 | 2054-12-25      | 5.0952%  |  | $4420304.46        | $4466800.14        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FB R24F093 | 2054-12-25      | 5.0452%  |  | $2235566.99        | $2254316.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 4.6452%  |  | $7858962.23        | $7901504.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 4.6452%  |  | $3177300.94        | $3200880.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  |  | $11205775.76       | $9321453.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011 | 2054-03-25      | 4.9952%  |  | $2122255.71        | $2150718.92        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5544CN 04/25/52 | 2052-04-25      | 4.5000%  |  | $3457098.81        | $3440276.56        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55 | 2055-06-25      | 5.1452%  |  | $2824110.53        | $2858015.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.6952%  |  | $4194673.78        | $4273168.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FM 05/25/55 | 2055-05-25      | 5.0452%  |  | $2669566.01        | $2699755.38        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FQ 03/25/55 | 2055-03-25      | 4.5452%  |  | $3268389.19        | $3280659.61        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5516FE 03/25/55 | 2055-03-25      | 5.0452%  |  | $2091076.71        | $2107838.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.0952%  |  | $2357875.14        | $2381861.00        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5490FC 01/25/55 | 2055-01-25      | 5.0952%  |  | $460588.09         | $465500.11         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.0952%  |  | $44418.97          | $44836.98          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FD 02/25/54 | 2054-02-25      | 5.0452%  |  | $4284415.42        | $4327858.18        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FC 02/25/54 | 2054-02-25      | 4.9952%  |  | $2142207.71        | $2157731.80        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1452%  |  | $1597561.45        | $1614478.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FB 12/25/54 | 2054-12-25      | 5.0952%  |  | $8668938.09        | $8754133.47        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5483FD 12/25/54 | 2054-12-25      | 4.9452%  |  | $951262.02         | $958694.06         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.0952%  |  | $2789964.67        | $2818092.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482CF 12/25/54 | 2054-12-25      | 4.9952%  |  | $670474.98         | $676222.81         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FB 02/25/54 | 2054-02-25      | 5.3952%  |  | $4010346.13        | $4055941.07        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5418FC 06/25/54 | 2054-06-25      | 5.0452%  |  | $996465.10         | $1005139.05        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0268 10/25/53 | 2053-10-25      | 4.6452%  |  | $48944.39          | $49206.44          | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0267 10/25/53 | 2053-10-25      | 4.4452%  |  | $21337.05          | $21399.19          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5378FD 02/25/54 | 2054-02-25      | 4.8552%  |  | $2129696.18        | $2144334.28        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.0452%  |  | $1543362.64        | $1560484.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53 | 2053-08-25      | 4.7452%  |  | $2839683.99        | $2857849.59        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL018FE R26F018 | 2056-04-25      | 5.5000%  |  | $8880107.07        | $8885256.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021YF R26F021 | 2055-03-25      | 4.6452%  |  | $15865895.16       | $15836006.36       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FC R26F007 | 2056-02-25      | 4.4452%  |  | $1656353.32        | $1659444.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL091PF R25F091 | 2055-10-25      | 4.5452%  |  | $2329358.61        | $2341739.79        | Agency Collateralized Mortgage Obligation |
| FHLB FHOR 22-26 GR        | 2026-07-20      | 1.5000%  |  | $18584.47          | $18563.41          | Agency Debentures and Agency Strips       |
| FNMA FNRA CL055FG R25F055 | 2055-07-25      | 4.7452%  |  | $4409238.25        | $4441293.63        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FC R25F042 | 2055-06-25      | 5.1452%  |  | $2873264.36        | $2906078.77        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC040BD R25F040 | 2052-03-25      | 5.0000%  |  | $3992130.86        | $4008932.84        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041 | 2055-06-25      | 5.1452%  |  | $1613416.54        | $1632199.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC006FB R25F006 | 2055-02-25      | 5.6452%  |  | $420692.98         | $427785.05         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC006GF R25F006 | 2055-02-25      | 5.0452%  |  | $397547.40         | $401572.06         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 4.8952%  |  | $2422647.73        | $2434818.83        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 5.6452%  |  | $2619521.29        | $2663678.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6452%  |  | $569657.90         | $573888.27         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FA R25F009 | 2055-03-25      | 4.8452%  |  | $4426073.87        | $4466992.65        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095 | 2054-12-25      | 5.0452%  |  | $283627.45         | $286300.28         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001 | 2055-02-25      | 5.6452%  |  | $1463099.45        | $1487916.61        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL022FB R26F022 | 2056-04-25      | 4.6452%  |  | $16735849.35       | $16704974.40       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.1452%  |  | $9574590.30        | $9686772.00        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 4.9952%  |  | $1382119.24        | $1393808.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.1452%  |  | $1879226.60        | $1901945.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 4.9952%  |  | $1652608.69        | $1665891.99        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL040FB R25F040 | 2055-02-25      | 5.1452%  |  | $1446479.10        | $1463117.38        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5649FA 04/25/56 | 2056-04-25      | 4.6952%  |  | $23996214.42       | $25307825.29       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 4.9952%  |  | $2154489.88        | $2172093.73        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5435FJ 07/25/54 | 2054-07-25      | 4.9452%  |  | $1714215.63        | $1727167.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033FE R25F033 | 2054-08-25      | 5.0952%  |  | $713711.22         | $721658.87         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 5.6452%  |  | $5862533.51        | $5965685.08        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 5.7452%  |  | $5862533.51        | $5974073.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 4.6452%  |  | $10185533.81       | $10249480.24       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 4.9952%  |  | $5355519.28        | $5398694.25        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.0952%  |  | $5783960.82        | $5845714.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL031NA R25F031 | 2052-06-25      | 5.5000%  |  | $1235072.69        | $1251178.73        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5630FH 02/25/56 | 2056-02-25      | 4.3952%  |  | $4494926.87        | $4457045.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC088FC R24F088 | 2054-12-25      | 5.0452%  |  | $534306.58         | $539712.55         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54 | 2054-12-25      | 5.0452%  |  | $1238419.73        | $1249328.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FM R25F052 | 2055-07-25      | 4.9952%  |  | $903677.37         | $913259.76         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029MF R25F029 | 2055-05-25      | 5.1452%  |  | $4663423.31        | $4722455.75        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5645FD 04/25/56 | 2056-04-25      | 4.6952%  |  | $15535249.10       | $15518410.54       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5645FC 04/25/56 | 2056-04-25      | 4.6952%  |  | $8229341.82        | $8193067.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 4.6952%  |  | $4613217.98        | $4642595.44        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575BF 09/25/55 | 2055-09-25      | 4.7952%  |  | $5409902.12        | $5461501.73        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5581FN 03/25/55 | 2055-03-25      | 4.6452%  |  | $2078096.76        | $2091442.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  |  | $16360852.85       | $16308919.87       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  |  | $634556.03         | $566190.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $15952466.37       | $15901829.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0996 M     | 2056-03-20      | 5.0000%  |  | $17033702.80       | $16979634.05       | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  |  | $24093.61          | $21947.22          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R19M002 | 2028-11-25      | 3.7480%  |  | $31426.05          | $31100.70          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL002A2 R24M002 | 2033-08-25      | 3.7500%  |  | $209075.34         | $199158.45         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013 | 2032-05-25      | 2.6726%  |  | $965547.95         | $875254.01         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1511%  |  | $186636.36         | $165057.79         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL010A2 R22M010 | 2032-01-25      | 1.9911%  |  | $787167.87         | $693881.29         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5824%  |  | $1098173.52        | $963755.31         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5824%  |  | $206044.46         | $197291.57         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  |  | $1056815.39        | $986397.67         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00 | 2030-12-25      | 1.2482%  |  | $2087111.16        | $1922392.87        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0132A1 R21M01 | 2033-04-25      | 1.4890%  |  | $118960.60         | $113816.69         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL011A2 R21M011 | 2031-03-25      | 1.5055%  |  | $308333.33         | $269978.94         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004 | 2031-02-25      | 0.9590%  |  | $63129.39          | $61731.86          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0451A1 R20M04 | 2030-10-25      | 0.6800%  |  | $2039032.29        | $1936580.66        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $7429.03           | $7314.93           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $1200654.96        | $1111488.39        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL012A2 R19M012 | 2029-06-25      | 2.8850%  |  | $60965.56          | $58813.05          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.6966%  |  | $45672.18          | $45171.39          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL008A2 R17M008 | 2027-05-25      | 3.0610%  |  | $7658.18           | $7597.62           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R17M007 | 2027-02-25      | 2.9610%  |  | $9235.60           | $9172.01           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL009A2 R16M009 | 2026-06-25      | 2.2920%  |  | $2724.02           | $2718.08           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL007A2 R16M007 | 2026-09-25      | 2.4994%  |  | $2521.27           | $2516.87           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  |  | $12708.10          | $11711.56          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9716%  |  | $679809.37         | $669192.86         | Agency Mortgage-Backed Securities         |
| FMAC FKRM P011A1 09/25/31 | 2031-09-25      | 1.2040%  |  | $36024.03          | $33424.68          | Agency Mortgage-Backed Securities         |
| FMAC FKRA P008A1 01/25/33 | 2033-01-25      | 1.7863%  |  | $388562.69         | $330751.93         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R26M004 | 2042-10-25      | 2.9826%  |  | $6470184.93        | $5380840.70        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R25M004 | 2035-08-25      | 4.3890%  |  | $270910.96         | $266476.03         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL006A2 R16M006 | 2026-05-25      | 2.4880%  |  | $2696.35           | $2694.63           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005 | 2034-01-25      | 2.4126%  |  | $1441141.55        | $1235791.57        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R19M006 | 2029-01-25      | 3.4500%  |  | $550.16            | $548.30            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A2 R20M020 | 2029-10-25      | 1.4350%  |  | $16894.98          | $15415.47          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0022A1 R23M00 | 2030-09-25      | 2.9140%  |  | $671052.12         | $650204.81         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0056%  |  | $653728.52         | $599825.95         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A2 R19M001 | 2028-09-25      | 3.6787%  |  | $181247.77         | $179214.47         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA2 R21M02S | 2031-10-25      | 1.8675%  |  | $69184.93          | $61214.05          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R23M004 | 2032-09-25      | 3.8923%  |  | $988316.79         | $975918.57         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014AL3 R19M01 | 2048-04-25      | 3.5000%  |  | $1106621.00        | $901030.13         | Agency Mortgage-Backed Securities         |

### Security 190: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.660%, 5/21/2026
- **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: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLRQ0119 | 2056-05-01      | 5.5000%  |  | $121808304.00      | $123115374.82      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $177876821.60      | $175926896.39      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0117 | 2056-05-01      | 4.5000%  |  | $104887267.20      | $101216422.62      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4246 | 2056-02-01      | 5.0000%  |  | $90291814.31       | $90026155.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $89733793.36       | $90558945.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8486 | 2054-05-01      | 5.5000%  |  | $81768146.30       | $83057593.66       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0066 | 2041-03-01      | 4.5000%  |  | $42744163.72       | $42515482.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6007 | 2056-03-01      | 5.0000%  |  | $111424821.67      | $110409493.96      | Agency Mortgage-Backed Securities  |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $4480.00           | $3277.94           | U.S. Treasuries (including strips) |

### Security 191: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.650%, 5/1/2026
- **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: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2026-067 MB     | 2056-04-20      | 5.0000%  |  | $517066.67         | $503229.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-067 HF     | 2056-04-20      | 5.4106%  |  | $1785714.29        | $1808105.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-050 NJ     | 2056-03-20      | 4.7500%  |  | $13042254.77       | $12803795.26       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42 | 2042-12-15      | 2.5000%  |  | $17857.14          | $13457.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-050 FN     | 2054-07-20      | 4.3901%  |  | $5362045.67        | $5362707.80        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLDE7975 | 2055-08-01      | 5.5000%  |  | $119382.24         | $120491.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399 | 2052-07-01      | 5.0000%  |  | $504912.25         | $503829.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7148 | 2052-08-01      | 5.0000%  |  | $1931.78           | $1940.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $817.89            | $814.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1747 | 2041-01-01      | 5.5000%  |  | $71432.75          | $73285.61          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0708 | 2029-04-01      | 4.8200%  |  | $11904761.90       | $12118402.12       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495 | 2028-02-01      | 3.2680%  |  | $7431.73           | $7313.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  |  | $122530.13         | $125708.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA6026 | 2056-03-01      | 3.5000%  |  | $13670.52          | $12472.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5313 | 2048-06-01      | 4.5000%  |  | $47616.00          | $46723.25          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3523 | 2030-05-01      | 4.3800%  |  | $9285714.29        | $9318932.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5098 | 2052-05-01      | 3.0000%  |  | $1718206.20        | $1523065.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ6005 | 2056-03-01      | 5.0000%  |  | $8380214.90        | $8315635.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5810 | 2056-01-01      | 6.0000%  |  | $7890777.01        | $8158608.39        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C6086 G        | 2056-05-01      | 4.4990%  |  | $639669.88         | $635068.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $92.96             | $87.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0105 | 2051-06-01      | 2.5000%  |  | $5745308.23        | $4854043.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFS5545 | 2033-08-01      | 3.5000%  |  | $8386694.47        | $8208707.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $1976.32           | $1734.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5092 | 2056-03-01      | 5.0000%  |  | $8087436.50        | $8025112.92        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5520 | 2030-12-01      | 4.0550%  |  | $15716785.71       | $15553748.08       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4320 | 2030-07-01      | 4.2900%  |  | $8928452.38        | $8936915.06        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0085 | 2028-12-01      | 5.1800%  |  | $11477380.95       | $11762510.98       | Agency Mortgage-Backed Securities         |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $11563214.29       | $8460602.65        | U.S. Treasuries (including strips)        |
| FNMA MNRA CL009A2 R26M009 | 2033-01-25      | 1.5704%  |  | $892570.24         | $754339.74         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL009A1 R26M009 | 2031-10-25      | 1.5704%  |  | $157466.67         | $142295.40         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL009A R26M009  | 2033-01-25      | 1.5704%  |  | $157466.67         | $134546.30         | Agency Mortgage-Backed Securities         |

### Security 192: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.650%, 5/1/2026
- **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: 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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2020-032 MA     | 2048-11-16      | 2.0000%  |  | $6901747.28        | $5987176.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $41210997.33       | $36506578.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $17373955.72       | $16056361.26       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $26205453.04       | $23284188.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-117 MD     | 2042-05-20      | 1.2500%  |  | $1101720.96        | $939610.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $21704677.16       | $19621925.27       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $16243961.64       | $14493896.78       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $14451458.61       | $13943941.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $28618936.62       | $22456738.98       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $86148.48          | $81944.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  |  | $148186.97         | $136326.10         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $389705.33         | $372416.12         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $55824323.75       | $52763556.68       | Agency Mortgage-Backed Securities         |

### Security 193: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 6/4/2026
- **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: 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:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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 FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $26066.08          | $25324.57          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FC R24F065 | 2054-09-25      | 4.8452%  |  | $24629319.87       | $24711309.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $664488.89         | $648560.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.0401%  |  | $10062439.93       | $10180593.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.3286%  |  | $6246960.68        | $6252772.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.1286%  |  | $211149.57         | $210869.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  |  | $792525.91         | $798114.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  |  | $4946760.47        | $4990889.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  |  | $5077549.38        | $5112791.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  |  | $7769120.21        | $7814563.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  |  | $4482677.63        | $4533538.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $2500793.20        | $2415933.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $2515892.96        | $2431046.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $1328095.53        | $1286006.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $1400275.86        | $1370621.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 4.6986%  |  | $2775154.66        | $2791980.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 4.7286%  |  | $5703470.77        | $5751177.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 4.5508%  |  | $577323.68         | $581393.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 4.6786%  |  | $2584371.68        | $2600691.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.4386%  |  | $3855093.02        | $3865204.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.5286%  |  | $1486146.79        | $1492045.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.3786%  |  | $3769841.04        | $3776235.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.4186%  |  | $2958571.40        | $2965507.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 4.5271%  |  | $1141479.44        | $1148298.11        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PK 04/25/56 | 2056-04-25      | 4.5000%  |  | $44453.07          | $37041.67          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650HT 05/25/55 | 2055-06-25      | 5.0000%  |  | $20029812.21       | $20054304.22       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650CK 04/25/50 | 2050-04-25      | 5.0000%  |  | $12995699.85       | $13024131.56       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  |  | $96265622.58       | $94446566.00       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  |  | $35909508.85       | $35503501.97       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623AH 08/25/48 | 2048-08-25      | 4.2500%  |  | $138336.35         | $137260.87         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PY 01/25/56 | 2056-01-25      | 4.5000%  |  | $1850653.66        | $1653085.28        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PL 01/25/56 | 2056-01-25      | 4.5000%  |  | $793989.20         | $669722.75         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  |  | $28428241.62       | $28183975.14       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607KT 11/15/32 | 2032-11-15      | 4.2500%  |  | $7390207.75        | $7289010.76        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  |  | $28140672.14       | $27875744.90       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 4.8952%  |  | $303809.07         | $304608.05         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PM 01/25/56 | 2056-01-25      | 4.5000%  |  | $1377051.45        | $1197792.40        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55 | 2055-01-25      | 2.0000%  |  | $3504601.42        | $2130132.18        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KD 03/25/52 | 2052-03-25      | 3.0000%  |  | $1530912.42        | $1386165.67        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $5205571.99        | $4806210.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DY R26F027 | 2056-04-25      | 5.0000%  |  | $1110384.65        | $1002677.09        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DT R26F027 | 2056-03-25      | 4.5000%  |  | $76630.33          | $75215.50          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AE R25F113 | 2052-11-25      | 4.2500%  |  | $789233.65         | $777934.68         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PY R25F106 | 2055-12-25      | 5.0000%  |  | $1274852.76        | $1186233.63        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  |  | $488561.87         | $484432.74         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  |  | $1064333.27        | $1023160.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106PL R25F106 | 2055-12-25      | 5.0000%  |  | $1881922.01        | $1699772.24        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.8952%  |  | $35636792.60       | $35789884.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 KF     | 2056-02-20      | 4.4901%  |  | $7674099.72        | $7634380.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 P      | 2056-02-20      | 4.5000%  |  | $36561224.32       | $35937343.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 QY     | 2056-02-20      | 4.5000%  |  | $3852121.62        | $3318267.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FS     | 2056-02-20      | 4.4401%  |  | $14181229.79       | $14126098.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 LF     | 2054-10-20      | 4.2901%  |  | $17464855.83       | $17432994.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 HT     | 2055-09-20      | 5.0000%  |  | $9807780.00        | $9811955.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF     | 2055-05-20      | 5.3601%  |  | $102776872.54      | $103916968.99      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 4.6901%  |  | $22674104.56       | $22770918.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  |  | $25756609.33       | $25153054.70       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 4.8901%  |  | $16074863.47       | $16189226.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 4.8401%  |  | $16588086.47       | $16694175.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 HT     | 2056-02-20      | 5.0000%  |  | $76790074.18       | $76147401.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 4.8401%  |  | $17803272.16       | $17922295.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 4.8401%  |  | $15958316.19       | $16067590.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 4.9401%  |  | $14480018.11       | $14595992.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 4.8901%  |  | $9922145.21        | $10020655.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043CW R22F043 | 2052-07-25      | 2.0000%  |  | $5322377.31        | $3884042.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022B R22F022  | 2054-07-25      | 2.0000%  |  | $4621621.62        | $2757301.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029AY R22F029 | 2054-07-25      | 2.0000%  |  | $3620270.27        | $2185025.38        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $349560.65         | $335072.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.6401%  |  | $13144965.26       | $13192496.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $8030843.38        | $7696645.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $5322274.87        | $5244653.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 HY     | 2052-01-20      | 2.5000%  |  | $15677310.81       | $12555831.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $17371832.17       | $17024225.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 VL     | 2052-04-20      | 1.5000%  |  | $4912783.78        | $3267882.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 4.7401%  |  | $34639937.55       | $34804848.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 4.6401%  |  | $58944855.93       | $59502234.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $22948805.81       | $20349078.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $8546610.13        | $7567307.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $1306148.84        | $1147135.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $22642552.91       | $19386357.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.2786%  |  | $3399696.99        | $3403519.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.1755%  |  | $16670351.00       | $16364614.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.2255%  |  | $11618462.24       | $11437536.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.0201%  |  | $15826951.22       | $15805975.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 4.7786%  |  | $8724675.81        | $8796073.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.0286%  |  | $3505332.46        | $3557568.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 4.7401%  |  | $16074863.47       | $16134673.31       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KP 11/25/49 | 2049-11-25      | 3.0000%  |  | $485504.44         | $450525.14         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $1559939.46        | $1469281.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  |  | $5642909.93        | $5699554.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  |  | $4954962.72        | $5005067.51        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  |  | $8218343.04        | $7827373.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 4.8401%  |  | $20183395.59       | $20504018.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  |  | $9243243.06        | $6398090.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027GA R26F027 | 2031-04-25      | 4.0000%  |  | $75035064.97       | $73953526.20       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $13203.88          | $12958.66          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027DL R26F027 | 2056-04-25      | 5.0000%  |  | $20480.72          | $18290.67          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC043QJ R22F043 | 2047-03-25      | 4.0000%  |  | $3253140.10        | $3152999.41        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  |  | $134284744.06      | $130631863.31      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $8476491.78        | $8184999.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 4.6886%  |  | $1971080.80        | $1983684.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  |  | $20282898.15       | $20053863.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A      | 2052-07-20      | 4.5000%  |  | $59078664.98       | $58891858.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 4.8401%  |  | $18009432.30       | $18137506.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 4.6786%  |  | $7870493.71        | $7916564.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 4.6786%  |  | $2005357.44        | $2017890.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.2255%  |  | $23114922.34       | $22690803.89       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029AL R22F029 | 2054-07-25      | 2.0000%  |  | $7702702.70        | $5510175.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 4.8401%  |  | $12992943.49       | $13108716.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.3901%  |  | $102776872.54      | $103991824.78      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  |  | $31333266.36       | $27670226.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  |  | $31635878.54       | $28056539.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.6901%  |  | $14798673.06       | $14890866.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $7798349.67        | $7758954.13        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  |  | $15914202.51       | $15809121.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  |  | $2790893.25        | $2817574.66        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  |  | $92826.81          | $87194.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 4.7286%  |  | $5231438.43        | $5264043.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $1943791.10        | $1960952.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.4186%  |  | $2832402.22        | $2838096.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 4.6108%  |  | $3835916.52        | $3864711.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 4.7786%  |  | $2037910.35        | $2052991.70        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PL 04/25/56 | 2056-04-25      | 4.7500%  |  | $107046.00         | $92256.14          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  |  | $48009984.40       | $47516375.08       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  |  | $36684067.50       | $36434872.64       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $223678.51         | $195653.91         | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBZ1400 | 2029-07-01      | 4.7900%  |  | $11480878.38       | $11686680.14       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1398 | 2029-07-01      | 4.7900%  |  | $8091689.19        | $8236737.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0946 | 2029-06-01      | 4.6350%  |  | $12270405.41       | $12430408.43       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0714 | 2029-04-01      | 4.7400%  |  | $11138878.38       | $11313316.93       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0066 | 2028-12-01      | 5.2800%  |  | $11819797.30       | $12132482.15       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0033 | 2033-12-01      | 5.6200%  |  | $37567.88          | $39660.31          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0892 | 2029-05-01      | 4.6500%  |  | $16060135.14       | $16221344.09       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9592 | 2028-09-01      | 4.8150%  |  | $5647621.62        | $5727308.15        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9589 | 2028-09-01      | 4.8150%  |  | $12108648.65       | $12282235.21       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9586 | 2028-09-01      | 4.8150%  |  | $13267135.14       | $13457329.47       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9235 | 2028-08-01      | 4.7600%  |  | $7664189.19        | $7750100.49        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9849 | 2028-11-01      | 4.9700%  |  | $14573513.51       | $14827393.02       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9818 | 2028-10-01      | 5.3100%  |  | $770270.27         | $787697.25         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6512 | 2032-09-01      | 3.7500%  |  | $308108.11         | $294320.52         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7085 | 2029-11-01      | 4.5700%  |  | $154054.05         | $155451.39         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WDWD0039 | 2030-12-01      | 4.0000%  |  | $13916472.97       | $13734977.42       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WDWD0037 | 2036-01-01      | 4.3500%  |  | $14595001.74       | $14213082.18       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1351 G        | 2056-02-01      | 4.5040%  |  | $8861093.24        | $8796409.23        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1835 | 2028-07-01      | 2.5350%  |  | $50102.56          | $48543.82          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0026 | 2035-11-01      | 3.4800%  |  | $161796.83         | $149504.85         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8507 | 2027-04-01      | 2.9600%  |  | $165705.69         | $164186.57         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYAL9089 | 2028-09-01      | 2.7910%  |  | $580832.84         | $567377.15         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544861 | 2036-12-01      | 4.6700%  |  | $1508.05           | $1532.58           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462209 | 2036-04-01      | 5.6920%  |  | $59452.22          | $59493.55          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS356648 | 2036-06-01      | 4.4360%  |  | $2340.99           | $2306.07           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS303532 | 2029-03-01      | 4.3890%  |  | $70.13             | $69.88             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS289517 | 2034-04-01      | 4.0340%  |  | $38784.58          | $38099.80          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS295541 | 2032-10-01      | 4.6020%  |  | $30019.35          | $29888.20          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS054844 | 2027-09-01      | 4.2030%  |  | $136.40            | $135.81            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840357 G        | 2046-07-01      | 6.3420%  |  | $25927.67          | $26993.99          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WNWN5090 | 2029-09-01      | 4.0000%  |  | $9672668.92        | $9587870.78        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.810 WNWN5031 | 2029-07-01      | 3.8100%  |  | $154054.05         | $152310.03         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN4122 | 2035-07-01      | 4.3500%  |  | $3758918.92        | $3664206.06        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.150 WNWN2732 | 2032-07-01      | 4.1500%  |  | $8691729.73        | $8527204.47        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.150 WNWN2615 | 2031-06-01      | 4.1500%  |  | $30810.81          | $30460.58          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WNWN1577 | 2032-06-01      | 4.2500%  |  | $7428486.49        | $7339037.19        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.750 WNWN1782 | 2030-10-01      | 3.7500%  |  | $19219783.78       | $18785451.90       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456 | 2029-12-01      | 4.5000%  |  | $7610658.26        | $7646649.06        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  |  | $151120.96         | $140920.55         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3197 | 2037-07-01      | 3.9000%  |  | $152095.98         | $141892.11         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS5591 | 2037-09-01      | 3.8500%  |  | $550743.24         | $507554.72         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197 | 2038-07-01      | 4.2400%  |  | $299382.54         | $285800.91         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  |  | $152798.83         | $152060.06         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4959 | 2029-03-01      | 2.3000%  |  | $38459.06          | $36568.90          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1977 | 2031-05-01      | 1.8500%  |  | $41624.12          | $37224.46          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7954 | 2056-02-01      | 4.1250%  |  | $13511807.93       | $13254776.94       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7933 | 2056-01-01      | 4.7310%  |  | $16894224.25       | $17002365.58       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM8004 | 2056-01-01      | 4.8070%  |  | $14898668.47       | $14960532.31       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7091 | 2052-10-01      | 3.9070%  |  | $828306.70         | $818500.93         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5066 | 2036-11-01      | 6.4600%  |  | $1142698.91        | $1195056.71        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3871 | 2029-09-01      | 2.7100%  |  | $7323729.73        | $7008509.49        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3866 | 2029-09-01      | 2.7100%  |  | $13344932.43       | $12770553.95       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2631 | 2029-06-01      | 3.1400%  |  | $71864.18          | $69879.97          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0722 | 2039-01-01      | 4.6900%  |  | $1122534.41        | $1106988.50        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0840 | 2039-02-01      | 4.7000%  |  | $1074312.54        | $1060142.48        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF6742 | 2056-01-01      | 4.9920%  |  | $5954383.17        | $6022080.53        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8589 | 2028-04-01      | 3.4900%  |  | $17372.63          | $17178.72          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6168 | 2032-07-01      | 3.1300%  |  | $1136297.05        | $1057871.40        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN2495 | 2028-09-01      | 2.5500%  |  | $144494.04         | $139850.61         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.700 WAWA2225 | 2037-05-01      | 3.7000%  |  | $122994.90         | $113366.93         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.450 WAWA2224 | 2037-05-01      | 3.4500%  |  | $366579.23         | $329583.75         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841649 G        | 2049-01-01      | 6.1840%  |  | $29215.91          | $30404.89          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841485 G        | 2052-09-01      | 4.1690%  |  | $794245.18         | $787635.76         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841386 G        | 2049-05-01      | 6.2040%  |  | $31146.61          | $32412.59          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841375 G        | 2046-01-01      | 6.1420%  |  | $26512.86          | $27603.54          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841319 G        | 2046-05-01      | 6.1740%  |  | $33166.56          | $34540.30          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841318 G        | 2046-05-01      | 6.1780%  |  | $26572.84          | $27674.22          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841315 G        | 2046-05-01      | 6.1780%  |  | $31887.40          | $33209.06          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1243 | 2026-06-01      | 2.6400%  |  | $200270.27         | $199948.97         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.400 WAWA2535 | 2054-05-01      | 4.4000%  |  | $2637461.41        | $2373154.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0593 | 2029-03-01      | 4.3900%  |  | $9301783.78        | $9355300.57        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5375 | 2036-08-01      | 6.1020%  |  | $1043630.69        | $1079423.89        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7392 | 2049-04-01      | 6.1310%  |  | $31281.38          | $32653.31          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841337 G        | 2051-08-01      | 1.8510%  |  | $1291427.62        | $1243697.85        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841475 G        | 2052-08-01      | 3.4040%  |  | $1484006.85        | $1445069.64        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1258 | 2029-07-01      | 4.7200%  |  | $8383621.62        | $8488066.64        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM8002 | 2056-03-01      | 4.7700%  |  | $16067882.51       | $16130780.24       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS9409 | 2032-01-01      | 5.6200%  |  | $26535.24          | $27636.51          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2545 | 2029-12-01      | 4.8300%  |  | $11634932.43       | $11840380.13       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0574 G        | 2056-03-01      | 4.6350%  |  | $5079400.45        | $5093225.31        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0600 G        | 2056-04-01      | 4.5500%  |  | $7733698.38        | $7723468.84        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841680 G        | 2049-12-01      | 5.9280%  |  | $30411.40          | $31684.98          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4165 | 2030-06-01      | 4.2800%  |  | $14384027.03       | $14421954.51       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7306 | 2050-04-01      | 6.2050%  |  | $35459.95          | $36913.69          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.430 WNWN4109 | 2035-04-01      | 4.4300%  |  | $10335486.49       | $10146797.82       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6177 | 2034-07-01      | 4.4650%  |  | $10976351.35       | $10908943.45       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0197 | 2029-01-01      | 5.1600%  |  | $13824732.04       | $14120659.65       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0932 | 2029-06-01      | 4.6400%  |  | $9532864.86        | $9658610.77        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5517 | 2027-05-01      | 2.8600%  |  | $142500.00         | $141017.13         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ6453 | 2036-02-01      | 4.6000%  |  | $2070486.49        | $2060630.05        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1266 | 2029-07-01      | 4.6900%  |  | $13741236.49       | $13945280.87       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $10414054.05       | $10192130.56       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.750 WDWD0021 | 2030-11-01      | 3.7500%  |  | $14621270.27       | $14284642.32       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4488 | 2030-07-01      | 4.0000%  |  | $5005021.47        | $4960242.65        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8951 | 2056-02-01      | 4.4530%  |  | $7850059.27        | $7831933.04        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HIAN7185 | 2032-11-01      | 3.3500%  |  | $205146.62         | $198911.73         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  |  | $34662.16          | $32176.73          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  |  | $145806.23         | $144719.93         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3714 | 2030-05-01      | 4.2500%  |  | $13668445.95       | $13689968.43       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2879 | 2030-01-01      | 4.7100%  |  | $11795918.92       | $11981718.41       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WNWN1788 | 2030-10-01      | 3.9000%  |  | $15971554.05       | $15708577.10       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8101 | 2055-12-01      | 3.0200%  |  | $780344.31         | $723682.56         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9591 | 2028-09-01      | 4.8150%  |  | $11077256.76       | $11236057.54       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9125 | 2030-07-01      | 4.7750%  |  | $4989810.81        | $5061157.76        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WNWN0196 | 2040-06-01      | 5.0000%  |  | $5191621.62        | $5198821.25        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0147 | 2029-01-01      | 4.8150%  |  | $7887567.57        | $8016779.73        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4562 | 2030-08-01      | 4.5000%  |  | $13549054.05       | $13658530.41       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8349 | 2027-04-01      | 2.9800%  |  | $338653.62         | $336075.64         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0693 | 2029-04-01      | 4.7500%  |  | $10352432.43       | $10499378.89       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0541 G        | 2055-12-01      | 4.8050%  |  | $6904039.10        | $6921352.32        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8570 | 2056-04-01      | 4.5400%  |  | $9151162.82        | $9137758.40        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0616 G        | 2056-05-01      | 4.5000%  |  | $6109685.96        | $6078544.89        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4879 | 2040-12-01      | 4.5000%  |  | $3533662.49        | $3363707.45        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4839 | 2054-01-01      | 4.0000%  |  | $1506623.65        | $1258480.05        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.100 WAWA4814 | 2039-06-01      | 3.1000%  |  | $480003.14         | $405788.04         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8571 | 2056-04-01      | 4.6650%  |  | $8084625.81        | $8091780.03        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8569 | 2056-05-01      | 4.4150%  |  | $6522137.96        | $6497252.92        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8568 | 2056-05-01      | 4.0950%  |  | $5565789.65        | $5500195.43        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8577 | 2056-05-01      | 4.5400%  |  | $8797396.18        | $8752742.55        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6791 | 2033-04-01      | 4.1750%  |  | $3324486.49        | $3262847.83        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6653 | 2033-03-01      | 4.4800%  |  | $6158310.81        | $6139250.16        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6652 | 2033-04-01      | 4.1800%  |  | $5676891.89        | $5571433.53        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6575 | 2033-03-01      | 4.4700%  |  | $4968243.24        | $4957202.97        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5179 | 2030-10-01      | 4.2500%  |  | $14789189.19       | $14801310.57       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0677 | 2029-03-01      | 5.0400%  |  | $7517173.33        | $7679311.24        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0615 | 2029-03-01      | 4.8900%  |  | $7364554.05        | $7504570.19        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0538 | 2029-02-01      | 4.7100%  |  | $3966891.89        | $4023869.02        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0399 | 2029-02-01      | 4.6700%  |  | $11532435.25       | $11665438.18       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0380 | 2034-01-01      | 4.2600%  |  | $154054.05         | $151721.31         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0164 | 2041-06-01      | 2.8000%  |  | $18816.70          | $15144.33          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0146 | 2028-12-01      | 5.0000%  |  | $8834739.56        | $9004408.78        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0140 | 2028-12-01      | 4.8700%  |  | $8226486.49        | $8368558.37        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0082 | 2029-01-01      | 5.2800%  |  | $500675.68         | $514315.75         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0068 | 2029-01-01      | 4.8600%  |  | $10880837.84       | $11075811.57       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4759 | 2030-08-01      | 4.2700%  |  | $61621.62          | $61585.25          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4102 | 2030-06-01      | 4.8500%  |  | $5713405.26        | $5822610.97        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4008 | 2030-07-01      | 4.0400%  |  | $18575067.57       | $18445050.34       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3900 | 2030-05-01      | 3.9450%  |  | $12000810.81       | $11880681.70       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3822 | 2030-05-01      | 4.3800%  |  | $15871418.92       | $15928196.27       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3785 | 2030-05-01      | 4.2800%  |  | $14076689.19       | $14114904.28       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3741 | 2030-05-01      | 4.3300%  |  | $15698108.11       | $15770524.36       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3434 | 2030-04-01      | 4.1700%  |  | $8532350.80        | $8491379.88        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2413 | 2034-06-01      | 4.5750%  |  | $385135.14         | $387169.58         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2299 | 2029-11-01      | 4.8900%  |  | $12151013.51       | $12424109.57       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2216 | 2029-11-01      | 3.9800%  |  | $15505540.54       | $15403484.79       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2114 | 2034-10-01      | 4.3400%  |  | $15771283.78       | $15511138.21       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1913 | 2029-09-01      | 4.4100%  |  | $14665945.95       | $14745090.72       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1520 | 2029-09-01      | 4.5700%  |  | $11554054.05       | $11665197.00       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL002A1 R26M002 | 2033-01-25      | 3.9500%  |  | $38438841.20       | $37607752.86       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0052A2 R26M00 | 2036-01-25      | 4.3000%  |  | $46216216.22       | $45025727.57       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A1 R26M005 | 2035-08-25      | 4.0000%  |  | $22897120.22       | $22481199.12       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.1511%  |  | $10060634.47       | $9603315.76        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  |  | $3212132.09        | $2998101.31        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5674%  |  | $6220582.92        | $5976190.57        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 3.9891%  |  | $3507607.00        | $3166080.27        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 3.9891%  |  | $64954727.43       | $58667860.43       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0051A2 R26M00 | 2036-01-25      | 4.3000%  |  | $79216292.27       | $76951172.81       | Agency Mortgage-Backed Securities         |

### Security 194: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 6/10/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CKMA6012 | 2056-02-01      | 6.0000%  |  | $4604014.92        | $4689135.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  |  | $7242897.04        | $7393897.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $6970130.35        | $6921672.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $6681300.08        | $5861549.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4622 | 2052-06-01      | 2.0000%  |  | $8535087.59        | $6851465.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $6093142.15        | $4907277.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  |  | $6211564.54        | $4764122.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $5893203.32        | $4734252.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $8502263.74        | $7188654.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $5206761.13        | $4824139.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA9197 | 2054-07-01      | 6.0000%  |  | $6928035.05        | $7189362.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  |  | $5502517.58        | $5282869.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFA2708 | 2042-03-01      | 1.5000%  |  | $4185500.94        | $3528495.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA1917 | 2035-02-01      | 2.5000%  |  | $7936986.19        | $7675263.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0879 | 2051-11-01      | 2.5000%  |  | $9048848.54        | $7654229.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8374 | 2056-05-01      | 5.5000%  |  | $5064025.71        | $5152010.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG7632 | 2056-04-01      | 6.0000%  |  | $4604376.00        | $4758716.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6914 | 2056-04-01      | 5.5000%  |  | $4314720.86        | $4394282.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  |  | $4952237.66        | $4548280.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5763 | 2056-04-01      | 5.5000%  |  | $4320506.65        | $4395569.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5749 | 2056-04-01      | 5.5000%  |  | $5001512.65        | $5082044.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5485 | 2056-03-01      | 5.5000%  |  | $5172307.58        | $5323869.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3763 | 2056-03-01      | 5.5000%  |  | $5200429.50        | $5275230.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3230 | 2056-03-01      | 5.5000%  |  | $5524864.01        | $5615342.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2895 | 2056-02-01      | 6.0000%  |  | $5405573.53        | $5625095.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6363 | 2055-12-01      | 5.5000%  |  | $4754245.97        | $4824193.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7619 | 2055-12-01      | 5.0000%  |  | $5169244.11        | $5146234.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6556 | 2055-12-01      | 6.0000%  |  | $5199555.48        | $5375037.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2723 | 2055-09-01      | 6.5000%  |  | $5492002.17        | $5774324.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6335 | 2055-06-01      | 6.0000%  |  | $6079315.17        | $6287977.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0782 | 2055-04-01      | 6.0000%  |  | $5042077.51        | $5173768.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6105 | 2056-05-01      | 6.0000%  |  | $4487614.29        | $4555634.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6074 | 2056-05-01      | 5.5000%  |  | $5979036.86        | $5953360.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA6062 | 2041-05-01      | 5.5000%  |  | $4259908.29        | $4370404.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  |  | $5550962.17        | $5099775.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $8084526.47        | $7100774.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $5603395.73        | $4724580.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2368 | 2056-04-01      | 6.0000%  |  | $4297464.86        | $4533190.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0659 | 2056-04-01      | 5.5000%  |  | $6346006.29        | $6456265.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5817 | 2055-07-01      | 6.5000%  |  | $4981163.61        | $5108990.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3541 | 2055-01-01      | 6.0000%  |  | $4900403.93        | $5072669.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6671 | 2056-04-01      | 5.5000%  |  | $5254333.18        | $5337112.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8342 | 2055-11-01      | 6.0000%  |  | $5623710.22        | $5702134.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1115 | 2055-12-01      | 5.0000%  |  | $5267037.95        | $5242034.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5524 | 2056-03-01      | 6.5000%  |  | $5306120.73        | $5565500.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1703 | 2055-10-01      | 6.0000%  |  | $5209811.60        | $5362205.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8212 | 2055-06-01      | 5.5000%  |  | $5311586.65        | $5363696.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5526 | 2056-03-01      | 6.5000%  |  | $4574288.13        | $4795414.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7658 | 2056-03-01      | 5.0000%  |  | $7372221.32        | $7315556.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3089 | 2050-07-01      | 2.5000%  |  | $8878263.72        | $7592015.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  |  | $4663353.94        | $4807830.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7886 | 2056-03-01      | 5.0000%  |  | $7408335.86        | $7386509.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0737 | 2056-04-01      | 5.5000%  |  | $5952120.86        | $6045905.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1010 | 2032-03-01      | 2.5000%  |  | $5711691.73        | $5492367.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDG7392 | 2041-04-01      | 5.0000%  |  | $4326594.86        | $4370301.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5748 | 2056-04-01      | 5.5000%  |  | $5554433.81        | $5646423.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB8906 | 2054-07-01      | 7.5000%  |  | $4709125.56        | $5076270.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  |  | $5197242.27        | $5459308.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6547 | 2055-12-01      | 6.0000%  |  | $4333409.69        | $4477666.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7489 | 2056-03-01      | 5.0000%  |  | $5380083.00        | $5351890.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB0338 | 2056-04-01      | 5.0000%  |  | $4883973.43        | $4849935.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA1752 | 2055-12-01      | 5.5000%  |  | $4885891.34        | $5028987.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0988 | 2055-10-01      | 6.0000%  |  | $4685094.06        | $4841057.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  |  | $7644189.25        | $7212523.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6061 | 2056-04-01      | 5.5000%  |  | $4981413.32        | $5062075.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $7761370.21        | $6226474.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF5697 | 2040-12-01      | 5.0000%  |  | $5331833.81        | $5385673.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4354 | 2051-06-01      | 1.5000%  |  | $5732487.16        | $4386948.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5018 | 2055-11-01      | 5.5000%  |  | $4713895.65        | $4851954.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1691 | 2055-10-01      | 6.0000%  |  | $5287754.50        | $5464991.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0166 | 2055-09-01      | 6.0000%  |  | $4854939.02        | $5040025.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8959 | 2055-09-01      | 6.5000%  |  | $5308161.38        | $5682307.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6609 | 2055-08-01      | 5.5000%  |  | $4593685.03        | $4661380.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  |  | $5423540.77        | $5597866.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0990 | 2056-04-01      | 5.5000%  |  | $4343826.86        | $4413769.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0735 | 2056-04-01      | 5.5000%  |  | $4342734.00        | $4413058.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  |  | $9070041.05        | $7614470.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0658 | 2056-04-01      | 5.5000%  |  | $6000950.57        | $6108202.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0657 | 2056-04-01      | 5.5000%  |  | $7160902.29        | $7294593.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB0333 | 2056-04-01      | 5.0000%  |  | $5510256.00        | $5468283.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB0246 | 2056-04-01      | 6.0000%  |  | $6032544.70        | $6345696.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  |  | $3961638.97        | $4097437.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5295 | 2036-05-01      | 4.5000%  |  | $5571361.71        | $5569094.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8421 | 2053-01-01      | 6.0000%  |  | $4344563.10        | $4515666.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA6704 | 2052-02-01      | 3.0000%  |  | $8562950.68        | $7607442.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4026 | 2053-10-01      | 6.0000%  |  | $4733706.72        | $4867052.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $5275761.99        | $5324286.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  |  | $8623392.12        | $6923291.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2017 | 2051-12-01      | 3.0000%  |  | $8159802.98        | $7167625.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  |  | $5028042.60        | $5082409.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1695 | 2037-06-01      | 2.0000%  |  | $6253103.29        | $5752455.52        | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18629 G | 2032-01-01      | 2.0000%  |  | $6875877.79        | $6545355.11        | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18628 G | 2031-12-01      | 2.0000%  |  | $5977686.01        | $5698630.35        | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16087 G | 2032-02-01      | 2.5000%  |  | $7433653.62        | $7158704.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9004 | 2056-03-01      | 5.5000%  |  | $6424234.87        | $6539052.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA9859 | 2056-04-01      | 5.0000%  |  | $7260407.15        | $7205103.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8866 | 2056-03-01      | 6.0000%  |  | $4855993.95        | $5018768.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7689 | 2056-03-01      | 5.5000%  |  | $7289247.23        | $7361312.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7657 | 2056-03-01      | 5.0000%  |  | $5942550.17        | $5896642.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7055 | 2056-02-01      | 5.5000%  |  | $7521182.89        | $7749537.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6892 | 2056-03-01      | 5.5000%  |  | $5354333.33        | $5511234.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA5476 | 2056-02-01      | 6.0000%  |  | $4102119.80        | $4315074.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3385 | 2056-01-01      | 5.5000%  |  | $5686941.24        | $5847481.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1351 | 2055-05-01      | 6.0000%  |  | $5200807.41        | $5404082.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0456 | 2055-02-01      | 5.5000%  |  | $7573344.69        | $7706109.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7667 | 2055-11-01      | 6.5000%  |  | $4428573.38        | $4640529.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5683 | 2055-10-01      | 6.5000%  |  | $5292993.13        | $5564476.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3402 | 2055-09-01      | 5.0000%  |  | $5276572.50        | $5222190.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6566 | 2055-12-01      | 6.5000%  |  | $4156135.54        | $4361183.11        | Agency Mortgage-Backed Securities |

### Security 195: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 5/8/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $699500000.00
- **C.18.a - Value (excl. sponsor support):** $699500000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **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 06.000 CLTA7607 | 2056-03-01      | 6.0000%  |  | $1405534.43        | $1466402.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1825 | 2046-01-01      | 5.0000%  |  | $1139591.24        | $1140918.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9087 | 2056-04-01      | 6.0000%  |  | $1282000.71        | $1338725.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7464 | 2056-02-01      | 5.5000%  |  | $2208933.60        | $2271326.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS9371 | 2051-11-01      | 2.5000%  |  | $1451168.83        | $1233295.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 3PRE6090 | 2051-03-01      | 1.5000%  |  | $3111981.19        | $2317238.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1711 | 2055-10-01      | 6.5000%  |  | $2840489.09        | $2976236.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTSC0705 | 2045-02-01      | 4.5000%  |  | $3054222.20        | $3032946.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5691 | 2056-04-01      | 6.0000%  |  | $1199126.52        | $1242737.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB0845 | 2056-04-01      | 6.0000%  |  | $1156232.35        | $1216256.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1324 | 2056-03-01      | 5.5000%  |  | $1217809.72        | $1235064.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1339 | 2056-03-01      | 5.5000%  |  | $1243989.42        | $1264018.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6361 | 2055-12-01      | 6.0000%  |  | $2780783.92        | $2871975.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0081 | 2041-05-01      | 3.5000%  |  | $80286.96          | $77237.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2480 | 2048-10-01      | 4.5000%  |  | $1965927.83        | $1931779.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO4869 | 2041-01-01      | 4.5000%  |  | $4127779.53        | $4108870.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2894 | 2056-01-01      | 6.0000%  |  | $1115269.50        | $1160562.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKDG7264 | 2056-04-01      | 5.5000%  |  | $2789286.70        | $2777308.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9091 | 2056-03-01      | 6.0000%  |  | $1581505.72        | $1663608.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0309 | 2055-09-01      | 6.0000%  |  | $1649990.73        | $1692998.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7091 | 2055-02-01      | 6.0000%  |  | $1381572.67        | $1441648.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9681 | 2055-07-01      | 5.5000%  |  | $1403045.53        | $1417125.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5759 | 2055-07-01      | 5.5000%  |  | $1525845.43        | $1546391.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL2622 | 2053-03-01      | 3.0000%  |  | $1871915.76        | $1644134.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3427 | 2056-01-01      | 5.5000%  |  | $1207515.34        | $1239305.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA6056 | 2056-05-01      | 6.5000%  |  | $3036048.08        | $3170581.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6223 | 2056-04-01      | 6.0000%  |  | $3867158.95        | $4012484.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $1279096.51        | $1123618.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3820 | 2056-03-01      | 5.0000%  |  | $3762898.57        | $3729445.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1987 | 2055-10-01      | 6.5000%  |  | $1399136.60        | $1497644.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA6024 | 2056-02-01      | 6.5000%  |  | $3351063.59        | $3441093.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3788 | 2051-09-01      | 2.0000%  |  | $3642129.52        | $2949043.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG7631 | 2056-04-01      | 6.0000%  |  | $1074762.82        | $1111283.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $2927369.93        | $2567337.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4462 | 2055-01-01      | 7.0000%  |  | $1184651.11        | $1260112.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7756 | 2054-12-01      | 5.5000%  |  | $1280859.06        | $1304760.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA5093 | 2056-03-01      | 5.0000%  |  | $1690961.24        | $1676929.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2577 | 2041-02-01      | 4.0000%  |  | $2504234.65        | $2445443.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6573 | 2056-04-01      | 5.5000%  |  | $1149757.45        | $1174572.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9036 | 2053-04-01      | 5.5000%  |  | $1257813.43        | $1280869.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3284 | 2055-02-01      | 5.5000%  |  | $2158651.07        | $2190410.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDG1820 | 2056-01-01      | 6.0000%  |  | $2691978.27        | $2732784.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8253 | 2052-12-01      | 5.5000%  |  | $1166480.97        | $1194383.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE5113 | 2055-07-01      | 5.0000%  |  | $2429354.31        | $2402978.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6917 | 2056-04-01      | 6.0000%  |  | $1735870.15        | $1801106.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8374 | 2056-03-01      | 6.0000%  |  | $2457759.91        | $2495012.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9053 | 2056-03-01      | 5.5000%  |  | $2379972.31        | $2418510.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5096 | 2048-05-01      | 3.0000%  |  | $2683069.97        | $2447313.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3882 | 2056-03-01      | 6.0000%  |  | $2351448.17        | $2438391.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0577 | 2055-11-01      | 5.5000%  |  | $1131969.22        | $1165121.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8103 | 2055-12-01      | 5.5000%  |  | $2189918.03        | $2251740.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9737 | 2055-06-01      | 6.0000%  |  | $2604046.42        | $2676549.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0995 | 2055-10-01      | 6.0000%  |  | $3357028.63        | $3457928.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $1658932.60        | $1701157.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5948 | 2041-01-01      | 3.5000%  |  | $2498133.03        | $2403247.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  |  | $1273140.24        | $1259183.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4699 | 2055-11-01      | 6.5000%  |  | $2023515.19        | $2126075.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM6733 | 2035-02-01      | 2.5000%  |  | $1263337.18        | $1216484.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6260 | 2055-06-01      | 6.0000%  |  | $1741443.40        | $1786552.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX8714 | 2055-03-01      | 5.5000%  |  | $1266767.35        | $1290602.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX6965 | 2055-02-01      | 5.5000%  |  | $2704073.93        | $2751018.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6050 | 2055-02-01      | 6.0000%  |  | $1231628.22        | $1284254.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5664 | 2055-02-01      | 7.0000%  |  | $1808379.21        | $1940681.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5446 | 2055-02-01      | 7.0000%  |  | $1502022.33        | $1612820.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5333 | 2055-02-01      | 7.0000%  |  | $2737069.81        | $2926622.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX5278 | 2055-02-01      | 5.5000%  |  | $1539484.78        | $1562133.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX1780 | 2054-12-01      | 5.5000%  |  | $2955040.20        | $3007833.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA6031 | 2056-04-01      | 6.0000%  |  | $1445554.64        | $1482637.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6023 | 2056-02-01      | 6.0000%  |  | $3161819.83        | $3209744.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6022 | 2056-02-01      | 5.5000%  |  | $2320407.72        | $2327864.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6014 | 2056-01-01      | 5.5000%  |  | $3433475.80        | $3444499.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5987 | 2056-01-01      | 7.0000%  |  | $2461537.67        | $2563253.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  |  | $1555838.86        | $1547515.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  |  | $1667415.75        | $1658503.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5936 | 2055-12-01      | 6.5000%  |  | $1470659.63        | $1502537.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  |  | $2692713.76        | $2760223.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5873 | 2055-09-01      | 6.5000%  |  | $1228726.62        | $1266172.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7625 | 2056-04-01      | 5.5000%  |  | $3193159.07        | $3241559.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7619 | 2056-04-01      | 5.5000%  |  | $3579579.33        | $3630762.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7618 | 2056-04-01      | 5.5000%  |  | $1893565.43        | $1921557.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2657 | 2055-05-01      | 5.0000%  |  | $2136444.04        | $2127568.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9545 | 2055-11-01      | 5.5000%  |  | $2314410.10        | $2354927.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8504 | 2055-10-01      | 6.5000%  |  | $1215980.51        | $1296634.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7154 | 2055-10-01      | 6.5000%  |  | $1610809.80        | $1742292.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5997 | 2055-10-01      | 6.0000%  |  | $3387979.35        | $3497642.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4939 | 2055-10-01      | 6.5000%  |  | $1699092.53        | $1782948.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4354 | 2055-08-01      | 6.0000%  |  | $2090859.90        | $2166896.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3184 | 2055-09-01      | 6.0000%  |  | $3171727.23        | $3253952.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3044 | 2055-09-01      | 6.5000%  |  | $1144210.30        | $1208852.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3474 | 2055-08-01      | 6.0000%  |  | $2244774.39        | $2303229.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1897 | 2055-08-01      | 6.5000%  |  | $1125204.57        | $1202850.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2667 | 2055-09-01      | 6.0000%  |  | $3810537.26        | $3909860.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0493 | 2055-08-01      | 6.5000%  |  | $1322319.66        | $1405165.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0004 | 2055-08-01      | 5.5000%  |  | $1576971.38        | $1592738.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8488 | 2055-07-01      | 7.0000%  |  | $1176849.23        | $1265902.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7107 | 2055-07-01      | 6.5000%  |  | $2519152.36        | $2660031.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4756 | 2041-01-01      | 4.0000%  |  | $1300843.27        | $1269913.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7729 | 2054-06-01      | 7.5000%  |  | $1137235.42        | $1225037.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI1742 | 2054-03-01      | 7.5000%  |  | $1750595.73        | $1878971.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PRE6175 | 2056-05-01      | 6.0000%  |  | $1558239.12        | $1583740.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 3PRE6174 | 2056-05-01      | 5.5000%  |  | $1785782.35        | $1784685.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTRB5189 | 2042-10-01      | 4.5000%  |  | $1507077.34        | $1496535.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9304 | 2053-06-01      | 5.5000%  |  | $1106740.21        | $1126702.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6433 | 2051-12-01      | 2.5000%  |  | $1751519.01        | $1470627.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5287 | 2051-05-01      | 2.0000%  |  | $1711145.61        | $1384161.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4871 | 2041-01-01      | 5.5000%  |  | $2724538.49        | $2796884.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 3PQU8372 | 2056-04-01      | 5.5000%  |  | $2700686.38        | $2689088.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1331 | 2056-03-01      | 5.0000%  |  | $1198920.23        | $1193347.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1345 | 2056-03-01      | 5.5000%  |  | $1091489.41        | $1110235.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1091 | 2056-02-01      | 5.5000%  |  | $1652550.36        | $1699225.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1722 | 2055-12-01      | 5.5000%  |  | $1845383.68        | $1870002.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0083 | 2056-01-01      | 5.5000%  |  | $1097513.38        | $1112518.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9203 | 2056-02-01      | 6.0000%  |  | $1284388.73        | $1339273.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9169 | 2056-01-01      | 6.0000%  |  | $1136580.06        | $1169051.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8282 | 2056-01-01      | 5.5000%  |  | $2100405.58        | $2131324.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8725 | 2054-06-01      | 6.5000%  |  | $1158259.13        | $1215501.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6781 | 2053-07-01      | 5.5000%  |  | $2731413.89        | $2776623.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4211 | 2052-07-01      | 4.5000%  |  | $1842902.00        | $1786813.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4149 | 2049-09-01      | 3.0000%  |  | $3200792.49        | $2810029.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA2251 | 2048-08-01      | 5.0000%  |  | $2091423.20        | $2101718.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1712 | 2055-10-01      | 6.5000%  |  | $3293726.08        | $3449397.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1690 | 2055-10-01      | 6.0000%  |  | $2401643.13        | $2472624.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0274 | 2055-09-01      | 5.0000%  |  | $1326070.01        | $1313973.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0183 | 2055-08-01      | 6.0000%  |  | $1948659.73        | $2005001.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0186 | 2055-08-01      | 6.0000%  |  | $1545115.00        | $1585248.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $2401437.61        | $1926531.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  |  | $3940618.55        | $3167631.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  |  | $3665113.41        | $2952766.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  |  | $2210592.81        | $1691493.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $2404186.15        | $1837991.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  |  | $2263776.24        | $2065230.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2954 | 2053-04-01      | 4.5000%  |  | $1762935.63        | $1716085.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTSC0484 | 2044-02-01      | 5.0000%  |  | $1117234.04        | $1118993.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0860 | 2039-11-01      | 3.5000%  |  | $1847021.41        | $1793429.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8362 | 2040-02-01      | 4.5000%  |  | $2713301.98        | $2705471.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB1455 | 2039-05-01      | 5.5000%  |  | $3114313.64        | $3196034.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0430 | 2056-04-01      | 5.5000%  |  | $1207504.88        | $1227768.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0401 | 2056-04-01      | 5.5000%  |  | $1492609.56        | $1532510.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0398 | 2056-04-01      | 5.5000%  |  | $1141916.47        | $1164750.86        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16153 G | 2031-10-01      | 3.5000%  |  | $1183786.53        | $1169462.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB0938 | 2038-08-01      | 5.0000%  |  | $3753763.64        | $3793455.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0152 | 2056-04-01      | 5.5000%  |  | $1545523.03        | $1574020.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9601 | 2056-04-01      | 6.0000%  |  | $2921106.64        | $3025753.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9390 | 2056-02-01      | 6.0000%  |  | $2138097.62        | $2249091.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9371 | 2056-02-01      | 5.5000%  |  | $1383891.31        | $1405790.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9038 | 2056-03-01      | 5.5000%  |  | $1556363.77        | $1601970.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9814 | 2056-04-01      | 5.5000%  |  | $1093988.37        | $1124887.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8742 | 2056-03-01      | 6.0000%  |  | $1255467.37        | $1301812.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8495 | 2056-03-01      | 6.5000%  |  | $1395535.54        | $1474421.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8494 | 2056-03-01      | 6.5000%  |  | $2559034.16        | $2688600.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8355 | 2056-02-01      | 6.0000%  |  | $1565863.01        | $1647152.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB0336 | 2056-04-01      | 5.0000%  |  | $4019718.72        | $3992789.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8987 | 2056-03-01      | 5.5000%  |  | $3783630.35        | $3844548.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8986 | 2056-03-01      | 6.0000%  |  | $1077057.77        | $1117535.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8879 | 2056-03-01      | 6.0000%  |  | $1374979.35        | $1415686.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7655 | 2056-03-01      | 5.0000%  |  | $2521573.49        | $2506867.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7653 | 2056-03-01      | 5.0000%  |  | $3802961.97        | $3774781.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7608 | 2056-03-01      | 6.0000%  |  | $1069285.76        | $1114046.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9760 | 2055-09-01      | 6.5000%  |  | $2038392.11        | $2160842.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9413 | 2055-09-01      | 5.0000%  |  | $3864490.77        | $3824813.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7512 | 2056-02-01      | 6.0000%  |  | $2182036.73        | $2265360.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7217 | 2056-02-01      | 6.0000%  |  | $1681706.45        | $1750663.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7211 | 2056-02-01      | 6.0000%  |  | $1583348.63        | $1665545.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7227 | 2056-02-01      | 6.0000%  |  | $2564750.89        | $2655231.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7225 | 2056-03-01      | 6.0000%  |  | $3286865.39        | $3406406.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7159 | 2056-03-01      | 6.5000%  |  | $1757453.94        | $1853838.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5295 | 2056-02-01      | 5.5000%  |  | $3055692.01        | $3097159.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4343 | 2055-11-01      | 6.5000%  |  | $1099288.82        | $1175142.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0146 | 2055-12-01      | 6.5000%  |  | $1514726.82        | $1598845.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0040 | 2055-11-01      | 6.0000%  |  | $1532126.03        | $1586169.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRR0087 | 2041-05-01      | 3.0000%  |  | $1625757.33        | $1550490.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRR0080 | 2041-04-01      | 3.0000%  |  | $1629734.20        | $1554285.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0076 | 2041-04-01      | 5.0000%  |  | $3077239.65        | $3108312.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5607 | 2056-04-01      | 6.0000%  |  | $2368143.20        | $2454261.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5535 | 2056-03-01      | 6.5000%  |  | $1305656.73        | $1372429.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5530 | 2056-03-01      | 6.5000%  |  | $1379519.64        | $1445215.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5528 | 2056-03-01      | 6.5000%  |  | $3169868.50        | $3322539.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5522 | 2056-03-01      | 6.5000%  |  | $2643091.64        | $2773961.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG5415 | 2041-03-01      | 4.0000%  |  | $2292448.81        | $2237918.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6236 | 2056-04-01      | 6.0000%  |  | $3320049.65        | $3446617.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6224 | 2056-04-01      | 6.0000%  |  | $3860798.29        | $4001209.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5104 | 2056-03-01      | 6.0000%  |  | $1393848.70        | $1441754.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5375 | 2056-03-01      | 6.0000%  |  | $1190463.81        | $1243133.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4171 | 2056-03-01      | 6.0000%  |  | $1134583.66        | $1177223.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3925 | 2056-03-01      | 5.0000%  |  | $1188258.29        | $1180976.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3812 | 2056-03-01      | 5.5000%  |  | $3208233.79        | $3252140.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3411 | 2056-04-01      | 6.0000%  |  | $1776133.37        | $1870945.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1853 | 2056-02-01      | 5.5000%  |  | $2366468.54        | $2435812.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1584 | 2056-02-01      | 6.0000%  |  | $2513005.07        | $2596663.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1382 | 2056-03-01      | 6.0000%  |  | $1489993.37        | $1540120.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0052 | 2041-01-01      | 4.0000%  |  | $1231097.59        | $1201824.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0041 | 2040-10-01      | 6.5000%  |  | $1310388.93        | $1373007.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0063 | 2041-02-01      | 5.5000%  |  | $2149449.16        | $2205202.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $2988295.82        | $3018470.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  |  | $2368826.30        | $2469942.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  |  | $2428457.89        | $2401836.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0053 | 2041-01-01      | 4.5000%  |  | $1159867.15        | $1153667.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1335 | 2056-03-01      | 5.5000%  |  | $2007481.77        | $2037033.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB9370 | 2054-09-01      | 6.0000%  |  | $1226778.27        | $1269902.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0354 | 2054-03-01      | 7.5000%  |  | $1473116.54        | $1580743.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0003 | 2054-03-01      | 7.5000%  |  | $1103515.01        | $1185709.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  |  | $196056.49         | $202776.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL2860 | 2042-12-01      | 3.0000%  |  | $2887520.90        | $2643920.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5239 | 2041-03-01      | 5.0000%  |  | $1679434.58        | $1697217.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5262 | 2041-04-01      | 4.0000%  |  | $1596861.39        | $1559321.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8354 | 2053-08-01      | 6.0000%  |  | $2383030.96        | $2456395.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2220 | 2052-05-01      | 3.0000%  |  | $1399614.65        | $1242601.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PQU7372 | 2050-02-01      | 3.5000%  |  | $1326863.78        | $1185837.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  |  | $2772525.26        | $2119582.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  |  | $4243228.09        | $3727661.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  |  | $2081535.07        | $1957771.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3401 | 2055-09-01      | 5.0000%  |  | $3574150.13        | $3535384.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8373 | 2056-05-01      | 5.5000%  |  | $2815020.07        | $2865331.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4469 | 2056-03-01      | 6.0000%  |  | $1175442.20        | $1214570.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5312 | 2041-03-01      | 5.0000%  |  | $1430543.34        | $1445432.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $2053671.96        | $1731988.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ0285 | 2054-07-01      | 7.5000%  |  | $1263699.42        | $1362035.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7497 | 2055-09-01      | 6.0000%  |  | $1461185.27        | $1541333.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6048 | 2056-02-01      | 6.0000%  |  | $2791030.07        | $2833337.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7652 | 2056-03-01      | 5.0000%  |  | $1759990.55        | $1748398.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2100 | 2056-04-01      | 6.0000%  |  | $1205391.57        | $1256462.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $1179033.95        | $1166109.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  |  | $1789759.27        | $1780193.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3708 | 2055-09-01      | 6.5000%  |  | $1059075.17        | $1114721.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDF2773 | 2056-03-01      | 6.0000%  |  | $2920607.19        | $2964875.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8395 | 2056-03-01      | 6.5000%  |  | $1221136.07        | $1295709.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8269 | 2056-01-01      | 6.0000%  |  | $2271879.31        | $2348310.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4982 | 2041-02-01      | 4.0000%  |  | $2586961.34        | $2525428.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0115 | 2056-05-01      | 3.5000%  |  | $3764138.70        | $3434172.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB7851 | 2054-07-01      | 7.5000%  |  | $2484192.95        | $2675107.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0902 | 2052-02-01      | 2.5000%  |  | $1946609.41        | $1634380.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7676 | 2053-06-01      | 5.5000%  |  | $2226743.60        | $2267227.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8829 | 2054-12-01      | 5.5000%  |  | $2233192.78        | $2273090.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5094 | 2041-03-01      | 4.0000%  |  | $1457524.25        | $1422852.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2426 | 2041-01-01      | 4.0000%  |  | $3357003.53        | $3277164.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0182 | 2056-01-01      | 5.5000%  |  | $1095382.80        | $1122189.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7620 | 2056-04-01      | 5.5000%  |  | $3484809.42        | $3533142.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $2432740.55        | $2462754.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7011 | 2055-06-01      | 6.5000%  |  | $1590159.07        | $1675449.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7550 | 2055-11-01      | 6.5000%  |  | $1534245.78        | $1647505.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG1928 | 2041-03-01      | 4.0000%  |  | $2114047.06        | $2063762.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4436 | 2056-01-01      | 6.5000%  |  | $1192335.61        | $1257870.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9539 | 2055-12-01      | 5.0000%  |  | $2611964.03        | $2600724.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB1819 | 2056-05-01      | 5.5000%  |  | $1810924.85        | $1838915.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2608 | 2056-01-01      | 5.0000%  |  | $3463515.25        | $3443488.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6413 | 2056-04-01      | 5.5000%  |  | $1765099.00        | $1793682.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $2381290.51        | $2088669.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM5108 | 2033-02-01      | 3.0000%  |  | $1163139.44        | $1131440.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9070 | 2055-08-01      | 6.0000%  |  | $1872622.28        | $1940556.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6801 | 2056-04-01      | 5.5000%  |  | $1720188.65        | $1744784.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6717 | 2056-04-01      | 5.5000%  |  | $1823407.12        | $1851134.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6574 | 2056-04-01      | 5.5000%  |  | $1676787.91        | $1710133.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6544 | 2056-04-01      | 5.5000%  |  | $3680365.76        | $3788209.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6538 | 2056-04-01      | 5.5000%  |  | $2079216.22        | $2117556.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG7138 | 2041-04-01      | 4.0000%  |  | $1693940.47        | $1654116.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5757 | 2056-03-01      | 6.0000%  |  | $1660699.65        | $1729654.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5734 | 2056-03-01      | 6.0000%  |  | $1864701.06        | $1932518.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6122 | 2053-09-01      | 3.0000%  |  | $3742135.07        | $3283374.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4505 | 2052-06-01      | 3.0000%  |  | $1390847.54        | $1238265.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  |  | $1630753.70        | $1441840.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  |  | $1586004.62        | $1393061.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  |  | $2047688.10        | $1830554.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0369 | 2052-01-01      | 2.5000%  |  | $1346750.27        | $1130759.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5571 | 2054-11-01      | 6.0000%  |  | $1235383.37        | $1251302.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  |  | $3693492.27        | $3789296.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $2837138.88        | $2818291.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $4231872.02        | $3859845.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $2202737.93        | $1934437.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA4637 | 2032-06-01      | 3.0000%  |  | $1856409.55        | $1792171.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $2167893.49        | $1978895.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $2955178.26        | $2595611.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $2479885.70        | $2263685.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $1520847.40        | $1283386.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4343 | 2051-05-01      | 1.5000%  |  | $2375019.99        | $1817356.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $3264572.70        | $2629150.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3970 | 2035-03-01      | 2.0000%  |  | $1935348.57        | $1791089.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1174 | 2055-10-01      | 6.5000%  |  | $2689870.36        | $2913441.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1060 | 2055-09-01      | 6.5000%  |  | $2687620.51        | $2836754.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5097 | 2052-01-01      | 3.0000%  |  | $1927582.96        | $1708630.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4466 | 2048-03-01      | 3.0000%  |  | $1615166.50        | $1455849.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3337 | 2052-04-01      | 2.5000%  |  | $3188557.97        | $2703220.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG9300 | 2056-04-01      | 6.5000%  |  | $1075982.42        | $1136147.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG9082 | 2056-05-01      | 6.0000%  |  | $1346331.76        | $1393829.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7828 | 2056-04-01      | 5.5000%  |  | $1097050.54        | $1132029.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG7637 | 2056-04-01      | 6.0000%  |  | $2268237.38        | $2344793.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4585 | 2055-08-01      | 6.0000%  |  | $1795809.16        | $1844240.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL4113 | 2047-01-01      | 3.5000%  |  | $1604619.37        | $1494772.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3110 | 2055-11-01      | 5.0000%  |  | $3014239.44        | $2989226.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2163 | 2055-07-01      | 6.5000%  |  | $1563411.03        | $1649849.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2761 | 2041-01-01      | 4.0000%  |  | $2350608.03        | $2295428.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW2609 | 2056-01-01      | 5.5000%  |  | $2215100.27        | $2253141.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2583 | 2041-01-01      | 4.0000%  |  | $1173429.38        | $1145882.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0955 | 2052-07-01      | 4.5000%  |  | $1572014.95        | $1527409.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA9308 | 2051-02-01      | 3.0000%  |  | $1281537.57        | $1126091.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8366 | 2056-02-01      | 6.5000%  |  | $1749878.29        | $1796890.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8323 | 2055-08-01      | 7.0000%  |  | $2460020.35        | $2552797.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8239 | 2054-12-01      | 6.0000%  |  | $1782357.83        | $1807211.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8202 | 2054-09-01      | 7.0000%  |  | $2440565.13        | $2550209.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8200 | 2054-08-01      | 7.0000%  |  | $1559843.48        | $1635303.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1826 | 2046-01-01      | 5.5000%  |  | $2448881.32        | $2484888.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7748 | 2054-11-01      | 6.0000%  |  | $1819832.72        | $1883807.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4553 | 2054-09-01      | 5.5000%  |  | $1387588.45        | $1408007.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ4194 | 2054-09-01      | 7.5000%  |  | $1545702.82        | $1675267.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2966 | 2054-07-01      | 7.0000%  |  | $2053134.75        | $2208273.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ2138 | 2054-08-01      | 5.0000%  |  | $2455700.94        | $2437552.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7977 | 2053-07-01      | 5.5000%  |  | $1186183.57        | $1207381.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8348 | 2055-10-01      | 6.0000%  |  | $3387439.35        | $3438783.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6375 | 2052-07-01      | 4.5000%  |  | $3907471.91        | $3823351.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3989 | 2053-07-01      | 5.5000%  |  | $3727332.53        | $3834715.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  |  | $1399461.33        | $1412475.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  |  | $2482990.36        | $2178567.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $2495027.55        | $2350171.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  |  | $4158612.31        | $3921289.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2030 | 2056-05-01      | 6.0000%  |  | $2227972.51        | $2343636.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB1162 | 2056-04-01      | 6.0000%  |  | $2201015.43        | $2276462.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV6290 | 2055-09-01      | 5.0000%  |  | $3450223.96        | $3445417.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKBU7166 | 2051-12-01      | 3.5000%  |  | $1579117.73        | $1409979.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4217 | 2053-09-01      | 6.5000%  |  | $3768239.79        | $3938138.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM1099 | 2032-03-01      | 3.0000%  |  | $1703456.46        | $1657278.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6568 | 2055-12-01      | 6.5000%  |  | $3232462.75        | $3393388.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7168 | 2055-12-01      | 5.5000%  |  | $3183786.08        | $3308257.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF6056 | 2055-12-01      | 4.5000%  |  | $1177134.91        | $1138514.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5937 | 2055-12-01      | 6.0000%  |  | $2568482.98        | $2661783.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6171 | 2056-03-01      | 5.5000%  |  | $1102402.08        | $1115621.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6170 | 2056-02-01      | 5.5000%  |  | $1286902.36        | $1303715.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKDF2737 | 2056-02-01      | 6.5000%  |  | $1789385.84        | $1837457.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  |  | $3674646.34        | $3861656.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1484 | 2055-10-01      | 6.5000%  |  | $1217065.59        | $1273823.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  |  | $2179753.68        | $2291226.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9069 | 2055-09-01      | 6.0000%  |  | $1755761.47        | $1800967.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6516 | 2055-09-01      | 6.5000%  |  | $1191865.08        | $1243431.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7181 | 2055-08-01      | 5.5000%  |  | $3082624.17        | $3113211.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5926 | 2055-07-01      | 5.5000%  |  | $2000282.50        | $2022546.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4093 | 2055-08-01      | 6.0000%  |  | $2210497.96        | $2290890.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE3879 | 2040-11-01      | 5.0000%  |  | $1715964.87        | $1733686.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4370 | 2055-09-01      | 6.0000%  |  | $3429611.04        | $3518799.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2364 | 2055-06-01      | 6.5000%  |  | $1076968.98        | $1151874.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8353 | 2055-05-01      | 5.5000%  |  | $1531518.18        | $1545915.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8895 | 2055-09-01      | 6.5000%  |  | $3828826.72        | $4093111.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8893 | 2055-09-01      | 6.5000%  |  | $1643839.35        | $1767732.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4115 | 2055-03-01      | 6.0000%  |  | $3149501.36        | $3248623.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1912 | 2055-01-01      | 7.0000%  |  | $2137621.61        | $2301051.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8837 | 2054-12-01      | 5.5000%  |  | $1251677.47        | $1275622.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8860 | 2055-01-01      | 5.5000%  |  | $1721536.68        | $1752292.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0832 | 2055-02-01      | 7.0000%  |  | $2747747.59        | $2948615.88        | Agency Mortgage-Backed Securities |

### Security 196: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 5/19/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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 MNAR XX.XXX HXBZ1057 | 2029-06-01      | 4.7100%  |  | $36695922.67       | $37257119.54       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0698 | 2029-04-01      | 4.5500%  |  | $35466666.67       | $35835246.13       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9997 | 2028-12-01      | 5.3000%  |  | $19934938.98       | $20453395.78       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM8003 | 2056-04-01      | 4.5380%  |  | $31463918.11       | $31410920.64       | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.300 WNWN2515 | 2028-11-01      | 4.3000%  |  | $23252387.90       | $23328862.43       | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.350 WNWN1305 | 2028-11-01      | 4.3500%  |  | $19444444.44       | $19541864.35       | Agency Mortgage-Backed Securities |
| FMAC FMAR 842140 G        | 2055-12-01      | 4.9540%  |  | $27323854.44       | $27482325.20       | Agency Mortgage-Backed Securities |
| FMAC FMAR 842099 G        | 2056-02-01      | 4.7510%  |  | $30225899.96       | $30332663.70       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS3144 | 2036-09-01      | 1.9300%  |  | $36576322.92       | $29550915.53       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6646 | 2031-04-01      | 3.9600%  |  | $24696777.78       | $24284020.53       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5687 | 2030-12-01      | 3.8650%  |  | $37049444.44       | $36424326.66       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  |  | $25854111.11       | $25899785.27       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3431 | 2030-04-01      | 4.2500%  |  | $36071000.00       | $36134723.43       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3369 | 2030-03-01      | 4.6750%  |  | $21486111.11       | $21798690.46       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3129 | 2030-03-01      | 4.7300%  |  | $22750000.00       | $23126655.32       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3585 | 2030-04-01      | 4.3400%  |  | $19444444.44       | $19544041.05       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3516 | 2030-04-01      | 4.6100%  |  | $21140000.00       | $21399908.08       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  |  | $21155555.56       | $20893759.09       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1943 | 2029-10-01      | 4.2700%  |  | $36651222.22       | $36734923.42       | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.300 WAWA1634 | 2032-12-01      | 4.3000%  |  | $37443387.66       | $37057491.96       | Agency Mortgage-Backed Securities |
| FMAC FMAR 8B6056 G        | 2056-05-01      | 4.7460%  |  | $28138086.67       | $28236715.36       | Agency Mortgage-Backed Securities |
| FMAC FMAR 842139 G        | 2056-02-01      | 4.6950%  |  | $24512019.78       | $24626836.11       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4004 | 2030-07-01      | 4.0400%  |  | $20323333.33       | $20181079.02       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM7934 | 2056-02-01      | 4.7270%  |  | $30658484.01       | $30842338.68       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3434 | 2030-04-01      | 4.1700%  |  | $10854599.00       | $10802477.03       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5249 | 2035-10-01      | 4.5100%  |  | $26444444.44       | $26196740.81       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  |  | $21580222.22       | $21695476.19       | Agency Mortgage-Backed Securities |

### Security 197: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce, REPO,  3.660%, 5/13/2026
- **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: 933CXT007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **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 05.500 CIRR0039 | 2040-11-01      | 5.5000%  |  | $986463.75         | $1012051.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIQO2833 | 2039-12-01      | 5.5000%  |  | $649.25            | $674.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0634 | 2055-04-01      | 6.5000%  |  | $791.06            | $836.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2527 | 2055-05-01      | 6.5000%  |  | $470.06            | $499.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  |  | $29108571.65       | $30264046.09       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA1654 | 2056-01-01      | 4.5000%  |  | $794.56            | $768.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK5563 | 2028-06-01      | 2.5000%  |  | $42.71             | $42.19             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  |  | $679.39            | $619.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH0408 | 2053-09-01      | 5.5000%  |  | $773.56            | $783.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $628.80            | $639.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7599 | 2055-03-01      | 6.5000%  |  | $657.41            | $702.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4169 | 2051-04-01      | 3.0000%  |  | $786.51            | $689.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5140 | 2056-02-01      | 5.5000%  |  | $796.46            | $818.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4224 | 2056-04-01      | 5.0000%  |  | $798.51            | $791.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2051 | 2052-04-01      | 3.5000%  |  | $630.12            | $574.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8047 | 2033-05-01      | 3.5000%  |  | $120.71            | $118.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8765 | 2052-10-01      | 5.5000%  |  | $328549.99         | $339459.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  |  | $644.59            | $588.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 RIBM3158 | 2032-10-01      | 2.5000%  |  | $88.89             | $85.18             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9502 | 2054-11-01      | 6.0000%  |  | $5303.45           | $5550.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA6036 | 2041-04-01      | 4.0000%  |  | $800.24            | $781.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3590 | 2056-04-01      | 5.0000%  |  | $798.20            | $789.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4144 | 2055-01-01      | 5.5000%  |  | $769.96            | $777.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3801 | 2055-12-01      | 5.0000%  |  | $835630.65         | $834456.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6768 | 2053-07-01      | 6.5000%  |  | $447.51            | $470.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6728 | 2053-07-01      | 5.0000%  |  | $671.98            | $670.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6716 | 2053-07-01      | 4.5000%  |  | $616.34            | $599.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  |  | $674.18            | $685.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB7083 | 2053-09-01      | 4.5000%  |  | $739.41            | $714.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  |  | $594.22            | $621.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5717 | 2053-02-01      | 6.5000%  |  | $514.46            | $557.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  |  | $23048867.62       | $25025835.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL4301 | 2042-04-01      | 4.5000%  |  | $1237404.30        | $1230094.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0152 | 2040-06-01      | 6.0000%  |  | $441720.44         | $465049.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5178 | 2049-12-01      | 3.0000%  |  | $271.41            | $242.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4124 | 2040-09-01      | 4.5000%  |  | $766.70            | $765.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4471 | 2053-11-01      | 7.0000%  |  | $330.53            | $355.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ0902 | 2054-06-01      | 5.5000%  |  | $578.59            | $589.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7210 | 2030-07-01      | 3.0000%  |  | $60.48             | $59.40             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0444 | 2053-12-01      | 6.5000%  |  | $609.36            | $643.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1085 | 2055-05-01      | 5.0000%  |  | $804.59            | $800.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5498 | 2055-12-01      | 5.5000%  |  | $780.08            | $803.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4903 | 2056-02-01      | 5.0000%  |  | $798.18            | $790.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA8650 | 2056-02-01      | 6.5000%  |  | $600.97            | $626.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA2595 | 2056-01-01      | 5.5000%  |  | $814.77            | $824.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1717 | 2055-12-01      | 6.0000%  |  | $788.22            | $822.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4144 | 2040-09-01      | 4.5000%  |  | $768.06            | $763.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4010 | 2040-08-01      | 4.5000%  |  | $751.69            | $749.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3738 | 2040-06-01      | 4.5000%  |  | $677.79            | $679.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO2567 | 2039-10-01      | 4.5000%  |  | $491.96            | $491.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO2657 | 2039-11-01      | 5.0000%  |  | $602.65            | $612.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI8565 | 2054-06-01      | 7.0000%  |  | $562.18            | $604.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI7620 | 2054-06-01      | 5.5000%  |  | $589.69            | $596.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL6924 | 2045-01-01      | 4.0000%  |  | $151.03            | $144.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5147 | 2033-04-01      | 5.0000%  |  | $100654.74         | $102006.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNRD5123 | 2032-10-01      | 4.5000%  |  | $372118.80         | $373013.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CNRD5102 | 2032-06-01      | 3.0000%  |  | $357387.61         | $345667.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  |  | $723.41            | $730.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4493 | 2056-03-01      | 5.0000%  |  | $811.86            | $806.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4374 | 2055-04-01      | 5.0000%  |  | $779.19            | $775.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4371 | 2054-08-01      | 5.5000%  |  | $767.07            | $774.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3421 | 2055-12-01      | 5.5000%  |  | $34436260.16       | $35276386.31       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL3366 | 2053-10-01      | 3.0000%  |  | $775.80            | $681.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM9639 | 2036-11-01      | 2.0000%  |  | $464.98            | $426.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  |  | $569.81            | $499.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIRC2053 | 2036-05-01      | 2.5000%  |  | $437.20            | $412.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  |  | $29115524.70       | $24553526.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4198 | 2053-11-01      | 7.0000%  |  | $586.60            | $634.16            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U90454 G | 2042-06-01      | 4.0000%  |  | $96.01             | $93.04             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  |  | $655.15            | $618.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4047 | 2053-10-01      | 5.0000%  |  | $21440926.71       | $21499369.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $725.35            | $717.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $636.90            | $642.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  |  | $702.85            | $695.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8410 | 2054-03-01      | 6.5000%  |  | $353.20            | $368.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  |  | $398.33            | $415.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  |  | $544.75            | $558.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0842 | 2054-05-01      | 5.0000%  |  | $660.59            | $658.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7995 | 2055-11-01      | 5.5000%  |  | $788.03            | $800.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4136 | 2055-09-01      | 5.5000%  |  | $791.36            | $802.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1142 | 2055-08-01      | 6.0000%  |  | $1189978.74        | $1230659.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY8526 | 2055-07-01      | 6.5000%  |  | $718.53            | $765.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8133 | 2055-07-01      | 6.0000%  |  | $475.97            | $491.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  |  | $2447074.73        | $2474507.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4299 | 2055-06-01      | 6.0000%  |  | $735.16            | $762.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4413 | 2055-05-01      | 6.0000%  |  | $489.22            | $503.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY3251 | 2055-04-01      | 6.5000%  |  | $514.88            | $540.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2554 | 2055-05-01      | 6.0000%  |  | $731.06            | $771.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2475 | 2055-05-01      | 6.0000%  |  | $755.66            | $782.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2188 | 2055-04-01      | 6.5000%  |  | $611.39            | $643.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1961 | 2055-04-01      | 5.0000%  |  | $788.31            | $785.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1806 | 2055-04-01      | 5.5000%  |  | $789.26            | $801.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY1058 | 2055-04-01      | 7.0000%  |  | $784.18            | $853.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $489.15            | $502.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $528.16            | $543.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $553.78            | $560.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $638.61            | $512.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  |  | $626.29            | $502.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  |  | $496.17            | $419.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9054 | 2032-11-01      | 3.0000%  |  | $280.78            | $272.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7819 | 2030-11-01      | 3.0000%  |  | $146.54            | $143.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7477 | 2030-06-01      | 3.0000%  |  | $113.49            | $111.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0549 | 2055-04-01      | 6.0000%  |  | $789.12            | $824.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  |  | $347.71            | $311.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7699 | 2048-11-01      | 3.0000%  |  | $438.34            | $393.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7147 | 2050-08-01      | 3.5000%  |  | $329.58            | $304.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM5504 | 2050-04-01      | 5.0000%  |  | $468851.22         | $464727.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4783 | 2050-12-01      | 2.0000%  |  | $591.48            | $473.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2445 | 2050-02-01      | 3.0000%  |  | $196.71            | $174.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  |  | $424.89            | $373.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7069 | 2030-01-01      | 3.0000%  |  | $65.80             | $64.68             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0634 | 2055-12-01      | 5.5000%  |  | $791.79            | $809.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0800 | 2055-12-01      | 5.0000%  |  | $766.21            | $764.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0799 | 2055-12-01      | 5.0000%  |  | $765.81            | $763.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2674 | 2050-03-01      | 4.0000%  |  | $175.37            | $167.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1149 | 2047-11-01      | 3.5000%  |  | $161.73            | $150.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5484 | 2056-04-01      | 5.5000%  |  | $799.00            | $816.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA5478 | 2053-07-01      | 4.0000%  |  | $805.39            | $760.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5495 | 2056-01-01      | 5.5000%  |  | $818.18            | $827.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5492 | 2055-04-01      | 6.5000%  |  | $818.18            | $872.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA5111 | 2054-10-01      | 6.0000%  |  | $773.94            | $794.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5108 | 2055-08-01      | 6.5000%  |  | $762.27            | $797.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4805 | 2056-03-01      | 5.5000%  |  | $19042401.96       | $19380757.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4188 | 2056-01-01      | 5.0000%  |  | $796.46            | $795.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA3849 | 2052-04-01      | 2.5000%  |  | $777.93            | $661.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIRR0036 | 2040-11-01      | 4.0000%  |  | $81190.66          | $79267.44          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  |  | $655.41            | $672.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0024 | 2040-09-01      | 4.5000%  |  | $706.47            | $702.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0113 | 2056-04-01      | 6.5000%  |  | $1621.78           | $1690.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0111 | 2056-04-01      | 5.5000%  |  | $792.26            | $799.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0109 | 2056-04-01      | 4.5000%  |  | $79783652.82       | $76991384.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  |  | $1078.71           | $1066.94           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRQ0079 | 2055-12-01      | 7.0000%  |  | $627.75            | $665.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $318194.80         | $321120.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  |  | $750.28            | $742.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  |  | $760.73            | $734.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  |  | $769.60            | $761.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6306 | 2056-01-01      | 5.0000%  |  | $2714372.51        | $2685314.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6057 | 2056-02-01      | 5.5000%  |  | $802.97            | $819.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  |  | $542.17            | $458.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $19553852.01       | $14948848.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $525.58            | $424.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $1809579.10        | $1851529.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2959 | 2056-01-01      | 5.0000%  |  | $796.39            | $790.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2137 | 2056-01-01      | 5.0000%  |  | $796.29            | $789.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2021 | 2055-12-01      | 5.0000%  |  | $795.80            | $790.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA1970 | 2055-12-01      | 5.0000%  |  | $795.82            | $788.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA1989 | 2055-12-01      | 5.5000%  |  | $793.45            | $817.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA0978 | 2055-12-01      | 6.5000%  |  | $706.73            | $743.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0630 | 2055-11-01      | 5.5000%  |  | $795.14            | $818.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6193 | 2056-03-01      | 5.0000%  |  | $787.80            | $783.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5143 | 2055-10-01      | 4.5000%  |  | $811.42            | $786.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  |  | $769.61            | $784.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRJ4655 | 2055-08-01      | 4.0000%  |  | $765.21            | $722.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3255 | 2055-01-01      | 5.5000%  |  | $713.76            | $728.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  |  | $749.37            | $746.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3011 | 2054-12-01      | 5.0000%  |  | $724.78            | $721.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2924 | 2054-11-01      | 6.0000%  |  | $537.60            | $553.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  |  | $718.92            | $730.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $646.87            | $653.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $695.18            | $710.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1221 | 2054-04-01      | 6.0000%  |  | $624.98            | $651.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $8025392.10        | $8118009.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1768 | 2054-06-01      | 5.5000%  |  | $690.87            | $705.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG0693 | 2056-01-01      | 5.5000%  |  | $796.48            | $811.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB1472 | 2032-01-01      | 2.5000%  |  | $536.64            | $523.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4294 | 2056-02-01      | 5.0000%  |  | $803.91            | $798.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTRB5399 | 2046-05-01      | 4.5000%  |  | $799.00            | $780.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5509 | 2055-04-01      | 6.5000%  |  | $805.39            | $850.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL5006 | 2052-05-01      | 2.5000%  |  | $799.00            | $679.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTB0644 | 2056-04-01      | 6.0000%  |  | $799.00            | $836.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3591 | 2055-12-01      | 5.0000%  |  | $1352000.64        | $1348017.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9903 | 2056-01-01      | 5.0000%  |  | $796.53            | $790.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8290 | 2053-01-01      | 6.0000%  |  | $1334182.23        | $1377841.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CTSC0086 | 2040-10-01      | 2.5000%  |  | $400.22            | $360.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKMA5132 | 2053-08-01      | 6.0000%  |  | $334.28            | $339.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $629.37            | $531.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA5889 | 2045-11-01      | 4.5000%  |  | $771.62            | $757.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CTMA5841 | 2045-07-01      | 7.0000%  |  | $415.20            | $440.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6839 | 2055-12-01      | 5.5000%  |  | $795.92            | $809.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9433 | 2056-05-01      | 5.5000%  |  | $799.00            | $813.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5787 | 2056-01-01      | 6.0000%  |  | $769.77            | $792.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV6831 | 2056-01-01      | 6.0000%  |  | $792.44            | $842.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA6042 | 2046-04-01      | 5.0000%  |  | $795.20            | $792.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4828 | 2055-09-01      | 5.5000%  |  | $772.95            | $792.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  |  | $29523184.74       | $30829359.31       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3631 | 2040-05-01      | 4.5000%  |  | $757.19            | $755.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1732 | 2056-05-01      | 5.0000%  |  | $805.39            | $801.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF7774 | 2055-12-01      | 4.5000%  |  | $795.85            | $768.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4154 | 2056-02-01      | 5.5000%  |  | $811.03            | $826.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  |  | $17994467.94       | $18867435.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CNSA0045 | 2032-09-01      | 2.5000%  |  | $418.46            | $398.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3RSF1003 | 2036-09-01      | 2.0000%  |  | $560.67            | $510.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3447 | 2049-11-01      | 4.0000%  |  | $205.45            | $196.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS8672 | 2032-10-01      | 2.5000%  |  | $93.10             | $89.18             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0316 | 2053-11-01      | 6.5000%  |  | $507.71            | $539.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0267 | 2053-11-01      | 6.0000%  |  | $697.87            | $726.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  |  | $422.43            | $441.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1757 | 2054-06-01      | 5.0000%  |  | $734.44            | $733.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $624.73            | $620.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4916 | 2053-02-01      | 4.0000%  |  | $651.98            | $613.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $595.13            | $591.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1309 | 2038-07-01      | 2.0000%  |  | $657.16            | $602.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0913 | 2037-08-01      | 2.5000%  |  | $558.70            | $526.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1780 | 2040-08-01      | 6.0000%  |  | $687.66            | $713.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1772 | 2036-06-01      | 2.0000%  |  | $757.96            | $697.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0328 | 2034-06-01      | 3.0000%  |  | $137.31            | $133.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  |  | $226.74            | $218.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0229 | 2035-01-01      | 2.5000%  |  | $195.74            | $185.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNSA0088 | 2032-01-01      | 1.5000%  |  | $581.80            | $547.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZT2437 | 2035-02-01      | 3.5000%  |  | $551.86            | $536.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1970 | 2033-04-01      | 3.5000%  |  | $148.88            | $146.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZT1336 | 2032-02-01      | 3.0000%  |  | $22.75             | $22.50             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZT1324 | 2031-02-01      | 3.0000%  |  | $81.37             | $80.16             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8698 | 2033-05-01      | 3.5000%  |  | $68.44             | $67.21             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  |  | $64.99             | $63.82             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8676 | 2032-11-01      | 3.0000%  |  | $96.11             | $93.24             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8602 | 2031-03-01      | 3.0000%  |  | $68.13             | $66.44             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS7928 | 2033-02-01      | 3.5000%  |  | $89.85             | $88.43             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0752 | 2054-03-01      | 5.5000%  |  | $374611.64         | $380154.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA3094 | 2053-12-01      | 7.0000%  |  | $693640.19         | $746889.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2491 | 2048-10-01      | 4.5000%  |  | $90.28             | $88.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $5044.06           | $4813.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIRR0038 | 2040-11-01      | 5.0000%  |  | $718.99            | $726.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA0821 | 2051-07-01      | 2.0000%  |  | $738.13            | $595.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9436 | 2056-05-01      | 5.5000%  |  | $799.00            | $807.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA3213 | 2052-07-01      | 3.0000%  |  | $770.58            | $675.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG8941 | 2056-05-01      | 5.0000%  |  | $799.00            | $796.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG6360 | 2056-03-01      | 5.0000%  |  | $798.18            | $789.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG5311 | 2056-04-01      | 5.0000%  |  | $799.00            | $790.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4165 | 2056-03-01      | 5.0000%  |  | $798.07            | $792.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4158 | 2056-03-01      | 5.0000%  |  | $798.20            | $792.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4146 | 2056-03-01      | 5.0000%  |  | $798.21            | $792.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG2918 | 2056-04-01      | 5.0000%  |  | $798.27            | $792.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $634.56            | $535.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $553.55            | $574.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CI890897 | 2034-04-01      | 4.5000%  |  | $115.43            | $116.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6852 | 2053-08-01      | 4.5000%  |  | $12514032.79       | $12100694.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3835 | 2049-11-01      | 3.5000%  |  | $102.72            | $94.23             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  |  | $555.66            | $568.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6268 | 2053-09-01      | 6.5000%  |  | $548.65            | $585.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBX4574 | 2053-08-01      | 3.0000%  |  | $676.46            | $593.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2866 | 2052-12-01      | 5.5000%  |  | $517.90            | $532.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2368 | 2053-02-01      | 4.5000%  |  | $608.17            | $588.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9008 | 2052-10-01      | 5.0000%  |  | $617625.93         | $613101.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBW4947 | 2053-02-01      | 6.5000%  |  | $365244.41         | $383287.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTBW2729 | 2046-02-01      | 5.5000%  |  | $1598.00           | $1621.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBW2333 | 2052-06-01      | 3.5000%  |  | $743.46            | $678.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV8580 | 2052-04-01      | 3.5000%  |  | $368.27            | $335.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBV6013 | 2055-08-01      | 6.5000%  |  | $5625604.74        | $5866083.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5387 | 2052-04-01      | 3.0000%  |  | $415591.48         | $367550.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV1633 | 2055-05-01      | 5.5000%  |  | $786.26            | $805.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBT3861 | 2037-03-01      | 2.5000%  |  | $204693.71         | $193596.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0998 | 2051-07-01      | 3.0000%  |  | $600.18            | $529.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3QZA3107 | 2033-05-01      | 3.0000%  |  | $169.75            | $162.56            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005082 M     | 2041-06-20      | 4.5000%  |  | $94.97             | $93.63             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTZA5796 | 2038-11-01      | 4.5000%  |  | $100.35            | $100.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $280.77            | $265.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3885 | 2051-11-01      | 3.0000%  |  | $641.67            | $563.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB1170 | 2033-01-01      | 3.0000%  |  | $501.65            | $491.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  |  | $627.32            | $550.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4163 | 2052-12-01      | 5.5000%  |  | $489.77            | $499.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS4056 | 2036-07-01      | 2.5000%  |  | $548.18            | $517.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8026 | 2033-05-01      | 3.5000%  |  | $98.23             | $96.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICA2897 | 2034-01-01      | 4.5000%  |  | $147.58            | $148.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2336 | 2054-10-01      | 5.5000%  |  | $678.97            | $697.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  |  | $510.00            | $534.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $363.35            | $308.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $627.73            | $503.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ4669 | 2055-08-01      | 4.5000%  |  | $785.28            | $760.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5735 | 2056-01-01      | 5.0000%  |  | $790.15            | $786.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4120 | 2050-02-01      | 3.0000%  |  | $784.27            | $705.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7899 | 2056-02-01      | 5.0000%  |  | $1113030.09        | $1109435.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1770 | 2036-12-01      | 2.0000%  |  | $757.59            | $698.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA4269 | 2056-01-01      | 5.0000%  |  | $796.07            | $793.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA6944 | 2056-01-01      | 5.5000%  |  | $797.14            | $804.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6293 | 2054-03-01      | 5.5000%  |  | $1191319.67        | $1227584.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  |  | $100.95            | $98.32             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  |  | $222375.52         | $179039.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIQO3060 | 2040-02-01      | 4.0000%  |  | $666.84            | $650.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CNRD5282 | 2035-11-01      | 5.5000%  |  | $727.72            | $746.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA0379 | 2055-12-01      | 6.5000%  |  | $795.94            | $840.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIFA4942 | 2040-08-01      | 6.0000%  |  | $761.89            | $790.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7986 | 2031-03-01      | 3.0000%  |  | $167.50            | $163.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4970 | 2053-11-01      | 7.0000%  |  | $544.99            | $587.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2205 | 2054-08-01      | 5.5000%  |  | $721.80            | $741.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8777 | 2053-11-01      | 6.0000%  |  | $615.33            | $640.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  |  | $616.52            | $540.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $615.63            | $611.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2455 | 2056-03-01      | 5.5000%  |  | $799.00            | $807.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1540 | 2056-04-01      | 5.0000%  |  | $799.00            | $793.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1043 | 2056-04-01      | 5.0000%  |  | $805.39            | $802.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0591 | 2056-04-01      | 5.0000%  |  | $799.00            | $798.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0203 | 2056-04-01      | 5.0000%  |  | $797.98            | $792.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9737 | 2056-03-01      | 5.5000%  |  | $798.03            | $813.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9736 | 2056-04-01      | 5.5000%  |  | $797.68            | $812.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA8679 | 2056-03-01      | 5.5000%  |  | $817.38            | $844.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA8632 | 2056-03-01      | 6.0000%  |  | $1479455.28        | $1518019.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8336 | 2056-01-01      | 5.0000%  |  | $798.19            | $789.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8353 | 2056-03-01      | 5.0000%  |  | $763.45            | $756.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7894 | 2056-03-01      | 5.0000%  |  | $798.12            | $789.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA7725 | 2056-03-01      | 6.0000%  |  | $798.35            | $821.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7615 | 2056-03-01      | 5.0000%  |  | $798.18            | $794.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA7566 | 2056-02-01      | 6.5000%  |  | $797.74            | $845.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA7515 | 2056-02-01      | 4.5000%  |  | $788.96            | $762.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA7212 | 2056-02-01      | 6.5000%  |  | $797.50            | $840.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7065 | 2056-02-01      | 5.0000%  |  | $797.42            | $793.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6568 | 2056-02-01      | 5.0000%  |  | $796.56            | $790.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA7118 | 2056-03-01      | 6.5000%  |  | $797.70            | $837.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA6021 | 2056-01-01      | 6.0000%  |  | $797.66            | $824.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLTA5125 | 2056-02-01      | 7.0000%  |  | $797.52            | $852.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5000 | 2056-02-01      | 5.5000%  |  | $823.68            | $832.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA4274 | 2055-10-01      | 6.0000%  |  | $586.85            | $606.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4270 | 2055-11-01      | 5.5000%  |  | $790.14            | $806.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4102 | 2056-01-01      | 5.5000%  |  | $792.51            | $805.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK6912 | 2029-06-01      | 2.5000%  |  | $46.93             | $46.40             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM8851 | 2036-09-01      | 1.5000%  |  | $441.30            | $397.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1535 | 2055-08-01      | 6.0000%  |  | $792.21            | $816.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7971 | 2055-06-01      | 6.0000%  |  | $792.04            | $825.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6922 | 2056-02-01      | 5.0000%  |  | $1332404.34        | $1320228.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ8416 | 2055-11-01      | 5.0000%  |  | $790.57            | $785.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8561 | 2056-03-01      | 5.0000%  |  | $798.20            | $794.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $572.88            | $559.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $602.97            | $529.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2297 | 2033-04-01      | 3.0000%  |  | $89.57             | $86.39             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $93357.94          | $92708.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE0147 | 2055-05-01      | 7.0000%  |  | $702990.07         | $756026.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3961 | 2055-04-01      | 5.5000%  |  | $725.06            | $745.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0055 | 2055-10-01      | 5.0000%  |  | $785.61            | $777.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2608 | 2051-07-01      | 3.0000%  |  | $270777.12         | $237507.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9683 | 2056-01-01      | 5.0000%  |  | $795.34            | $788.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3611 | 2055-12-01      | 5.0000%  |  | $794.51            | $786.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5058 | 2056-01-01      | 5.5000%  |  | $795.20            | $814.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7863 | 2032-03-01      | 3.0000%  |  | $96.36             | $94.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM4370 | 2035-09-01      | 1.5000%  |  | $364.35            | $328.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI7576 | 2054-06-01      | 6.5000%  |  | $648.34            | $676.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0095 | 2051-04-01      | 3.0000%  |  | $551.31            | $484.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI7659 | 2054-06-01      | 7.0000%  |  | $577.05            | $620.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  |  | $730.20            | $724.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $156.59            | $148.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0034 | 2054-06-01      | 6.5000%  |  | $658.96            | $695.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA3795 | 2056-01-01      | 5.5000%  |  | $656493.56         | $668295.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3729 | 2056-01-01      | 4.5000%  |  | $795.66            | $772.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3464 | 2055-12-01      | 4.5000%  |  | $795.59            | $769.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2278 | 2032-09-01      | 3.5000%  |  | $53.07             | $51.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  |  | $136.95            | $137.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  |  | $486.16            | $500.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  |  | $549.89            | $442.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  |  | $721.99            | $718.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1781 | 2055-06-01      | 6.5000%  |  | $480.84            | $501.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1549 | 2037-03-01      | 2.0000%  |  | $681.55            | $626.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004923 M     | 2041-01-20      | 4.5000%  |  | $4954332.24        | $4913434.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ2350 | 2050-09-01      | 2.0000%  |  | $401.82            | $327.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBO4657 | 2049-11-01      | 2.5000%  |  | $243.45            | $206.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBN9152 | 2051-04-01      | 3.0000%  |  | $699.84            | $614.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  |  | $23312.23          | $22463.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ1652 | 2047-11-01      | 3.5000%  |  | $221.07            | $204.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BF0262 | 2058-05-01      | 3.0000%  |  | $12162989.84       | $10547461.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0078 | 2056-04-01      | 4.0000%  |  | $208.43            | $196.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF4667 | 2055-10-01      | 6.0000%  |  | $1643790.15        | $1717815.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE4188 | 2055-07-01      | 7.0000%  |  | $793.68            | $846.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE3423 | 2055-06-01      | 7.0000%  |  | $659018.80         | $702286.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1004 | 2055-06-01      | 5.0000%  |  | $682.72            | $679.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD9823 | 2055-05-01      | 7.0000%  |  | $680727.76         | $733345.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4101 | 2055-03-01      | 6.5000%  |  | $608735.49         | $642550.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3010 | 2055-02-01      | 6.0000%  |  | $1185829.34        | $1245798.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2864 | 2055-02-01      | 6.5000%  |  | $850436.58         | $900140.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDC2926 | 2039-09-01      | 5.0000%  |  | $722.27            | $734.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0670 | 2054-01-01      | 6.5000%  |  | $698.89            | $738.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA4992 | 2056-02-01      | 6.0000%  |  | $796.51            | $831.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4847 | 2055-12-01      | 5.5000%  |  | $796.64            | $811.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  |  | $805.39            | $839.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $613.02            | $577.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  |  | $628.72            | $530.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  |  | $522.39            | $468.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS8501 | 2028-09-01      | 2.5000%  |  | $30.25             | $29.78             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0094 | 2053-10-01      | 6.0000%  |  | $563.56            | $581.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  |  | $681.73            | $724.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CTMA5696 | 2045-03-01      | 7.0000%  |  | $353.63            | $375.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRQ0030 | 2055-07-01      | 7.0000%  |  | $385559.83         | $408903.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5611 | 2055-12-01      | 5.5000%  |  | $774.35            | $790.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA6785 | 2056-02-01      | 6.5000%  |  | $797.67            | $838.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  |  | $77.68             | $71.73             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2769 | 2055-05-01      | 6.5000%  |  | $772.58            | $812.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $321.15            | $272.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  |  | $522.68            | $538.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0146 | 2055-04-01      | 6.5000%  |  | $583.47            | $611.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9842 | 2055-04-01      | 6.5000%  |  | $675.30            | $711.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7616 | 2055-03-01      | 6.5000%  |  | $1320.81           | $1409.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX4587 | 2055-02-01      | 6.0000%  |  | $755.58            | $786.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA6058 | 2041-05-01      | 3.5000%  |  | $799.00            | $768.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CJMA6049 | 2041-03-01      | 5.0000%  |  | $791.97            | $787.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  |  | $762.90            | $758.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  |  | $751.19            | $749.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CTMA5874 | 2045-09-01      | 7.0000%  |  | $577.81            | $613.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3041 | 2053-05-01      | 5.0000%  |  | $632.10            | $628.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  |  | $16343625.12       | $15908639.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $567.53            | $566.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  |  | $20983400.54       | $18172545.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0593 | 2051-05-01      | 3.0000%  |  | $454.28            | $406.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTSC0050 | 2040-02-01      | 3.0000%  |  | $226629.68         | $210075.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB8242 | 2038-07-01      | 4.5000%  |  | $470.67            | $469.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $472.86            | $445.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8107 | 2036-06-01      | 2.0000%  |  | $421.73            | $387.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8092 | 2036-03-01      | 1.5000%  |  | $414.03            | $372.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8031 | 2035-02-01      | 2.5000%  |  | $145.37            | $137.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1593 | 2040-06-01      | 6.0000%  |  | $561.92            | $582.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB1546 | 2037-02-01      | 3.5000%  |  | $703.08            | $676.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  |  | $616.69            | $633.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLMA5676 | 2055-04-01      | 7.0000%  |  | $91920145.20       | $97485440.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5503 | 2044-10-01      | 5.5000%  |  | $514.72            | $521.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5219 | 2038-12-01      | 5.5000%  |  | $373.97            | $383.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $595.16            | $602.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5163 | 2053-10-01      | 4.5000%  |  | $687.89            | $664.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $11740676.06       | $12097009.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5799 | 2040-08-01      | 4.5000%  |  | $727.18            | $724.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2878 | 2052-04-01      | 2.0000%  |  | $767.61            | $615.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  |  | $35095512.47       | $28715538.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  |  | $746.92            | $687.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1563 | 2055-04-01      | 5.5000%  |  | $727.48            | $742.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  |  | $680.34            | $694.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFA1268 | 2036-10-01      | 1.5000%  |  | $698.41            | $628.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  |  | $648.29            | $676.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  |  | $756.64            | $750.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3215 | 2037-12-01      | 3.5000%  |  | $113.71            | $109.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8063 | 2035-09-01      | 3.0000%  |  | $198.43            | $190.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.400 MYAM1508 | 2030-12-01      | 3.4000%  |  | $355061.31         | $340998.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7077 | 2029-12-01      | 3.0000%  |  | $49.29             | $48.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  |  | $635.72            | $558.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1989 | 2033-01-01      | 3.5000%  |  | $144.33            | $142.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $564.44            | $561.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2427 | 2036-09-01      | 3.0000%  |  | $143.16            | $135.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU5148 | 2054-10-01      | 6.5000%  |  | $1541117.80        | $1633030.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7288 | 2030-04-01      | 3.0000%  |  | $127.74            | $125.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8089 | 2036-02-01      | 2.0000%  |  | $371.27            | $341.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $460.16            | $371.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7504 | 2031-08-01      | 3.0000%  |  | $86.32             | $84.19             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8694 | 2033-04-01      | 3.5000%  |  | $72.58             | $71.28             | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS8176 | 2033-04-01      | 4.3850%  |  | $831.76            | $822.59            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS6524 | 2032-10-01      | 3.5700%  |  | $826.17            | $784.22            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS4111 | 2032-01-01      | 1.9800%  |  | $30075544.12       | $26647683.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ5895 | 2050-11-01      | 3.0000%  |  | $709.19            | $623.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $608.30            | $605.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB3877 | 2052-06-01      | 5.0000%  |  | $540.80            | $538.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  |  | $576.40            | $549.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3375 | 2052-04-01      | 3.5000%  |  | $668.13            | $609.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $596.47            | $503.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2555 | 2052-01-01      | 2.5000%  |  | $645.70            | $542.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1920 | 2051-06-01      | 3.0000%  |  | $586.24            | $515.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  |  | $545.84            | $462.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0988 | 2051-07-01      | 2.5000%  |  | $547.34            | $467.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0734 | 2051-06-01      | 3.0000%  |  | $6639242.95        | $5924008.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8868 | 2051-02-01      | 3.0000%  |  | $486.41            | $436.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA7752 | 2050-11-01      | 3.0000%  |  | $445.55            | $400.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7369 | 2050-10-01      | 2.5000%  |  | $365.35            | $310.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $471.02            | $382.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5465 | 2035-03-01      | 3.0000%  |  | $5400.44           | $5192.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4794 | 2049-12-01      | 3.0000%  |  | $231.76            | $205.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3718 | 2049-06-01      | 4.0000%  |  | $161.33            | $153.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $168.10            | $160.86            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5490 | 2030-11-01      | 3.9000%  |  | $25982064.97       | $25584764.56       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG1232 C     | 2055-01-20      | 6.5000%  |  | $783.69            | $838.65            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9358 C     | 2041-06-20      | 5.0000%  |  | $152632.78         | $152896.19         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS8202 | 2028-04-01      | 4.1400%  |  | $2506186.57        | $2509106.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4202 | 2053-11-01      | 7.0000%  |  | $421.28            | $453.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3183 | 2055-09-01      | 5.5000%  |  | $735.27            | $742.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3120 | 2055-10-01      | 6.0000%  |  | $759.89            | $780.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2338 | 2055-08-01      | 5.5000%  |  | $724.80            | $731.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1836 | 2054-05-01      | 6.0000%  |  | $680.68            | $704.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1834 | 2054-06-01      | 5.5000%  |  | $720.21            | $732.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1625 | 2055-05-01      | 6.0000%  |  | $681.10            | $705.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1086 | 2054-06-01      | 6.5000%  |  | $598.56            | $631.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7592 | 2031-12-01      | 3.0000%  |  | $113.63            | $110.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7563 | 2031-12-01      | 3.0000%  |  | $44.33             | $43.42             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7465 | 2031-07-01      | 3.0000%  |  | $89.38             | $87.19             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS6993 | 2029-07-01      | 2.5000%  |  | $29.22             | $28.77             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZS3238 | 2040-12-01      | 4.5000%  |  | $52.19             | $51.88             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3803 | 2030-06-01      | 3.0000%  |  | $56.39             | $55.39             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3765 | 2030-02-01      | 3.0000%  |  | $45.46             | $44.71             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3698 | 2029-02-01      | 3.0000%  |  | $30.77             | $30.39             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  |  | $65.65             | $62.22             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3400 | 2048-06-01      | 4.5000%  |  | $59.78             | $56.73             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $134.50            | $126.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  |  | $99474.02          | $104720.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890769 | 2046-11-01      | 3.5000%  |  | $18370142.91       | $17104429.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL888283 | 2034-08-01      | 5.0000%  |  | $255085.19         | $257122.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  |  | $787.51            | $803.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0719 | 2055-07-01      | 6.0000%  |  | $745.81            | $780.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9473 | 2054-10-01      | 5.0000%  |  | $2613854.23        | $2603889.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7007 | 2053-09-01      | 5.5000%  |  | $623.82            | $637.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  |  | $39572649.37       | $41435180.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  |  | $28086925.70       | $29626822.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  |  | $10317557.70       | $10317741.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3KZA2903 | 2032-08-01      | 2.5000%  |  | $271.53            | $260.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2424 | 2036-09-01      | 3.0000%  |  | $122.48            | $116.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2383 | 2035-06-01      | 3.0000%  |  | $87.85             | $83.66             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2336 | 2034-02-01      | 3.0000%  |  | $51.03             | $48.49             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2302 | 2033-06-01      | 3.0000%  |  | $88.32             | $85.17             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZN0342 | 2033-01-01      | 3.5000%  |  | $68.77             | $67.27             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.550 6GZM8975 | 2037-06-01      | 5.5500%  |  | $36.41             | $37.58             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9341 | 2033-03-01      | 3.0000%  |  | $240.93            | $233.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9066 | 2032-11-01      | 3.0000%  |  | $333.55            | $323.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9056 | 2032-11-01      | 3.0000%  |  | $276.38            | $266.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $648.97            | $570.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2167 | 2052-06-01      | 4.5000%  |  | $572.53            | $556.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0104 | 2053-11-01      | 6.5000%  |  | $418658.31         | $444381.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL849985 | 2036-02-01      | 6.0000%  |  | $119337.44         | $127030.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $650.33            | $593.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $657.68            | $577.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  |  | $648.09            | $519.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $637.92            | $560.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4622 | 2052-06-01      | 2.0000%  |  | $662.97            | $532.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $612.16            | $516.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  |  | $571.71            | $494.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $447.58            | $379.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  |  | $426.95            | $361.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $366.03            | $310.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $612.14            | $593.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3891 | 2040-01-01      | 3.5000%  |  | $125.83            | $120.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3869 | 2039-12-01      | 3.5000%  |  | $126.85            | $121.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  |  | $427.91            | $392.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIZS7735 | 2032-01-01      | 2.0000%  |  | $119.21            | $113.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7899 | 2032-11-01      | 3.0000%  |  | $145.15            | $140.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $789.00            | $802.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF9336 | 2056-01-01      | 6.5000%  |  | $786.38            | $825.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF8700 | 2055-12-01      | 4.5000%  |  | $794.63            | $767.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  |  | $709.38            | $727.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  |  | $702.16            | $699.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  |  | $1275262.73        | $1239058.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9134 | 2054-09-01      | 5.0000%  |  | $723.23            | $718.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $712.80            | $688.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9049 | 2056-03-01      | 5.0000%  |  | $798.20            | $794.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0222 | 2034-11-01      | 3.0000%  |  | $202.21            | $194.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9977 | 2050-02-01      | 4.0000%  |  | $468.29            | $445.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  |  | $639.52            | $656.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5057 | 2055-10-01      | 4.5000%  |  | $728.50            | $708.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5706 | 2045-05-01      | 5.5000%  |  | $551.45            | $560.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9102 | 2055-04-01      | 6.0000%  |  | $683.94            | $706.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  |  | $761.85            | $774.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1157 | 2055-04-01      | 5.0000%  |  | $757.28            | $750.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5140 | 2055-11-01      | 5.0000%  |  | $783.46            | $779.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA0017 | 2055-12-01      | 4.5000%  |  | $794.95            | $770.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  |  | $110977.75         | $102003.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1014 | 2051-05-01      | 2.0000%  |  | $551.91            | $450.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5578 | 2052-05-01      | 3.0000%  |  | $37275.03          | $32749.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK8958 | 2032-09-01      | 3.0000%  |  | $173.06            | $168.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0426 | 2055-05-01      | 5.0000%  |  | $16972685.65       | $16886053.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA5181 | 2056-02-01      | 6.5000%  |  | $797.22            | $850.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9834 | 2056-03-01      | 5.5000%  |  | $798.27            | $807.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3391 | 2055-11-01      | 6.0000%  |  | $692.67            | $712.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG9297 | 2056-05-01      | 5.0000%  |  | $799.00            | $794.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  |  | $643.72            | $639.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM7144 | 2034-01-01      | 4.0000%  |  | $279.45            | $276.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2520 | 2055-09-01      | 6.0000%  |  | $27136709.54       | $28419525.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5497 | 2055-04-01      | 6.5000%  |  | $805.39            | $859.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8473 | 2056-01-01      | 5.0000%  |  | $796.02            | $791.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6768 | 2053-07-01      | 5.5000%  |  | $678.53            | $685.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  |  | $179761.95         | $182388.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  |  | $17469564.56       | $17843894.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  |  | $21548654.80       | $23241536.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  |  | $87404.24          | $90148.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  |  | $21335882.76       | $20377244.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  |  | $200.05            | $186.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL5089 | 2054-11-01      | 5.5000%  |  | $818.18            | $839.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5102 | 2055-02-01      | 6.0000%  |  | $830.96            | $854.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5100 | 2055-12-01      | 6.0000%  |  | $799.00            | $820.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4998 | 2056-04-01      | 5.5000%  |  | $805.39            | $824.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4991 | 2056-04-01      | 5.0000%  |  | $830.96            | $824.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL4925 | 2054-05-01      | 4.5000%  |  | $805.39            | $785.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4058 | 2056-01-01      | 5.0000%  |  | $790.64            | $789.53            | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  |  | $958.80            | $962.89            | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $479.40            | $481.07            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $799.00            | $697.77            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $319.60            | $310.77            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $479.40            | $434.86            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $159.80            | $150.88            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $79.90             | $69.94             | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $79.90             | $56.61             | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $1198.50           | $849.11            | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $79.90             | $69.34             | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  |  | $175.62            | $134.86            | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $159.80            | $142.50            | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $79.90             | $53.29             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $79.90             | $58.87             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $79.90             | $79.95             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $799.00            | $806.89            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $100.26            | $53.22             | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $101.53            | $57.52             | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $239.70            | $174.57            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $79.90             | $63.18             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $79.90             | $61.28             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $159.80            | $111.72            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $79.90             | $61.89             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $239.70            | $191.78            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $79.90             | $78.45             | U.S. Treasuries (including strips) |

### Security 198: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  3.650%, 5/1/2026
- **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: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-022 YF     | 2052-02-20      | 3.0000%  |  | $17506681.57       | $15065818.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 4.7001%  |  | $154066.27         | $154212.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB     | 2052-02-20      | 3.0000%  |  | $1998073.51        | $1721492.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  |  | $14666999.79       | $12190864.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $789036.54         | $676805.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-166 CA     | 2050-11-20      | 1.0000%  |  | $787072.72         | $588312.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 FB     | 2053-02-20      | 4.9901%  |  | $2267153.40        | $2266509.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 4.4901%  |  | $791915.44         | $787752.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $521739.13         | $534329.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FB     | 2054-05-20      | 4.9401%  |  | $5027703.00        | $5068242.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-055 FC     | 2050-04-20      | 3.5000%  |  | $7944823.83        | $7063172.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.0755%  |  | $1626064.28        | $1585912.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  |  | $4132505.69        | $3561700.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $1304347.83        | $1348295.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $610884.84         | $521287.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 4.6901%  |  | $10522890.54       | $10637209.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $391304.35         | $404491.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-167 GA     | 2050-11-20      | 1.2500%  |  | $3460046.82        | $2656962.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FE     | 2055-05-20      | 4.6401%  |  | $8701932.00        | $8771851.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-72 YF      | 2048-12-20      | 4.4755%  |  | $4245738.52        | $4008445.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FD     | 2055-01-20      | 4.7401%  |  | $15606903.98       | $15732394.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 4.7401%  |  | $1846683.98        | $1858223.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.1755%  |  | $1341342.47        | $1312936.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 DF     | 2053-05-20      | 4.6401%  |  | $6386029.30        | $6393232.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-005 CF     | 2050-01-20      | 3.5000%  |  | $4982335.17        | $4473854.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-001 YF     | 2050-01-20      | 3.5000%  |  | $1479010.62        | $1304330.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE     | 2054-05-20      | 4.7401%  |  | $1919276.53        | $1929141.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-48 CF      | 2048-04-20      | 4.3755%  |  | $2854079.88        | $2695919.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.0755%  |  | $2380627.62        | $2313091.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.1755%  |  | $2436943.48        | $2392863.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-053 JD     | 2056-03-20      | 4.7500%  |  | $1949024.58        | $1937606.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-192 FB     | 2055-11-20      | 4.7901%  |  | $12841351.30       | $12852595.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 4.7901%  |  | $7381081.57        | $7442895.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.0401%  |  | $2148720.41        | $2170944.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 4.7401%  |  | $9108969.65        | $9163711.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 4.7901%  |  | $8069914.70        | $8105548.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-127 FC     | 2054-08-20      | 4.8901%  |  | $7329113.48        | $7376323.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FG     | 2054-04-20      | 4.7901%  |  | $508117.66         | $510375.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-170 FA     | 2053-11-20      | 4.8901%  |  | $5055345.39        | $5117174.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $2600055.39        | $2672902.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 LD     | 2053-11-20      | 6.5000%  |  | $1246476.52        | $1299589.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 4.7201%  |  | $4408113.58        | $4442312.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 4.7901%  |  | $6483299.61        | $6527175.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 4.6901%  |  | $4451841.78        | $4465717.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE     | 2053-03-20      | 4.5401%  |  | $6032848.83        | $6034635.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 4.5901%  |  | $235822.74         | $235427.04         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  |  | $8391.35           | $8341.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $1286.37           | $1213.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  |  | $5330.45           | $5241.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  |  | $1666.02           | $1661.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3858 | 2053-09-01      | 6.5000%  |  | $155.84            | $163.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  |  | $753.28            | $666.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  |  | $66127.34          | $65293.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  |  | $5405.26           | $5389.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5980 | 2053-09-01      | 6.0000%  |  | $96142.43          | $99341.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  |  | $88.78             | $88.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2835 | 2052-02-01      | 2.0000%  |  | $110813.77         | $90907.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS7638 | 2031-07-01      | 2.5000%  |  | $5493.48           | $5299.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  |  | $54525.66          | $55980.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3665 | 2049-05-01      | 4.5000%  |  | $595.39            | $583.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT2247 | 2052-03-01      | 3.0000%  |  | $2124445.93        | $1865044.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS8487 | 2054-01-01      | 4.5000%  |  | $44130.98          | $42962.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAL3324 | 2033-03-01      | 3.5000%  |  | $25979.02          | $25350.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0203 | 2043-08-01      | 3.0000%  |  | $44236.08          | $40400.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  |  | $1323.23           | $1277.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFS9460 | 2039-10-01      | 5.5000%  |  | $3005.49           | $3103.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  |  | $3119.32           | $3103.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5343 | 2053-07-01      | 6.0000%  |  | $4968.30           | $5111.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  |  | $211045.14         | $204313.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0211 | 2051-12-01      | 2.0000%  |  | $197.16            | $160.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0523 | 2052-02-01      | 2.5000%  |  | $96135.20          | $82239.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $349900.42         | $295729.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM6080 | 2044-05-01      | 5.5000%  |  | $4605.96           | $4766.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $476118.18         | $459899.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4648 | 2055-02-01      | 6.0000%  |  | $1552704.20        | $1610892.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  |  | $6151.93           | $6134.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8253 | 2052-08-01      | 5.0000%  |  | $479950.69         | $476671.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  |  | $18188.59          | $16744.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5449 | 2039-08-01      | 5.5000%  |  | $11146.68          | $11435.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  |  | $39546.47          | $40431.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5177 | 2050-11-01      | 4.0000%  |  | $885240.55         | $845263.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $1843.21           | $1797.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8544 | 2054-05-01      | 6.0000%  |  | $204.35            | $213.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  |  | $1128.74           | $947.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAU3779 | 2028-08-01      | 2.5000%  |  | $2439.93           | $2404.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5608 | 2051-01-01      | 2.5000%  |  | $237290.12         | $199381.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  |  | $27768.63          | $27965.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4854 | 2044-05-01      | 5.5000%  |  | $30036.49          | $31081.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  |  | $8010186.43        | $6849902.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  |  | $7376.59           | $7028.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $48672.79          | $45671.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM2741 | 2034-02-01      | 4.0000%  |  | $138027.34         | $137214.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM2261 | 2035-01-01      | 2.5000%  |  | $25788.51          | $24663.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1339 | 2049-08-01      | 3.0000%  |  | $177653.98         | $159763.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  |  | $7686.67           | $7334.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5175 | 2052-03-01      | 3.0000%  |  | $2722592.68        | $2397312.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4115 | 2050-03-01      | 3.5000%  |  | $1644.15           | $1529.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  |  | $55917.46          | $57610.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  |  | $4320.21           | $3941.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0414 | 2055-01-01      | 6.0000%  |  | $80881.03          | $84703.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6889 | 2056-04-01      | 5.0000%  |  | $260.87            | $258.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG6401 | 2056-04-01      | 6.0000%  |  | $3698.12           | $3805.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM2128 | 2033-02-01      | 3.5000%  |  | $34848.92          | $34524.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3735 | 2043-08-01      | 3.0000%  |  | $13810.76          | $12603.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2127 | 2043-04-01      | 3.0000%  |  | $102403.51         | $93631.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8291 | 2031-11-01      | 2.0000%  |  | $805.06            | $766.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAS0837 | 2043-10-01      | 5.0000%  |  | $11.81             | $11.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR8749 | 2043-03-01      | 3.0000%  |  | $5869.16           | $5374.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  |  | $16551.51          | $15155.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR2887 | 2043-01-01      | 2.5000%  |  | $49.35             | $43.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR0910 | 2043-01-01      | 3.0000%  |  | $2075.69           | $1900.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  |  | $69.04             | $66.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL9708 | 2031-03-01      | 2.5000%  |  | $17627.37          | $17222.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9420 | 2031-08-01      | 3.5000%  |  | $233263.19         | $230722.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL9065 | 2031-09-01      | 3.0000%  |  | $147194.60         | $143679.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL6589 | 2045-03-01      | 4.0000%  |  | $86042.23          | $83058.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  |  | $2.06              | $2.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  |  | $0.75              | $0.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1124 | 2026-10-01      | 4.5000%  |  | $17.39             | $17.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0909 | 2040-06-01      | 5.5000%  |  | $3639.91           | $3743.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL3439 | 2027-09-01      | 4.0000%  |  | $40.99             | $40.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG0416 | 2056-03-01      | 5.0000%  |  | $3959983.89        | $3951734.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9216 | 2054-09-01      | 6.0000%  |  | $465083.99         | $478014.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9061 | 2054-08-01      | 6.0000%  |  | $533599.96         | $548625.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6515 | 2046-01-01      | 4.0000%  |  | $902.86            | $865.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0440 | 2051-05-01      | 2.5000%  |  | $9502.29           | $8107.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8996 | 2051-09-01      | 3.5000%  |  | $9696.67           | $8930.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5551 | 2055-03-01      | 6.0000%  |  | $231.14            | $237.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS1653 | 2036-12-01      | 2.5000%  |  | $43520.52          | $41293.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1138 | 2055-01-01      | 5.5000%  |  | $1442493.92        | $1481517.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  |  | $173700.51         | $148286.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM3523 | 2031-03-01      | 4.0000%  |  | $27.26             | $27.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8141 | 2051-04-01      | 2.5000%  |  | $165.23            | $139.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS2931 | 2037-03-01      | 2.0000%  |  | $2292.99           | $2105.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS5952 | 2045-10-01      | 4.5000%  |  | $3018.40           | $2976.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4746 | 2055-12-01      | 5.0000%  |  | $2384454.24        | $2371191.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $104891.35         | $92115.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4639 | 2052-09-01      | 6.0000%  |  | $80457.87          | $83460.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0863 | 2051-06-01      | 3.5000%  |  | $142.30            | $131.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL6965 | 2038-09-01      | 6.0000%  |  | $536.17            | $564.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5633 | 2053-09-01      | 5.5000%  |  | $121952.92         | $124862.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  |  | $156.69            | $151.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $73987.82          | $75093.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8006 | 2054-02-01      | 6.0000%  |  | $1810444.33        | $1870973.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7070 | 2051-04-01      | 3.0000%  |  | $191.41            | $171.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $11682.12          | $11565.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $59270.28          | $52393.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8882 | 2052-09-01      | 5.0000%  |  | $183.22            | $184.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2805 | 2052-09-01      | 2.5000%  |  | $3116.38           | $2624.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  |  | $2417204.62        | $2043369.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $445116.77         | $449210.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  |  | $3570.89           | $3627.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4689 | 2055-05-01      | 6.0000%  |  | $1464561.13        | $1504694.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3184 | 2047-11-01      | 4.5000%  |  | $166.70            | $163.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1475 | 2052-04-01      | 3.5000%  |  | $14933.44          | $13764.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  |  | $1719.20           | $1763.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5170 | 2052-08-01      | 3.0000%  |  | $1531516.36        | $1351654.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3212 | 2047-12-01      | 4.5000%  |  | $63.17             | $62.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $58273.58          | $59819.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  |  | $17050.94          | $14668.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  |  | $1149071.56        | $972252.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  |  | $147718.87         | $124026.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5117 | 2055-07-01      | 6.0000%  |  | $109348.64         | $112193.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5093 | 2038-07-01      | 5.0000%  |  | $19860.55          | $20076.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7725 | 2053-10-01      | 6.0000%  |  | $1906306.22        | $1965636.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7573 | 2053-11-01      | 6.0000%  |  | $277915.15         | $287361.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  |  | $17591.96          | $17452.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  |  | $219.42            | $222.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  |  | $3447359.15        | $3522813.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  |  | $4519.67           | $4667.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6302 | 2053-05-01      | 4.5000%  |  | $1386678.91        | $1347159.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  |  | $92107.85          | $95289.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5769 | 2053-02-01      | 5.0000%  |  | $81903.45          | $81384.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4967 | 2052-10-01      | 5.5000%  |  | $8156.48           | $8346.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  |  | $181868.29         | $186020.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4921 | 2052-10-01      | 6.0000%  |  | $214016.65         | $223709.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  |  | $100033.93         | $99362.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4307 | 2052-08-01      | 5.0000%  |  | $145137.22         | $145698.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $17884.31          | $18039.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  |  | $1970.21           | $1859.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL6204 | 2029-02-01      | 4.0000%  |  | $6.12              | $6.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  |  | $64831.94          | $66032.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL0146 | 2041-03-01      | 4.0000%  |  | $99.84             | $96.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9785 | 2041-04-01      | 5.5000%  |  | $7245.38           | $7407.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL596462 | 2031-08-01      | 6.5000%  |  | $530.87            | $553.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  |  | $8826.15           | $9079.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357342 | 2033-02-01      | 5.5000%  |  | $24346.08          | $24853.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  |  | $573127.79         | $559384.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF9737 | 2053-04-01      | 5.0000%  |  | $9501.06           | $9528.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD1598 | 2051-11-01      | 2.5000%  |  | $167.89            | $144.91            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  |  | $3491623.16        | $3142096.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD2105 | 2051-05-01      | 1.5000%  |  | $209.18            | $160.06            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04219 G | 2038-04-01      | 5.5000%  |  | $2895.19           | $2989.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD5082 | 2052-07-01      | 3.5000%  |  | $210.56            | $192.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFS6588 | 2033-07-01      | 3.5000%  |  | $461038.43         | $451499.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6616 | 2053-06-01      | 6.0000%  |  | $22132.01          | $22815.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFS6523 | 2038-12-01      | 5.5000%  |  | $46042.10          | $47267.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $22129.09          | $22066.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6107 | 2053-11-01      | 5.5000%  |  | $3130.20           | $3204.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5996 | 2053-10-01      | 6.0000%  |  | $15611.07          | $16121.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5757 | 2053-09-01      | 6.0000%  |  | $5877.27           | $6093.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5656 | 2053-08-01      | 5.5000%  |  | $18721.57          | $19152.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  |  | $20156.61          | $20502.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5346 | 2036-04-01      | 2.5000%  |  | $40931.26          | $39389.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $23093.49          | $23708.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  |  | $11094.49          | $10119.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $70005.39          | $69540.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $3720917.77        | $3833662.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4797 | 2037-11-01      | 4.0000%  |  | $19763.36          | $19319.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $21421.22          | $19538.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $1196188.76        | $1157423.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  |  | $143646.89         | $145048.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5327 | 2054-04-01      | 5.0000%  |  | $98817.89          | $97795.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $1031991.66        | $1042745.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $1222319.37        | $1210430.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  |  | $4378822.82        | $4423791.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  |  | $330255.57         | $279591.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $91513.92          | $77584.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4170 | 2050-10-01      | 4.5000%  |  | $45107.80          | $44255.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  |  | $33125.33          | $28058.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3851 | 2049-11-01      | 4.5000%  |  | $9245.11           | $9010.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL907830 | 2037-02-01      | 6.0000%  |  | $11972.30          | $12488.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888129 | 2037-02-01      | 5.5000%  |  | $33.08             | $34.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  |  | $196.62            | $198.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9126 | 2053-02-01      | 5.0000%  |  | $99292.33          | $98652.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  |  | $12634.08          | $10688.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8559 | 2052-11-01      | 5.5000%  |  | $110394.04         | $114501.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFS8578 | 2039-08-01      | 5.5000%  |  | $193621.24         | $198775.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  |  | $21310.44          | $17128.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $2801839.88        | $2784089.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7786 | 2054-02-01      | 6.0000%  |  | $7516.50           | $7852.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7624 | 2054-03-01      | 6.5000%  |  | $108888.18         | $113974.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7361 | 2050-06-01      | 5.0000%  |  | $583029.98         | $585773.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6931 | 2053-01-01      | 5.5000%  |  | $1756678.86        | $1781624.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  |  | $216.42            | $204.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $51.56             | $51.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  |  | $36.08             | $33.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $537986.45         | $498452.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  |  | $5647.82           | $5089.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA1239 | 2032-11-01      | 3.5000%  |  | $2069.31           | $2025.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA1059 | 2032-05-01      | 3.5000%  |  | $1059.79           | $1039.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0939 | 2031-12-01      | 4.5000%  |  | $60771.56          | $60955.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  |  | $61172.30          | $61402.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  |  | $10771.28          | $8708.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  |  | $34532.70          | $35188.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4104 | 2053-03-01      | 6.0000%  |  | $29605.67          | $30548.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  |  | $55115.68          | $54347.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  |  | $95884.55          | $96945.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  |  | $54120.81          | $46616.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3057 | 2052-03-01      | 3.0000%  |  | $3395273.01        | $3022851.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3040 | 2052-03-01      | 2.0000%  |  | $108299.05         | $86910.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  |  | $9199.54           | $8123.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2357 | 2051-12-01      | 2.0000%  |  | $26130.86          | $21143.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  |  | $635045.74         | $534518.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  |  | $72063.96          | $63673.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1783 | 2051-10-01      | 2.5000%  |  | $23010.77          | $19704.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  |  | $9482.23           | $7984.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNCA6176 | 2030-06-01      | 2.5000%  |  | $39370.13          | $38180.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA3804 | 2049-07-01      | 2.5000%  |  | $2415.88           | $2079.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2709 | 2045-09-01      | 4.0000%  |  | $249069.47         | $239814.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2575 | 2048-11-01      | 4.5000%  |  | $4186.36           | $4111.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  |  | $14055.79          | $12949.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY1829 | 2053-05-01      | 5.5000%  |  | $152.93            | $154.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  |  | $300499.87         | $307461.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  |  | $40878.86          | $35915.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV7939 | 2052-08-01      | 5.5000%  |  | $2651985.32        | $2688311.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5632 | 2053-09-01      | 5.5000%  |  | $207879.10         | $212855.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  |  | $193915.25         | $163224.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2408 | 2033-10-01      | 4.0000%  |  | $152528.49         | $151689.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $27716.67          | $24322.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $1345.98           | $1309.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2889 | 2051-07-01      | 3.5000%  |  | $67360.80          | $62102.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2461 | 2051-12-01      | 3.0000%  |  | $213741.43         | $190997.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2142 | 2052-06-01      | 3.5000%  |  | $9233.58           | $8551.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1914 | 2051-08-01      | 3.0000%  |  | $31186.84          | $27449.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  |  | $619.81            | $543.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  |  | $209277.00         | $209657.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  |  | $185.10            | $186.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1082 | 2052-03-01      | 2.5000%  |  | $2599.29           | $2243.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $18954.05          | $16910.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1044 | 2048-10-01      | 4.0000%  |  | $246011.43         | $234798.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  |  | $19695.87          | $16778.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL985559 | 2038-06-01      | 5.5000%  |  | $2683.86           | $2766.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL918327 | 2037-05-01      | 6.0000%  |  | $11349.16          | $11917.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD8281 | 2040-07-01      | 5.5000%  |  | $1867.42           | $1920.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5977 | 2041-02-01      | 4.5000%  |  | $2271.57           | $2259.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  |  | $14375994.86       | $14742012.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  |  | $2025258.08        | $2076817.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  |  | $39715.51          | $39281.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $121082.67         | $122196.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $154.97            | $158.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $1136386.06        | $1126734.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  |  | $9463.17           | $9874.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $1906518.12        | $1929302.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5109 | 2053-08-01      | 6.5000%  |  | $4473.55           | $4662.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $3592701.40        | $3701741.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  |  | $15282.05          | $15161.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM7487 | 2035-03-01      | 3.0000%  |  | $35635.34          | $34842.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7398 | 2051-06-01      | 2.5000%  |  | $4242.05           | $3666.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  |  | $23578.72          | $19794.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLBU0209 | 2051-11-01      | 1.5000%  |  | $858004.52         | $657562.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8452 | 2051-10-01      | 2.5000%  |  | $1598.98           | $1371.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR7021 | 2051-03-01      | 2.0000%  |  | $186.33            | $150.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  |  | $2311.91           | $1857.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  |  | $2251120.19        | $1925024.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  |  | $52797.95          | $53141.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  |  | $19366.45          | $18626.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3846 | 2048-04-01      | 4.5000%  |  | $26544.60          | $26194.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM3087 | 2032-12-01      | 4.0000%  |  | $33639.03          | $33486.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7940 | 2048-11-01      | 5.0000%  |  | $100597.04         | $101396.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTBK7771 | 2038-07-01      | 5.0000%  |  | $66973.20          | $67717.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8752 | 2055-09-01      | 6.0000%  |  | $3143168.28        | $3223191.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6231 | 2055-10-01      | 6.0000%  |  | $2083663.27        | $2140879.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6985 | 2054-12-01      | 4.5000%  |  | $2529.08           | $2453.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5716 | 2054-11-01      | 4.5000%  |  | $223240.65         | $216347.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  |  | $146374.04         | $150196.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB5546 | 2054-05-01      | 6.5000%  |  | $182.57            | $194.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB1901 | 2054-08-01      | 5.5000%  |  | $255.82            | $259.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7307 | 2054-01-01      | 6.5000%  |  | $7121.14           | $7425.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAU6242 | 2043-10-01      | 5.0000%  |  | $45.59             | $45.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6818 | 2050-08-01      | 3.5000%  |  | $20422.87          | $18828.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM7190 | 2034-03-01      | 4.0000%  |  | $174.32            | $172.10            | Agency Mortgage-Backed Securities         |

### Security 199: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  3.650%, 5/1/2026
- **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: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-028 LF     | 2054-07-20      | 5.3401%  |  | $5686128.70        | $5743367.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC     | 2055-02-20      | 4.7501%  |  | $32171104.85       | $32436210.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $2000000.00        | $2067118.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 4.6401%  |  | $19374185.10       | $19411537.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $7586257.85        | $7145640.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 VF     | 2055-07-20      | 4.6401%  |  | $4918159.67        | $4945617.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.0789%  |  | $1775797.25        | $1743611.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-151 GF     | 2054-09-20      | 4.7401%  |  | $40690193.00       | $40902054.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FA     | 2055-01-20      | 4.6901%  |  | $38793668.89       | $39057691.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 4.6901%  |  | $20398902.90       | $20485390.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 4.6901%  |  | $5147070.60        | $5182955.03        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLFS4979 | 2053-05-01      | 5.5000%  |  | $97367.55          | $98726.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4336 | 2052-05-01      | 2.5000%  |  | $855040.64         | $731117.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  |  | $79049.84          | $66372.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM8726 | 2034-11-01      | 3.0000%  |  | $135214.50         | $134364.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  |  | $11243.62          | $11634.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM1353 | 2039-08-01      | 4.5000%  |  | $7900.97           | $7902.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1347 | 2048-12-01      | 3.0000%  |  | $648523.73         | $583776.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2681 | 2055-08-01      | 6.5000%  |  | $679276.82         | $724083.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  |  | $1283909.31        | $1244807.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6046 | 2056-04-01      | 5.0000%  |  | $19700062.74       | $19554061.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3481 | 2056-01-01      | 5.5000%  |  | $997.95            | $1016.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7362 | 2053-10-01      | 6.0000%  |  | $40668.34          | $42479.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5295 | 2052-12-01      | 5.5000%  |  | $35895175.56       | $36577670.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3789 | 2052-06-01      | 4.5000%  |  | $689.80            | $669.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  |  | $102790.15         | $82372.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $8578.62           | $7537.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2665 | 2052-01-01      | 3.0000%  |  | $3760.09           | $3300.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  |  | $175601.11         | $178938.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $561436.19         | $482644.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6348 | 2050-07-01      | 2.5000%  |  | $952942.52         | $808402.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO1907 | 2049-08-01      | 3.0000%  |  | $340550.77         | $307836.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN9410 | 2049-05-01      | 5.0000%  |  | $163464.80         | $164359.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  |  | $157775.92         | $140756.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  |  | $2127.58           | $1978.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTBM3491 | 2038-01-01      | 4.5000%  |  | $45993.26          | $46287.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH4010 | 2047-09-01      | 4.5000%  |  | $60056.46          | $59054.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL882533 | 2036-05-01      | 6.0000%  |  | $181.92            | $187.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL869081 | 2036-05-01      | 6.0000%  |  | $3719.72           | $3862.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL780213 | 2034-05-01      | 5.5000%  |  | $4022.93           | $4059.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745852 | 2036-01-01      | 6.5000%  |  | $6116.99           | $6374.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4707 | 2031-08-01      | 4.0000%  |  | $4449.84           | $4419.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8471 | 2046-12-01      | 3.0000%  |  | $192402.19         | $173420.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAS2186 | 2044-04-01      | 5.0000%  |  | $205.92            | $207.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR6411 | 2043-05-01      | 3.0000%  |  | $320.19            | $293.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7661 | 2045-10-01      | 4.5000%  |  | $8847.96           | $8724.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  |  | $73.95             | $73.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357797 | 2035-06-01      | 5.5000%  |  | $394.96            | $408.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA5091 | 2053-12-01      | 5.5000%  |  | $1374896.62        | $1401115.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255225 | 2034-06-01      | 5.5000%  |  | $2947.81           | $3017.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $725.68            | $751.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1684 | 2055-06-01      | 5.5000%  |  | $15998814.93       | $16320000.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8133 | 2051-03-01      | 1.5000%  |  | $761.30            | $582.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB0584 | 2036-12-01      | 1.5000%  |  | $600.65            | $540.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4689 | 2055-05-01      | 6.0000%  |  | $1576582.45        | $1619786.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD4598 | 2040-05-01      | 5.5000%  |  | $10437.44          | $10696.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $3100.06           | $3178.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  |  | $22041.95          | $22264.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $137556.67         | $136473.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  |  | $1179902.42        | $1173870.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $169742.04         | $168718.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4159 | 2050-10-01      | 2.5000%  |  | $210560.20         | $178465.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $238128.59         | $201281.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2321 | 2035-07-01      | 3.5000%  |  | $22123.79          | $21440.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAB7728 | 2043-01-01      | 2.5000%  |  | $90461.29          | $79957.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888996 | 2036-09-01      | 5.5000%  |  | $61860.26          | $63107.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1029 | 2055-09-01      | 6.0000%  |  | $7694760.36        | $8042789.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD6996 | 2040-07-01      | 5.0000%  |  | $109875.62         | $111582.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9447 | 2053-12-01      | 6.0000%  |  | $1612146.80        | $1663047.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  |  | $11934.73          | $9553.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6380 | 2052-02-01      | 2.5000%  |  | $8673.29           | $7290.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  |  | $265460.27         | $273785.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6837 | 2053-07-01      | 5.5000%  |  | $123291.56         | $124695.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6233 | 2045-11-01      | 4.5000%  |  | $501.89            | $494.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL0677 | 2041-07-01      | 5.0000%  |  | $67344.66          | $68349.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $747.04            | $747.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0904 | 2038-01-01      | 5.5000%  |  | $280895.86         | $286353.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3870 | 2049-12-01      | 2.5000%  |  | $318073.91         | $270131.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5554 | 2052-11-01      | 4.5000%  |  | $833.60            | $807.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9971 | 2027-01-01      | 4.5000%  |  | $19.17             | $19.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7878 | 2054-05-01      | 6.0000%  |  | $115690.64         | $120375.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0715 | 2051-01-01      | 2.0000%  |  | $74935.00          | $61294.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFS3563 | 2038-06-01      | 3.5000%  |  | $1321.82           | $1272.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8271 | 2054-04-01      | 5.0000%  |  | $239090.37         | $236911.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  |  | $78354.79          | $79075.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5991 | 2053-01-01      | 5.5000%  |  | $249633.42         | $252706.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  |  | $39891.16          | $38681.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6907 | 2053-08-01      | 5.0000%  |  | $217593.37         | $219592.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3079 | 2043-02-01      | 4.0000%  |  | $302.12            | $291.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ8917 | 2055-11-01      | 6.0000%  |  | $2729808.71        | $2804961.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  |  | $526488.23         | $531329.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7848 | 2052-06-01      | 3.0000%  |  | $2282027.46        | $2041008.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9500 | 2054-11-01      | 6.0000%  |  | $85569.54          | $89666.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  |  | $65133.05          | $65869.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  |  | $65234.74          | $54772.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5169 | 2052-04-01      | 3.0000%  |  | $2262073.62        | $2019954.08        | Agency Mortgage-Backed Securities         |

### Security 200: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  3.670%, 5/1/2026
- **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: 933DQX004, C.3 - LEI: X574KRZ6V5A7UBU45C31
- **C.18 - Value (incl. sponsor support):** $291875000.00
- **C.18.a - Value (excl. sponsor support):** $291875000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42424700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42424700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42424700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42424700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42424700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42424700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43500000.00       | Agency Debentures and Agency Strips |

### Security 201: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.670%, 7/31/2026
- **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):** $4247000000.00
- **C.18.a - Value (excl. sponsor support):** $4247000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| Forward settling U.S. Treasury Repurchase Agreement, collateral not yet assigned | 2026-05-08      | 0.0000%  |  | $0.00              | $0.00              | Other Instrument |

### Security 202: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.670%, 7/1/2026
- **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):** $849000000.00
- **C.18.a - Value (excl. sponsor support):** $849000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 2026-049 MF | 2056-03-20      | 4.4901%  |  | $1054105.65        | $1048893.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 LP | 2055-10-20      | 4.5000%  |  | $3505868.60        | $3423785.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM | 2055-12-20      | 4.4401%  |  | $74489660.86       | $74792265.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA | 2055-03-20      | 4.8401%  |  | $28428067.74       | $28650389.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-063 LD | 2053-07-20      | 5.2500%  |  | $1034446.49        | $1036335.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF | 2053-06-20      | 4.6401%  |  | $75785995.00       | $76228049.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF | 2055-06-20      | 5.1401%  |  | $8961551.14        | $9092809.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 FA | 2055-10-20      | 4.6401%  |  | $17388700.33       | $17485310.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP | 2055-06-20      | 4.5000%  |  | $1579545.69        | $1546095.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF | 2055-07-20      | 4.9601%  |  | $75528409.44       | $76292214.34       | Agency Collateralized Mortgage Obligation |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $340025349.00      | $343854353.79      | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $110596003.80      | $113749584.69      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $126414486.90      | $127329846.51      | U.S. Treasuries (including strips)        |

### Security 203: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.650%, 5/14/2026
- **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):** $4200000000.00
- **C.18.a - Value (excl. sponsor support):** $4200000000.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  |  | $8004.97           | $7329.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $120.95            | $113.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  |  | $677.47            | $674.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $12310.84          | $12187.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS6623 | 2038-03-01      | 2.0000%  |  | $630.25            | $578.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6524 | 2053-12-01      | 6.5000%  |  | $612.36            | $653.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  |  | $189927.12         | $189257.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $296126.71         | $295273.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  |  | $158.07            | $141.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2856 | 2046-09-01      | 3.0000%  |  | $239.48            | $216.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7763 | 2056-01-01      | 5.0000%  |  | $851.95            | $848.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  |  | $821.92            | $834.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6916 | 2055-12-01      | 5.5000%  |  | $838.24            | $852.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  |  | $958833.04         | $982168.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5496 | 2055-12-01      | 5.5000%  |  | $836.24            | $850.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5352 | 2055-12-01      | 6.0000%  |  | $869771.85         | $905884.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $22478068.71       | $23320396.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  |  | $690.95            | $693.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $23901319.42       | $23753603.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $57931339.22       | $57974948.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $18684.18          | $18171.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $78887.32          | $78509.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  |  | $584.68            | $604.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  |  | $837.47            | $829.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  |  | $100139.35         | $104879.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $18399.55          | $18804.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  |  | $1649.93           | $1708.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8365 | 2054-07-01      | 7.0000%  |  | $906910.81         | $978157.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  |  | $826.06            | $872.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  |  | $1290.63           | $1369.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  |  | $1408.47           | $1464.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7039 | 2054-07-01      | 6.0000%  |  | $31809.19          | $32797.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB4897 | 2054-12-01      | 4.5000%  |  | $825.18            | $800.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  |  | $7108081.48        | $7286199.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  |  | $838.26            | $860.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $211233.18         | $180794.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  |  | $144.00            | $139.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  |  | $1329.72           | $1096.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  |  | $616.43            | $572.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  |  | $234.01            | $229.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 U4BF0241 | 2052-05-01      | 3.5000%  |  | $62031.78          | $57203.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0212 | 2041-02-01      | 4.5000%  |  | $25992.70          | $25860.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0199 | 2041-02-01      | 4.5000%  |  | $67262.78          | $66576.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $529.44            | $478.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I3BF0157 | 2046-08-01      | 4.0000%  |  | $150401.12         | $145583.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $19766153.59       | $18665202.99       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  |  | $1934239.61        | $1856784.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  |  | $4805859.81        | $4738866.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  |  | $5838.33           | $6004.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  |  | $44986026.55       | $46602524.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  |  | $11692930.33       | $11591070.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2392 | 2055-11-01      | 5.0000%  |  | $835.33            | $833.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  |  | $771.24            | $785.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $5084.25           | $5259.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  |  | $666.76            | $675.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  |  | $704.40            | $704.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $1258.11           | $1274.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  |  | $708.78            | $720.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $674.23            | $671.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $640.31            | $652.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  |  | $57027.10          | $55178.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0427 | 2055-10-01      | 5.5000%  |  | $834.02            | $843.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV9185 | 2034-03-01      | 3.5000%  |  | $45970.32          | $44483.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  |  | $5432.63           | $5414.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $38787194.32       | $39340437.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5930 | 2055-08-01      | 6.0000%  |  | $656.91            | $675.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  |  | $837.13            | $829.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  |  | $835.33            | $888.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  |  | $2605574.17        | $2662275.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0273 | 2055-06-01      | 5.5000%  |  | $805.20            | $826.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8819 | 2055-06-01      | 6.5000%  |  | $940753.59         | $998682.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB4847 | 2050-10-01      | 2.5000%  |  | $468.99            | $394.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB1382 | 2050-07-01      | 3.0000%  |  | $79156.42          | $70070.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  |  | $964.94            | $948.43            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V80167 G | 2043-07-01      | 3.0000%  |  | $166.26            | $152.16            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90879 G | 2043-02-01      | 3.5000%  |  | $198.75            | $186.60            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  |  | $159.90            | $150.12            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U70677 G | 2028-10-01      | 3.5000%  |  | $75.85             | $75.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  |  | $1125077.89        | $1172852.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3957 | 2053-10-01      | 6.0000%  |  | $614.30            | $641.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  |  | $66043360.63       | $69244834.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  |  | $1669.68           | $1655.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3731 | 2055-10-01      | 6.0000%  |  | $792.97            | $814.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  |  | $6236481.51        | $6564496.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3264 | 2055-11-01      | 5.0000%  |  | $833.72            | $827.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  |  | $618.97            | $641.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  |  | $2498.43           | $2503.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2581 | 2055-10-01      | 5.0000%  |  | $1070.71           | $1059.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  |  | $834.24            | $846.80            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $181.80            | $181.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9654 | 2046-11-01      | 3.0000%  |  | $204.42            | $184.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  |  | $66170.63          | $63052.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $33237912.85       | $33025648.16       | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $13164.35          | $13240.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  |  | $284754.70         | $296942.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  |  | $18345232.24       | $18632015.11       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0665 | 2043-03-01      | 3.5000%  |  | $331.61            | $310.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $117831320.08      | $99921889.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  |  | $691.75            | $702.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8729 | 2053-03-01      | 6.0000%  |  | $626.75            | $653.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $121.23            | $123.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $97028.07          | $90436.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1056 | 2048-01-01      | 4.0000%  |  | $86.75             | $82.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  |  | $28471805.82       | $28663471.70       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  |  | $588.89            | $572.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  |  | $549.24            | $574.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $668.79            | $647.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $1285.30           | $1245.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  |  | $2257164.71        | $2119408.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  |  | $26786.47          | $26718.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  |  | $64.22             | $65.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  |  | $23.93             | $23.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  |  | $23802.45          | $24963.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $11237.64          | $10728.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  |  | $183.37            | $164.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  |  | $434.91            | $453.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  |  | $620.35            | $627.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2611 | 2053-10-01      | 6.0000%  |  | $738.98            | $767.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0799 | 2053-08-01      | 6.0000%  |  | $418.22            | $429.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $484752.28         | $493018.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1855 | 2054-04-01      | 6.5000%  |  | $625.81            | $663.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  |  | $533.01            | $555.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  |  | $824.53            | $864.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $818.94            | $831.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  |  | $781.11            | $775.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  |  | $1105007.65        | $1176578.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  |  | $1260644.24        | $1258019.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  |  | $442.08            | $476.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB4914 | 2055-02-01      | 7.0000%  |  | $1433959.49        | $1584535.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA2570 | 2053-09-01      | 6.5000%  |  | $494.04            | $522.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  |  | $778.62            | $798.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  |  | $743.47            | $758.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  |  | $794.40            | $789.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  |  | $754.09            | $762.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  |  | $316745.34         | $313566.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $42918405.07       | $42676206.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  |  | $1319.39           | $1410.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $5213.69           | $5466.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9820 | 2055-01-01      | 6.0000%  |  | $699.00            | $724.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  |  | $503.47            | $525.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $612.37            | $606.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  |  | $611.16            | $640.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  |  | $483.30            | $496.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX0433 | 2052-11-01      | 6.0000%  |  | $930.83            | $970.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  |  | $1221351.33        | $1212484.05        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5824%  |  | $3268823.00        | $3129961.41        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5382%  |  | $4848524.45        | $4626371.20        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.7241%  |  | $3897407.96        | $3647474.12        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $13306.32          | $13282.77          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5168%  |  | $21567000.00       | $19092877.50       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.5092%  |  | $4200000.00        | $3637811.45        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004 | 2031-02-25      | 0.9590%  |  | $181429.18         | $177412.80         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  |  | $3079228.57        | $2935597.11        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3674%  |  | $5256917.59        | $4674730.76        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.7403%  |  | $5523000.00        | $4724952.28        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  |  | $184294.32         | $183153.01         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $180388.98         | $178785.83         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  |  | $6636000.00        | $5363219.62        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $3429469.96        | $3153400.77        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $2802941.56        | $2759890.48        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.1970%  |  | $1484813.58        | $1382365.89        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1508876.94        | $1446645.58        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.1766%  |  | $11076870.19       | $10689293.27       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6250%  |  | $2314386.14        | $2334147.98        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.6469%  |  | $13730.37          | $13744.66          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.6726%  |  | $12664854.47       | $12133896.27       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1511%  |  | $13192200.00       | $11666940.92       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  |  | $25788000.00       | $22422382.33       | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1670%  |  | $5167716.42        | $5121704.07        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  |  | $1234655.65        | $1196970.15        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2971%  |  | $16838858.91       | $15957930.74       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $17053680.00       | $16112057.25       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  |  | $2333591.58        | $1957045.05        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.7759%  |  | $7761955.82        | $7602042.29        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $1944753.78        | $1773743.64        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004AV R26M004 | 2039-01-25      | 2.9826%  |  | $16012322.80       | $14634307.20       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R26M004 | 2030-11-25      | 2.9826%  |  | $12501554.44       | $12147364.23       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  |  | $395059.86         | $393268.42         | Agency Mortgage-Backed Securities         |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $311637564.00      | $307340490.69      | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $87502632.00       | $89754706.47       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $1788948.00        | $1810227.29        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $4397988.00        | $4245965.96        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $606648.00         | $599882.19         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $4043844.00        | $4013523.12        | U.S. Treasuries (including strips)        |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 4.9952%  |  | $615.08            | $620.97            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1452%  |  | $2875116.06        | $2905614.15        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL083FA R24F083 | 2054-10-25      | 4.7952%  |  | $19755837.50       | $19806293.81       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.0652%  |  | $1999634.37        | $2020683.51        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1452%  |  | $12960545.75       | $13098570.45       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.0952%  |  | $10391188.76       | $10495315.34       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.7952%  |  | $12658233.70       | $12737790.62       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HA R24F063 | 2052-06-25      | 5.0000%  |  | $739760.84         | $743911.47         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6452%  |  | $2832277.48        | $2853310.42        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9452%  |  | $10285082.83       | $10393321.28       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.1952%  |  | $8573022.15        | $8701673.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.4952%  |  | $18961522.84       | $19025372.50       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 4.9952%  |  | $2259821.52        | $2275956.14        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.4686%  |  | $4899195.23        | $4846782.86        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.0952%  |  | $12780990.18       | $12917448.48       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 4.9952%  |  | $42459321.04       | $42801618.41       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.7952%  |  | $20611255.14       | $20786079.69       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8452%  |  | $20559806.49       | $20693793.50       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8452%  |  | $10480411.95       | $10545547.06       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 4.9952%  |  | $5226130.71        | $5259163.90        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5462FA 10/25/54 | 2054-10-25      | 4.7452%  |  | $7935382.43        | $7971917.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7452%  |  | $21081943.59       | $21181071.95       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6452%  |  | $8054747.06        | $8082360.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5436FA 07/25/54 | 2054-07-25      | 4.7452%  |  | $985122.37         | $991663.63         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5408LF 12/25/53 | 2053-12-25      | 5.0452%  |  | $31652724.10       | $31973293.93       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.4952%  |  | $14030965.80       | $14054556.46       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.4952%  |  | $11569935.80       | $11596990.11       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517HF 03/25/55 | 2055-03-25      | 4.9952%  |  | $2442173.90        | $2459705.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9452%  |  | $18708658.96       | $18868390.27       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FN 11/25/54 | 2054-11-25      | 4.1952%  |  | $43898795.95       | $43299474.71       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $13730695.74       | $12740158.77       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2043%  |  | $1728853.08        | $1705471.70        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2136940.25        | $2085969.24        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1043%  |  | $13839973.40       | $13585444.05       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8452%  |  | $1032741.64        | $1039356.28        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $1095307.50        | $1078952.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0452%  |  | $20240787.91       | $20465576.37       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.6952%  |  | $3702599.09        | $3717983.77        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.0952%  |  | $6500062.37        | $6565197.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.8952%  |  | $20713266.24       | $20921390.72       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  |  | $160727.87         | $160417.01         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  |  | $17305326.35       | $16367389.21       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  |  | $2372496.48        | $2341245.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578FE 09/25/55 | 2055-09-25      | 4.8752%  |  | $38705673.30       | $38977429.93       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.2552%  |  | $47609108.53       | $47176579.54       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.5047%  |  | $639119.68         | $662305.58         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6452%  |  | $6281980.99        | $6335498.20        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  |  | $471867.65         | $470592.40         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8452%  |  | $1948999.79        | $1964708.61        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5601FC 11/25/55 | 2055-11-25      | 4.6952%  |  | $2601022.79        | $2616696.83        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0543%  |  | $22170327.63       | $21690723.21       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.1330%  |  | $429637.05         | $425628.34         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8452%  |  | $27201479.03       | $27478769.22       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4827%  |  | $252110.38         | $252853.14         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5293%  |  | $906356.73         | $936128.73         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL020FJ R26F020 | 2055-02-25      | 4.6452%  |  | $20215138.44       | $20127104.77       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  |  | $12372722.63       | $11947925.82       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.4952%  |  | $14672644.04       | $14665811.40       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4452%  |  | $74564268.24       | $74783366.62       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.5952%  |  | $15441369.03       | $15441928.25       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $494042.83         | $483352.56         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  |  | $3678825.23        | $3668063.85        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8452%  |  | $2209799.36        | $2229395.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.3952%  |  | $46988166.37       | $47788390.25       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.6952%  |  | $31443513.20       | $31533287.77       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.7952%  |  | $25137889.81       | $25251437.53       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6452%  |  | $9619945.91        | $9606142.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062BA R25F062 | 2051-11-25      | 5.5000%  |  | $12406321.37       | $12461089.77       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FM R25F052 | 2055-07-25      | 4.9952%  |  | $37178205.96       | $37572435.18       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 4.7952%  |  | $33865052.31       | $34190664.58       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7452%  |  | $1465992.86        | $1476165.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC058FC R25F058 | 2055-07-25      | 4.8452%  |  | $60746544.54       | $61416150.00       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL040B R25F040  | 2050-10-25      | 5.0000%  |  | $705965.17         | $708820.64         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $8772672.33        | $8420786.79        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.1596%  |  | $4815480.97        | $4790829.21        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8452%  |  | $5036368.64        | $5069044.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7452%  |  | $16101139.33       | $16171019.09       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  |  | $489955.97         | $493455.02         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8452%  |  | $4263724.10        | $4301922.54        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8452%  |  | $4834553.99        | $4886022.35        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 4.9952%  |  | $3642135.37        | $3669140.97        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8452%  |  | $974898.92         | $984619.57         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.2072%  |  | $468793.51         | $473205.92         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.3904%  |  | $358873.90         | $360292.71         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.2522%  |  | $892243.72         | $899555.03         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 5.8859%  |  | $402002.85         | $418524.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC004D R25F004  | 2052-07-25      | 5.5000%  |  | $13310580.21       | $13488629.94       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL006FA R25F006 | 2055-02-25      | 4.8952%  |  | $345898.47         | $348554.25         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8452%  |  | $3227970.59        | $3249907.68        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016DA R25F016 | 2051-10-25      | 5.0000%  |  | $755432.67         | $759670.48         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.6952%  |  | $17579724.81       | $17689599.96       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578GF 09/25/55 | 2055-09-25      | 4.7452%  |  | $51644698.51       | $52054450.13       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.5952%  |  | $3644441.57        | $3668670.61        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5571FA 08/25/55 | 2055-08-25      | 4.8452%  |  | $652806.46         | $660014.71         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5564PF 08/25/55 | 2055-08-25      | 4.8452%  |  | $725820.46         | $734193.47         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6452%  |  | $1394057.04        | $1406674.88        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7452%  |  | $3069135.15        | $3090379.85        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5537FC 05/25/55 | 2055-05-25      | 4.7952%  |  | $1008772.62        | $1015089.55        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.1952%  |  | $10541431.32       | $10674585.94       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.4952%  |  | $20706986.48       | $20804481.76       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.5852%  |  | $14153502.19       | $14253381.02       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0452%  |  | $3863510.50        | $3896546.28        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FH 02/25/55 | 2055-02-25      | 4.8452%  |  | $607350.77         | $611199.51         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6452%  |  | $3431852.69        | $3461325.99        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $1602097.62        | $1653169.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5611 | 2053-06-01      | 5.5000%  |  | $442.30            | $450.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $19383041.11       | $19180154.52       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC7410 | 2051-09-01      | 2.5000%  |  | $593.19            | $508.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $1304.73           | $1316.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  |  | $598.19            | $604.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $9285.93           | $9401.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $84297.03          | $85317.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $38406.22          | $36068.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2665 | 2043-04-01      | 3.0000%  |  | $216.45            | $197.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  |  | $132.81            | $124.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  |  | $401.00            | $360.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $302.64            | $281.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  |  | $153545.46         | $137496.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $213.07            | $201.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CNAS8537 | 2026-12-01      | 2.0000%  |  | $9.32              | $9.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $243718.27         | $218737.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $182.08            | $169.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5300 | 2052-12-01      | 5.5000%  |  | $6224.92           | $6315.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $27531496.66       | $26140391.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  |  | $65017259.40       | $63406131.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $84324694.84       | $82450325.52       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $13902071.65       | $13266166.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4409 | 2052-08-01      | 5.0000%  |  | $669.25            | $670.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  |  | $592.23            | $540.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $641.62            | $586.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3241 | 2052-04-01      | 3.0000%  |  | $663.19            | $582.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $781.51            | $773.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $6741800.12        | $6883651.34        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $227.84            | $235.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  |  | $726.69            | $724.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  |  | $18672064.18       | $18639141.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4105 | 2053-12-01      | 6.5000%  |  | $1451.37           | $1541.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  |  | $24147963.17       | $24002442.18       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $8850124.31        | $8994359.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5737 | 2050-05-01      | 3.5000%  |  | $411.90            | $383.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  |  | $1248.81           | $1177.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5796 | 2053-02-01      | 5.5000%  |  | $637.70            | $646.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $62016.71          | $60638.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $293.28            | $279.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $827.62            | $909.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $8246939.97        | $7784348.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  |  | $59199166.51       | $58918253.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  |  | $18920937.94       | $19815242.37       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $661.00            | $641.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  |  | $205484.71         | $200687.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5179 | 2053-06-01      | 5.0000%  |  | $562.27            | $559.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $11801.46          | $9505.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT5901 | 2043-06-01      | 3.5000%  |  | $8371833.92        | $7865852.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  |  | $372.17            | $349.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  |  | $153742.43         | $144194.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0660 | 2043-03-01      | 3.5000%  |  | $142.60            | $138.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  |  | $146.15            | $144.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $33348.94          | $34440.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  |  | $53479.15          | $42856.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  |  | $40534.12          | $32831.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $40246.68          | $37936.24          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $980.41            | $947.18            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $54.66             | $56.49             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $1618.40           | $1680.93           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  |  | $37260.22          | $37525.87          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $141.90            | $146.28            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $134.75            | $136.60            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $4866.08           | $4964.64           | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $33.84             | $34.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  |  | $659.62            | $536.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV0198 | 2028-10-01      | 3.5000%  |  | $26.36             | $26.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $47.18             | $46.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAV5665 | 2028-12-01      | 2.5000%  |  | $26616.87          | $26082.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  |  | $1409598.45        | $1364332.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $24918.22          | $24599.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3220 | 2029-09-01      | 3.0000%  |  | $27561.12          | $27173.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $39952917.62       | $34567299.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9865 | 2047-02-01      | 3.0000%  |  | $10342071.88       | $9275645.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4931 | 2052-12-01      | 6.0000%  |  | $428.99            | $444.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $628.98            | $636.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  |  | $128490.19         | $130734.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  |  | $5935871.74        | $5763583.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  |  | $174325.57         | $173061.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $4330318.77        | $3741486.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $15583.02          | $13907.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $149046.45         | $121610.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  |  | $780.69            | $778.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDD3905 | 2055-02-01      | 7.5000%  |  | $832.29            | $899.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5737 | 2056-04-01      | 5.5000%  |  | $839.22            | $863.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  |  | $835.65            | $866.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU6016 | 2043-09-01      | 3.5000%  |  | $148060.52         | $138283.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $655.25            | $651.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $1875399.55        | $1603717.71        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $20292940.08       | $20051915.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  |  | $587.65            | $474.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  |  | $10362422.93       | $8365077.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1163 | 2050-08-01      | 2.0000%  |  | $254194.46         | $205356.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  |  | $556.09            | $454.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  |  | $856.50            | $692.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  |  | $512.02            | $414.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  |  | $459.52            | $389.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  |  | $413.19            | $365.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  |  | $323.26            | $328.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBO2994 | 2049-09-01      | 4.0000%  |  | $91453.85          | $87436.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $163.02            | $144.72            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $2552.96           | $2564.44           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P00029 G | 2033-03-01      | 6.0000%  |  | $5.46              | $5.54              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $1493.85           | $1506.49           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $1144.82           | $1179.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  |  | $4488314.66        | $4633863.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  |  | $1104476.99        | $1156298.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  |  | $5558.60           | $5711.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  |  | $4165.28           | $4328.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $40899.01          | $37205.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $8245.43           | $8216.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $562.46            | $596.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  |  | $516.33            | $555.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3724 | 2054-05-01      | 5.5000%  |  | $1147278.67        | $1163128.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $42151.34          | $42676.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $7409617.67        | $7581391.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  |  | $603.48            | $510.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  |  | $141.94            | $132.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM3305 | 2049-06-01      | 5.5000%  |  | $225143.77         | $230504.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1369 | 2054-03-01      | 6.0000%  |  | $2717542.50        | $2797254.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  |  | $659.51            | $641.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1001 | 2052-07-01      | 4.5000%  |  | $1578.05           | $1528.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8464 | 2052-04-01      | 3.0000%  |  | $1330.53           | $1166.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBV7887 | 2037-07-01      | 2.0000%  |  | $635.17            | $583.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV6408 | 2055-11-01      | 5.0000%  |  | $3138762.90        | $3115968.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1727 | 2055-06-01      | 5.5000%  |  | $800.02            | $816.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $520.59            | $439.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  |  | $1091548.26        | $1143476.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBU5195 | 2039-11-01      | 5.0000%  |  | $745.00            | $759.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $691.50            | $690.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $9897231.31        | $10040845.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CKBU4849 | 2054-07-01      | 6.5000%  |  | $559.41            | $575.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $18473706.46       | $19358122.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  |  | $669.95            | $702.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $773.79            | $784.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8756 | 2054-06-01      | 6.0000%  |  | $662.96            | $680.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  |  | $593.91            | $629.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  |  | $739.52            | $761.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  |  | $483.98            | $505.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2351 | 2053-05-01      | 5.0000%  |  | $634.81            | $630.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $3179483.88        | $3223012.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $8139604.10        | $8246050.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $10459153.32       | $10795073.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  |  | $651.18            | $663.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $15201075.78       | $15203154.96       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  |  | $224254.49         | $217841.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  |  | $628.13            | $611.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $40737789.46       | $40481824.88       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $624.84            | $634.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  |  | $1249596.67        | $1256121.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  |  | $1243.85           | $1102.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $234203.72         | $208655.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2126 | 2042-08-01      | 3.5000%  |  | $135.01            | $127.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $114357.89         | $104710.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $159.93            | $149.97            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.1250%  |  | $191.50            | $196.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  |  | $300.51            | $281.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  |  | $753.79            | $766.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  |  | $25138279.02       | $21567987.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY0044 | 2053-05-01      | 4.5000%  |  | $772.29            | $749.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5788 | 2050-05-01      | 2.5000%  |  | $470.82            | $399.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZA3611 | 2043-11-01      | 3.5000%  |  | $272.36            | $254.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $679.55            | $699.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1664 | 2055-05-01      | 5.5000%  |  | $782.85            | $802.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5122 | 2056-03-01      | 5.5000%  |  | $5081195.32        | $5136852.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7587 | 2055-04-01      | 6.0000%  |  | $831.38            | $858.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  |  | $611.59            | $617.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  |  | $835.30            | $866.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  |  | $1472.40           | $1554.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  |  | $831.25            | $858.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  |  | $12178790.86       | $12425162.39       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  |  | $727276.09         | $771445.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  |  | $667.20            | $697.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC7771 | 2054-12-01      | 5.0000%  |  | $119840.01         | $119339.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  |  | $23274294.93       | $23759344.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  |  | $782.17            | $795.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1552 | 2055-05-01      | 5.0000%  |  | $3565636.24        | $3550531.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $154845897.15      | $159492254.70      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  |  | $770.62            | $628.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  |  | $13558543.25       | $11806035.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $61148853.88       | $62423229.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $4773009.76        | $4157268.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBN6701 | 2049-06-01      | 5.5000%  |  | $78.92             | $81.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  |  | $163.99            | $151.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  |  | $131.38            | $131.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  |  | $68128.56          | $56613.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  |  | $222.40            | $218.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $7277853.06        | $7518250.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKBM6148 | 2049-10-01      | 3.5000%  |  | $160519.35         | $145248.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $602.27            | $588.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $3232066.46        | $3268971.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  |  | $562568.68         | $515897.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  |  | $600.12            | $514.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  |  | $1072.80           | $1107.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7882 | 2053-02-01      | 5.5000%  |  | $615.57            | $632.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $1582089.12        | $1600995.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  |  | $732.47            | $783.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  |  | $551.14            | $586.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $639.75            | $640.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  |  | $13960.39          | $14103.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0145 | 2055-09-01      | 6.5000%  |  | $833.70            | $885.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  |  | $1359827.53        | $1388565.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  |  | $3443149.92        | $3499791.65        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $458202.06         | $440186.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  |  | $19.31             | $19.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  |  | $51008.58          | $51496.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7266 | 2054-06-01      | 5.5000%  |  | $11205541.73       | $11314241.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  |  | $5311819.27        | $5324024.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI4750 | 2054-05-01      | 6.5000%  |  | $628.44            | $666.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $2985.16           | $3050.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $7369.39           | $7504.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  |  | $728.26            | $739.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3LSE5000 | 2045-08-01      | 3.0000%  |  | $101.07            | $91.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  |  | $1244.19           | $1262.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  |  | $220187.57         | $188802.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $553.34            | $470.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0188 | 2041-09-01      | 2.0000%  |  | $531.60            | $462.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  |  | $762.90            | $694.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6899 | 2049-04-01      | 4.5000%  |  | $36978.35          | $36313.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $183.12            | $179.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  |  | $727.66            | $715.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  |  | $1731862.31        | $1700730.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN6074 | 2049-05-01      | 4.5000%  |  | $158.24            | $153.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0547 | 2042-12-01      | 4.0000%  |  | $112.42            | $108.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  |  | $107.20            | $97.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  |  | $84.56             | $77.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9924 | 2028-05-01      | 3.0000%  |  | $155.55            | $153.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  |  | $280.75            | $251.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  |  | $866.47            | $824.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6387 | 2054-11-01      | 5.0000%  |  | $823.69            | $815.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  |  | $807.71            | $799.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  |  | $822.38            | $815.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $712.56            | $710.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $111.87            | $103.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $153065.39         | $155240.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA6432 | 2050-07-01      | 3.5000%  |  | $6372623.21        | $5907290.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  |  | $625.87            | $630.98            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $4421254.32        | $4368741.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3616 | 2055-07-01      | 6.0000%  |  | $780.72            | $810.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $2506.43           | $2600.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  |  | $771.05            | $786.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6938 | 2056-01-01      | 4.5000%  |  | $2071440.39        | $2020489.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $522.28            | $536.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  |  | $153.65            | $155.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  |  | $23353953.46       | $22948785.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $588.92            | $575.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $693.52            | $700.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4708 | 2031-05-01      | 4.0000%  |  | $234337.66         | $232413.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  |  | $137.29            | $128.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA8776 | 2050-04-01      | 4.0000%  |  | $204.09            | $194.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8623 | 2047-01-01      | 3.0000%  |  | $251.26            | $226.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5423 | 2055-05-01      | 6.5000%  |  | $461.88            | $487.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $41106086.26       | $41484079.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE3186 | 2055-07-01      | 5.5000%  |  | $831.53            | $847.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $2409.09           | $2557.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  |  | $76.37             | $71.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4067 | 2054-10-01      | 6.0000%  |  | $719.18            | $741.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  |  | $658.37            | $710.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC4445 | 2054-11-01      | 4.5000%  |  | $750.75            | $727.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $1583923.40        | $1611039.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $1534.35           | $1574.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5519 | 2056-03-01      | 6.0000%  |  | $4145822.03        | $4313053.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9995 | 2056-01-01      | 5.0000%  |  | $836.33            | $830.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9992 | 2056-01-01      | 5.0000%  |  | $1699144.68        | $1690798.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $829.48            | $843.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9069 | 2056-01-01      | 5.5000%  |  | $836.24            | $849.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9092 | 2056-01-01      | 6.0000%  |  | $819.42            | $850.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  |  | $839.63            | $852.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8795 | 2056-01-01      | 5.0000%  |  | $966286.53         | $958268.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  |  | $211.90            | $190.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7730 | 2046-08-01      | 3.0000%  |  | $206.39            | $185.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  |  | $263.72            | $236.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7234 | 2046-05-01      | 3.0000%  |  | $1457392.69        | $1309812.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  |  | $109.55            | $105.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $128.54            | $123.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5820 | 2045-09-01      | 3.5000%  |  | $144.96            | $135.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8721 | 2053-04-01      | 4.5000%  |  | $731.36            | $707.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $42216942.02       | $42776593.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $675971.93         | $658454.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $74392606.00       | $74666056.71       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $489.85            | $397.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA3592 | 2050-09-01      | 3.5000%  |  | $353.55            | $326.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  |  | $693.33            | $645.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  |  | $7176.87           | $6869.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIBJ9151 | 2033-01-01      | 2.5000%  |  | $52304.28          | $49905.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  |  | $518.22            | $418.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  |  | $16274314.66       | $14626746.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5884 | 2045-09-01      | 3.5000%  |  | $8506101.70        | $7944124.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  |  | $129.81            | $120.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $65130646.64       | $52610264.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $29641672.53       | $29458450.77       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  |  | $248.64            | $225.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5569 | 2053-06-01      | 5.5000%  |  | $633.08            | $645.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  |  | $210036.29         | $218310.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9661 | 2055-06-01      | 5.5000%  |  | $697.57            | $705.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0976 | 2055-01-01      | 6.5000%  |  | $2072540.36        | $2188422.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $1365.13           | $1450.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  |  | $547.73            | $563.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  |  | $50402526.97       | $53454091.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6363 | 2055-12-01      | 6.5000%  |  | $837.04            | $892.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6432 | 2055-12-01      | 4.5000%  |  | $2227704.05        | $2156631.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $127299.20         | $129328.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8278 | 2053-03-01      | 5.5000%  |  | $697.34            | $708.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  |  | $4809773.10        | $5016464.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6448 | 2056-01-01      | 5.5000%  |  | $1007942.59        | $1030662.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $22183.12          | $22173.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  |  | $234.82            | $231.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $91.00             | $85.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $1146325.22        | $1139553.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $135.10            | $133.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5712 | 2045-08-01      | 3.5000%  |  | $264104.38         | $246656.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5309 | 2045-07-01      | 3.5000%  |  | $12806331.77       | $12078707.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $12046636.87       | $11281777.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4336 | 2045-01-01      | 3.5000%  |  | $145.02            | $136.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $19481.63          | $18194.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2676 | 2029-06-01      | 3.0000%  |  | $37180.88          | $36686.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  |  | $74.52             | $71.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $116.63            | $109.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $916.70            | $946.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $1288.07           | $1247.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $73439.29          | $62149.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $28129.41          | $23796.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $656.28            | $684.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $1404806.04        | $1201922.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $177694.29         | $177897.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5565 | 2052-11-01      | 5.0000%  |  | $691.82            | $689.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  |  | $9017301.90        | $8365075.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAR1938 | 2027-12-01      | 2.5000%  |  | $32263.35          | $31886.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR2574 | 2043-02-01      | 3.5000%  |  | $261820.89         | $246098.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  |  | $34746.57          | $33611.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  |  | $37502.09          | $35165.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ0527 | 2042-11-01      | 3.5000%  |  | $11594030.19       | $10871773.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP4793 | 2042-09-01      | 3.5000%  |  | $251.86            | $237.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  |  | $3131015.20        | $2805776.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  |  | $1211.29           | $988.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  |  | $573.85            | $486.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  |  | $629.49            | $506.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  |  | $152504.62         | $129037.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $570.85            | $512.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  |  | $562.26            | $453.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $20622696.28       | $21522471.38       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $3530.43           | $3470.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  |  | $775.53            | $793.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $2202248.56        | $2129255.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6758 | 2056-01-01      | 4.5000%  |  | $836.28            | $808.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  |  | $9275565.10        | $9468873.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  |  | $833.80            | $828.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA4545 | 2052-01-01      | 2.5000%  |  | $828.33            | $704.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  |  | $194.30            | $191.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  |  | $720.38            | $732.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $122540.29         | $114444.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD5043 | 2054-02-01      | 7.0000%  |  | $563.77            | $612.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $581.79            | $474.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0405 | 2055-10-01      | 4.5000%  |  | $831.68            | $806.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  |  | $21433398.91       | $21839187.94       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8530 | 2055-09-01      | 6.5000%  |  | $561.91            | $591.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  |  | $146631.15         | $150000.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  |  | $787.96            | $815.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3548 | 2055-02-01      | 4.0000%  |  | $825.67            | $779.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  |  | $497.29            | $401.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  |  | $1874105.89        | $1608081.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $499.15            | $405.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7011 | 2050-09-01      | 2.0000%  |  | $500.62            | $410.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $469.64            | $401.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $586.59            | $474.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $11303596.84       | $9213766.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6631 | 2050-08-01      | 2.0000%  |  | $1278.27           | $1041.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $4384589.56        | $4047819.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $38175.69          | $35889.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  |  | $45478.78          | $40377.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1851 | 2052-05-01      | 4.0000%  |  | $542.00            | $513.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  |  | $1902057.30        | $1911314.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0599 | 2051-04-01      | 2.0000%  |  | $54126.04          | $44287.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6269 | 2051-02-01      | 2.0000%  |  | $554.10            | $454.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $181695.49         | $161174.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $6107114.18        | $5471404.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  |  | $156.14            | $152.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2615 | 2050-03-01      | 3.0000%  |  | $56028.43          | $49718.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7385 | 2045-09-01      | 3.5000%  |  | $293.27            | $274.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7285 | 2045-09-01      | 3.5000%  |  | $261.18            | $244.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $23400.67          | $21914.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7013 | 2045-07-01      | 3.5000%  |  | $8489602.39        | $7950533.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $68802.24          | $67514.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAL6425 | 2029-10-01      | 2.5000%  |  | $10178.48          | $9938.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  |  | $129.14            | $124.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL5779 | 2043-09-01      | 3.0000%  |  | $8484730.25        | $7766868.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  |  | $20667.93          | $20507.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  |  | $23.17             | $22.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  |  | $5703687.36        | $5406179.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $136.75            | $125.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5219 | 2050-02-01      | 3.0000%  |  | $194.31            | $172.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $241.81            | $229.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  |  | $85.12             | $78.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  |  | $393.90            | $372.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  |  | $201.60            | $203.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  |  | $63578.95          | $63447.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $148.94            | $148.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  |  | $400549.84         | $391377.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $16354133.08       | $16245832.39       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  |  | $732948.90         | $642061.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  |  | $709024.38         | $665681.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  |  | $9275648.97        | $8853488.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  |  | $29818472.71       | $29405993.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $1507.08           | $1442.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0011 | 2055-10-01      | 5.0000%  |  | $1515114.02        | $1504932.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  |  | $5903.74           | $6091.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  |  | $830.54            | $843.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6582 | 2050-08-01      | 2.5000%  |  | $443.45            | $379.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $381.57            | $324.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $887453.64         | $884489.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $75289.32          | $76453.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $425.39            | $361.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  |  | $391.20            | $331.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  |  | $87.31             | $86.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  |  | $31896.11          | $31018.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $19179.18          | $19511.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  |  | $7.07              | $7.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  |  | $547.05            | $488.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM4706 | 2033-09-01      | 4.0000%  |  | $26249.55          | $25942.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  |  | $664.64            | $701.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  |  | $684.68            | $730.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  |  | $93325.96          | $97570.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0136 | 2055-09-01      | 5.5000%  |  | $814.43            | $831.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4952 | 2055-11-01      | 5.5000%  |  | $835.59            | $852.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1673 | 2056-02-01      | 5.0000%  |  | $9033466.71        | $9014647.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY4264 | 2045-06-01      | 3.5000%  |  | $281.62            | $263.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  |  | $760.11            | $733.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1637 | 2053-10-01      | 6.0000%  |  | $6852078.11        | $7086894.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  |  | $106321.87         | $96056.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  |  | $4600949.53        | $3828928.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  |  | $616.07            | $644.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6618 | 2055-09-01      | 6.0000%  |  | $743.70            | $771.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $4702346.05        | $4943214.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  |  | $372.77            | $402.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  |  | $431.35            | $380.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  |  | $654.23            | $678.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $683.40            | $661.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  |  | $25554.77          | $25489.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $29272738.90       | $24904862.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  |  | $153064.61         | $147214.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  |  | $441149.69         | $437247.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM1100 | 2045-02-01      | 3.5000%  |  | $171.13            | $160.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  |  | $17599.38          | $16907.41          | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  |  | $1290.39           | $1162.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $150594.99         | $141374.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7616 | 2048-09-01      | 5.0000%  |  | $23082.11          | $23228.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  |  | $1735632.58        | $1771804.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  |  | $834.21            | $843.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  |  | $2405404.95        | $2390755.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  |  | $664.41            | $679.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE7252 | 2055-09-01      | 6.5000%  |  | $746.94            | $785.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  |  | $696.93            | $719.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  |  | $657901.70         | $684917.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6909 | 2054-12-01      | 5.0000%  |  | $812.96            | $808.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $749.26            | $790.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  |  | $695.30            | $691.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $6931904.61        | $6999903.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  |  | $16009277.06       | $17089232.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $229.93            | $220.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA1427 | 2033-03-01      | 3.0000%  |  | $303.97            | $294.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $669.38            | $675.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  |  | $497.43            | $513.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  |  | $15353.48          | $15228.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4455 | 2053-07-01      | 5.0000%  |  | $666.99            | $667.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2799 | 2053-04-01      | 6.0000%  |  | $772.55            | $800.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  |  | $1139.23           | $1176.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2239 | 2038-08-01      | 4.5000%  |  | $177.50            | $178.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $5331033.12        | $5015486.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  |  | $10551160.70       | $9926694.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $948718.80         | $891396.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1214 | 2055-10-01      | 5.5000%  |  | $2933311.61        | $3010183.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  |  | $116848.35         | $124489.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  |  | $779.87            | $775.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  |  | $747.94            | $723.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9401 | 2054-10-01      | 6.0000%  |  | $627.26            | $652.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  |  | $7189098.68        | $6220706.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  |  | $703.00            | $712.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8339 | 2053-07-01      | 3.5000%  |  | $754.78            | $688.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3047 | 2053-01-01      | 6.0000%  |  | $659.68            | $694.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  |  | $621.56            | $620.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $507.41            | $524.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $55399673.80       | $56857547.01       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  |  | $649.96            | $573.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  |  | $20693896.53       | $20296263.30       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1501 | 2052-08-01      | 4.0000%  |  | $628.88            | $594.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $601.21            | $514.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  |  | $1205.88           | $1034.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $20969.50          | $21742.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $3341.77           | $3490.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $3339.33           | $3523.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  |  | $1191624.01        | $1241092.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  |  | $6573.19           | $6696.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $39308174.59       | $38891420.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  |  | $7574327.38        | $7911400.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1067 | 2054-06-01      | 6.0000%  |  | $95574.33          | $98945.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  |  | $1141868.09        | $1190290.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2323 | 2053-02-01      | 6.0000%  |  | $7294445.80        | $7519868.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7534 | 2053-11-01      | 7.0000%  |  | $524.52            | $567.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0147 | 2055-09-01      | 5.5000%  |  | $1416778.61        | $1441437.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0595 | 2055-09-01      | 5.5000%  |  | $802.99            | $811.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  |  | $191653.84         | $190819.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2365 | 2055-10-01      | 6.5000%  |  | $836.07            | $883.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  |  | $47700053.67       | $48665004.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  |  | $259810.90         | $245222.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  |  | $8008680.38        | $8254012.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1429.38           | $1420.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $681.91            | $700.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  |  | $570.57            | $488.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0451 | 2042-09-01      | 3.5000%  |  | $125.76            | $117.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  |  | $1958940.40        | $1946430.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  |  | $26.22             | $26.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.490 CA824295 | 2035-06-01      | 4.4900%  |  | $38704.34          | $38274.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $121250.69         | $122687.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $8.94              | $9.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $7.13              | $7.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  |  | $218.93            | $204.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  |  | $168.83            | $157.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $235.37            | $219.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  |  | $2662279.41        | $2426302.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX9517 | 2045-02-01      | 3.5000%  |  | $8333176.21        | $7785281.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX4277 | 2045-01-01      | 3.0000%  |  | $1692476.59        | $1540351.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $172.49            | $165.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7421 | 2042-01-01      | 4.0000%  |  | $333.04            | $321.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $297032.28         | $300447.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $8262085.50        | $8064208.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  |  | $349.37            | $364.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $62807826.79       | $65491123.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA4118 | 2050-04-01      | 4.0000%  |  | $829.12            | $790.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  |  | $59374545.34       | $49990629.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  |  | $2423770.05        | $2469823.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA2926 | 2053-04-01      | 4.5000%  |  | $834.97            | $808.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV1360 | 2028-11-01      | 3.5000%  |  | $17179.17          | $17050.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  |  | $540698.59         | $534126.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  |  | $53.33             | $52.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAU1307 | 2033-07-01      | 3.5000%  |  | $84.08             | $82.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU0100 | 2043-06-01      | 3.5000%  |  | $1393316.57        | $1306505.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT9636 | 2043-07-01      | 3.5000%  |  | $8356523.43        | $7846261.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  |  | $835.60            | $768.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $176.50            | $161.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8393 | 2043-06-01      | 3.5000%  |  | $339.05            | $318.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT4192 | 2043-05-01      | 3.5000%  |  | $310.78            | $291.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $96344.49          | $91851.43          | Agency Mortgage-Backed Securities         |

### Security 204: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  3.650%, 5/1/2026
- **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: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $692000000.00
- **C.18.a - Value (excl. sponsor support):** $692000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $9182281.52        | $8213198.84        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $10767598.39       | $10587693.36       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $22939243.42       | $21363304.64       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $22296411.96       | $19927343.88       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $24651646.76       | $22907529.05       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $19251585.64       | $17864979.48       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $17340571.48       | $15668622.49       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $13381009.15       | $12361221.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $198381324.99      | $167705797.07      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $49816856.83       | $40205247.82       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $16739581.10       | $15957511.59       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $23452646.74       | $21097805.57       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $9311018.94        | $8653255.45        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $119914233.64      | $98477299.32       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $6231202.85        | $5347492.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $76369304.00       | $64536941.04       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $5346279.62        | $5100309.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $21372904.40       | $19678662.39       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $18179756.70       | $17330402.51       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $143072.40         | $143451.22         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $3464335.45        | $3573324.60        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $11538504.81       | $10993428.40       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785597 M     | 2049-09-20      | 3.5000%  |  | $864479.80         | $800222.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $32584798.15       | $27964693.75       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $34727416.34       | $31048972.66       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $20857589.72       | $20500716.36       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $12250492.59       | $12076315.09       | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $2567977.40        | $2562604.80        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $2979786.60        | $2942118.68        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $622.80            | $590.74            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $331952.40         | $320535.85         | U.S. Treasuries (including strips) |

### Security 205: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  3.640%, 5/1/2026
- **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):** $450004425.00
- **C.18.a - Value (excl. sponsor support):** $450004425.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $51294774.59       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $51294774.59       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $40000000.00       | $41035819.67       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51046315.71       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51046315.71       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51046315.71       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51046315.71       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51046315.71       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51046315.71       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $11540000.00       | $11781489.67       | U.S. Treasuries (including strips) |

### Security 206: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  3.650%, 5/1/2026
- **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: 937LKK006, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  |  | $1366396.43        | $1041116.96        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  |  | $152155326.49      | $122399999.89      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $1182927.64        | $904343.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8082 | 2050-10-01      | 1.5000%  |  | $105603727.46      | $80733873.60       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8127 | 2051-02-01      | 1.5000%  |  | $131570293.55      | $100930773.68      | Agency Mortgage-Backed Securities         |

### Security 207: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  3.650%, 5/1/2026
- **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:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51357948.12       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51357948.12       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51357948.12       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $25000000.00       | $25678974.06       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49041015.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $51000000.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $51000000.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $427000.00         | $435540.00         | U.S. Treasuries (including strips) |
| UST - 0.7500 - 08/31/2026 | 2026-08-31      | 0.7500%  |  | $15000000.00       | $15288648.10       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $52657451.92       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $30000000.00       | $31594471.15       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 02/15/2036 | 2036-02-15      | 4.5000%  |  | $50000000.00       | $52209944.75       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 02/15/2036 | 2036-02-15      | 4.5000%  |  | $2000000.00        | $2088397.79        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  |  | $50000000.00       | $48614402.24       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  |  | $50000000.00       | $48614402.24       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 02/29/2028 | 2028-02-29      | 1.1250%  |  | $50000000.00       | $47624490.49       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 02/29/2028 | 2028-02-29      | 1.1250%  |  | $50000000.00       | $47624490.49       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 02/29/2028 | 2028-02-29      | 1.1250%  |  | $50000000.00       | $47624490.49       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51287840.99       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51287840.99       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51287840.99       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50526867.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $20000000.00       | $20210747.08       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 11/15/2030 | 2030-11-15      | 0.8750%  |  | $50000000.00       | $43655701.55       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 11/15/2030 | 2030-11-15      | 0.8750%  |  | $50000000.00       | $43655701.55       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $47199123.51       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $49457286.63       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 08/15/2044 | 2044-08-15      | 3.1250%  |  | $50000000.00       | $39102611.08       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $40000000.00       | $40379753.43       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $27978000.00       | $28960798.85       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $10000000.00       | $9394507.64        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  |  | $38500000.00       | $37872290.92       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $19164235.15       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $40446000.00       | $39737332.36       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $50000000.00       | $44686347.27       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $50000000.00       | $44686347.27       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $20000000.00       | $17874538.91       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49898932.62       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49898932.62       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19959573.05       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50638507.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50638507.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $7830000.00        | $7929990.28        | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41993085.57       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44353753.65       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $15000000.00       | $13306126.09       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $50000000.00       | $50110172.27       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $50000000.00       | $50110172.27       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $50000000.00       | $50110172.27       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $50000000.00       | $50110172.27       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $50000000.00       | $50110172.27       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $45000000.00       | $45099155.04       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $43752386.63       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $43752386.63       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $43752386.63       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $6250000.00        | $5469048.33        | U.S. Treasuries (including strips) |
| UST - 2.3750 - 02/15/2042 | 2042-02-15      | 2.3750%  |  | $50000000.00       | $36375558.62       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 02/15/2042 | 2042-02-15      | 2.3750%  |  | $20300000.00       | $14768476.80       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $43000000.00       | $43004388.92       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $50571533.73       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $30000000.00       | $30342920.24       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2039 | 2039-02-15      | 3.5000%  |  | $31962000.00       | $28828426.22       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43759506.02       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43759506.02       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43759506.02       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43759506.02       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43759506.02       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43759506.02       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43759506.02       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43759506.02       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43759506.02       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43759506.02       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $49480131.58       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $49480131.58       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51231622.73       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $10000000.00       | $10246324.55       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50389762.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50389762.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50389762.38       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $48232303.18       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $48232303.18       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $48232303.18       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $48232303.18       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $48232303.18       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $10000000.00       | $9646460.64        | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $51328048.84       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $51328048.84       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $48000000.00       | $49274926.89       | U.S. Treasuries (including strips) |

### Security 208: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.670%, 5/4/2026
- **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):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE W 30     | 2030-03-31      | 4.0000%  |  | $847106500.00      | $850431129.16      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28 | 2028-01-31      | 3.5000%  |  | $1238299300.00     | $1240782055.89     | U.S. Treasuries (including strips) |

### Security 209: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.640%, 5/1/2026
- **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):** $3200000000.00
- **C.18.a - Value (excl. sponsor support):** $3200000000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/4 BOND 55 | 2055-08-15      | 4.7500%  |  | $182253800.00      | $177351709.47      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55 | 2055-05-15      | 4.7500%  |  | $531920000.00      | $523664478.17      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54 | 2054-02-15      | 4.2500%  |  | $622593000.00      | $556957281.85      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52 | 2052-05-15      | 2.8750%  |  | $812639000.00      | $567900333.12      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51 | 2051-05-15      | 2.3750%  |  | $885629600.00      | $557885436.80      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41 | 2041-05-15      | 4.3750%  |  | $333396800.00      | $325347319.24      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53 | 2053-05-15      | 3.6250%  |  | $686027000.00      | $555223554.69      | U.S. Treasuries (including strips) |

### Security 210: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.710%, 9/28/2026
- **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):** $823700000.00
- **C.18.a - Value (excl. sponsor support):** $823700000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **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 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  |  | $60781130.14       | $60306125.61       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $45616841.06       | $45372790.97       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $51970108.97       | $52183186.42       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $47793531.14       | $49408359.01       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $56157464.71       | $57675456.21       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $446.75            | $439.53            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $78972502.76       | $79455848.81       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $66454440.68       | $65747596.74       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  |  | $80545319.49       | $75762745.35       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $55.84             | $53.00             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $31973911.93       | $27746884.81       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $558.44            | $451.74            | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  |  | $955603.69         | $1061422.67        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $72140818.73       | $71335028.25       | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8252%  |  | $279.22            | $279.32            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $71480406.78       | $69935002.33       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $27921978.05       | $28794233.80       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $11539056.41       | $10696550.31       | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $223.38            | $220.46            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $10278714.96       | $10365007.90       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $114895483.78      | $116693989.50      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $29471595.09       | $29201487.11       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $2887138.31        | $2903222.98        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $893.51            | $902.33            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE V 31  | 2031-02-28      | 3.5000%  |  | $1573741.67        | $1544881.82        | U.S. Treasuries (including strips) |

### Security 211: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 6/16/2026
- **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):** $499500000.00
- **C.18.a - Value (excl. sponsor support):** $499500000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $841.26            | $827.65            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $210.32            | $202.82            | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $118172998.17      | $120230129.44      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $251.43            | $254.15            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  |  | $1703032.11        | $1690411.70        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $6826.01           | $4846.09           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $2469948.63        | $2503061.09        | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.8032%  |  | $52.58             | $52.62             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $2279770.58        | $2341513.06        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $229950398.37      | $230177385.80      | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $152326084.24      | $155464469.46      | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26    | 2026-09-03      | 0.0000%  |  | $49371.63          | $48749.55          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $210.32            | $216.00            | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $3095129.62        | $1753548.93        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $841.26            | $849.58            | U.S. Treasuries (including strips) |

### Security 212: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.660%, 5/4/2026
- **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):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  |  | $822254310.00      | $815248703.28      | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $68851080.00       | $66731843.75       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  |  | $44675010.00       | $44325874.80       | U.S. Treasuries (including strips) |

### Security 213: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.650%, 5/1/2026
- **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: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLBO9169  | 2049-12-01      | 3.0000%  |  | $79832.30          | $71264.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY7032  | 2053-08-01      | 6.5000%  |  | $284.73            | $305.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4311  | 2053-03-01      | 6.5000%  |  | $170.94            | $183.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBY3665  | 2053-05-01      | 7.5000%  |  | $435.88            | $471.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5696  | 2049-02-01      | 4.0000%  |  | $59.75             | $57.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9128  | 2046-02-01      | 4.5000%  |  | $695917.38         | $692375.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG4600  | 2053-05-01      | 7.0000%  |  | $146.91            | $159.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA8296  | 2050-12-01      | 4.5000%  |  | $150245.74         | $147833.40         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C69107 G  | 2032-07-01      | 6.5000%  |  | $5.66              | $5.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3189  | 2049-10-01      | 3.0000%  |  | $157.29            | $139.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8278  | 2054-01-01      | 7.5000%  |  | $119.33            | $130.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7346  | 2053-10-01      | 6.5000%  |  | $232.69            | $244.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3943  | 2049-08-01      | 4.0000%  |  | $4469.83           | $4272.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK8848  | 2048-08-01      | 5.0000%  |  | $48.02             | $48.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8562  | 2030-04-01      | 2.5000%  |  | $21.89             | $21.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1976  | 2054-08-01      | 5.5000%  |  | $129.50            | $132.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE1755  | 2055-06-01      | 5.5000%  |  | $170.67            | $172.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3313  | 2055-01-01      | 6.5000%  |  | $126.79            | $134.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKMA2627  | 2046-05-01      | 4.0000%  |  | $14203.07          | $13324.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF1157  | 2052-09-01      | 6.5000%  |  | $110.71            | $117.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBW6967  | 2053-01-01      | 7.0000%  |  | $510.76            | $565.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $2963981.61        | $2385563.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7533  | 2052-08-01      | 4.5000%  |  | $125399.51         | $121634.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0438  | 2055-05-01      | 6.0000%  |  | $3552222.74        | $3649565.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL3559  | 2052-04-01      | 2.5000%  |  | $216004.15         | $184957.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3863  | 2052-08-01      | 3.5000%  |  | $1037983.34        | $947862.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8055  | 2050-04-01      | 2.5000%  |  | $88.68             | $75.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5809  | 2055-01-01      | 6.5000%  |  | $85.50             | $89.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6291  | 2055-10-01      | 6.0000%  |  | $478312.63         | $495359.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX6541  | 2055-01-01      | 6.0000%  |  | $712800.88         | $731293.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4878  | 2053-11-01      | 6.5000%  |  | $167620.85         | $175224.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7417  | 2055-12-01      | 5.5000%  |  | $1730522.08        | $1757413.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF1743  | 2052-10-01      | 4.0000%  |  | $144.40            | $137.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4719  | 2053-06-01      | 6.5000%  |  | $136.92            | $147.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2951  | 2056-04-01      | 5.0000%  |  | $634714.41         | $631865.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9452  | 2051-11-01      | 2.0000%  |  | $319300.39         | $260880.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3692  | 2053-05-01      | 5.5000%  |  | $508.34            | $522.99            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL7034  | 2043-11-01      | 5.9130%  |  | $20.88             | $21.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M      | 2055-01-20      | 3.5000%  |  | $8589750.62        | $7785745.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307  | 2043-01-01      | 3.0000%  |  | $105.55            | $100.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA4395  | 2039-10-01      | 3.5000%  |  | $123296.79         | $117838.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD1240  | 2051-11-01      | 3.0000%  |  | $375.16            | $331.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8509  | 2046-12-01      | 3.0000%  |  | $193046.04         | $175433.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1784  | 2051-10-01      | 2.5000%  |  | $257.81            | $219.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0125  | 2041-10-01      | 2.0000%  |  | $472.12            | $411.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8546  | 2029-12-01      | 2.5000%  |  | $26970.33          | $26281.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY1161  | 2053-04-01      | 5.5000%  |  | $502.25            | $515.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA2807  | 2049-01-01      | 4.0000%  |  | $2434047.87        | $2304170.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX3761  | 2052-12-01      | 6.0000%  |  | $245.68            | $255.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU8838  | 2052-05-01      | 4.0000%  |  | $917343.04         | $869358.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258  | 2052-10-01      | 5.0000%  |  | $134.77            | $133.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $93668.64          | $95911.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1701  | 2051-06-01      | 3.0000%  |  | $299.80            | $265.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4995  | 2052-03-01      | 3.5000%  |  | $254.82            | $234.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1812  | 2053-11-01      | 6.0000%  |  | $145.93            | $150.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  |  | $294.04            | $301.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8504  | 2055-02-01      | 4.5000%  |  | $166.18            | $160.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5841  | 2056-04-01      | 5.0000%  |  | $1756044.27        | $1742424.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5983  | 2050-01-01      | 3.0000%  |  | $100.41            | $89.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC9127  | 2055-07-01      | 4.5000%  |  | $175.26            | $169.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3265  | 2056-01-01      | 5.5000%  |  | $430562.22         | $434600.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8504  | 2052-08-01      | 5.0000%  |  | $118.05            | $117.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2855  | 2052-02-01      | 2.5000%  |  | $253.29            | $218.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2614  | 2052-11-01      | 5.0000%  |  | $140.88            | $140.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9939  | 2053-12-01      | 7.0000%  |  | $519.77            | $563.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD2230  | 2051-08-01      | 2.0000%  |  | $111026.43         | $89597.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA2389  | 2050-04-01      | 4.5000%  |  | $115.87            | $113.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7322  | 2050-10-01      | 2.0000%  |  | $230.05            | $189.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU0525  | 2051-10-01      | 3.0000%  |  | $959.10            | $843.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3745  | 2055-03-01      | 6.0000%  |  | $148.19            | $152.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBM4345  | 2040-06-01      | 6.5000%  |  | $105.85            | $111.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5353  | 2054-05-01      | 5.5000%  |  | $300032.05         | $302975.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204  | 2040-12-01      | 2.0000%  |  | $9366780.38        | $8205272.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8928  | 2054-09-01      | 6.0000%  |  | $140.33            | $145.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782  | 2052-10-01      | 3.5000%  |  | $6498.12           | $5926.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW3383  | 2052-07-01      | 4.5000%  |  | $74056.23          | $71717.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4165  | 2052-03-01      | 2.5000%  |  | $814.14            | $687.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3121  | 2052-03-01      | 3.0000%  |  | $270.84            | $237.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV3042  | 2052-02-01      | 2.5000%  |  | $751520.74         | $635165.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU0952  | 2051-10-01      | 2.0000%  |  | $396.11            | $319.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7274  | 2051-09-01      | 2.5000%  |  | $1017.74           | $869.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1915  | 2052-02-01      | 3.0000%  |  | $126.72            | $112.01            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6422  | 2037-08-01      | 4.1700%  |  | $887.10            | $841.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3432  | 2051-01-01      | 2.0000%  |  | $120.17            | $96.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5487  | 2050-06-01      | 3.0000%  |  | $209.14            | $187.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO8257  | 2049-11-01      | 3.5000%  |  | $49.54             | $45.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3251  | 2049-11-01      | 3.0000%  |  | $768.46            | $694.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN8937  | 2049-06-01      | 3.5000%  |  | $42.57             | $39.64             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7482  | 2054-01-01      | 4.1850%  |  | $165.57            | $162.15            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSBM8039  | 2050-11-01      | 0.0000%  |  | $177.42            | $183.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBU4862  | 2054-07-01      | 6.5000%  |  | $174.67            | $182.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4877  | 2048-11-01      | 4.0000%  |  | $28.50             | $27.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTBM3972  | 2038-04-01      | 2.5000%  |  | $20307.39          | $18900.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3051  | 2047-11-01      | 4.5000%  |  | $361992.51         | $356006.96         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  |  | $370.10            | $352.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6251  | 2053-11-01      | 6.5000%  |  | $304249.86         | $325139.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3813  | 2052-11-01      | 4.5000%  |  | $49456.49          | $47894.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1369  | 2050-04-01      | 4.0000%  |  | $36157.50          | $34576.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS0518  | 2041-07-01      | 6.0000%  |  | $170481.03         | $176756.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4322  | 2055-10-01      | 3.0000%  |  | $2154762.51        | $1896007.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2767  | 2055-09-01      | 6.0000%  |  | $534664.91         | $557996.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2500  | 2055-08-01      | 6.5000%  |  | $144.01            | $152.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0582  | 2046-11-01      | 3.5000%  |  | $617.19            | $580.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0455  | 2054-05-01      | 6.5000%  |  | $138.74            | $146.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0104  | 2051-02-01      | 3.5000%  |  | $550534.15         | $515356.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2921  | 2056-04-01      | 5.0000%  |  | $1018876.08        | $1012983.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1306  | 2056-03-01      | 5.0000%  |  | $667.74            | $663.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG0794  | 2056-02-01      | 5.0000%  |  | $525377.54         | $523667.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9940  | 2055-02-01      | 4.5000%  |  | $2052130.24        | $1998577.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470  | 2054-11-01      | 5.0000%  |  | $3444025.05        | $3432817.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8984  | 2054-08-01      | 5.5000%  |  | $305.12            | $313.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  |  | $980519.21         | $1009374.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBK2255  | 2050-04-01      | 3.0000%  |  | $257805.25         | $230411.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345  | 2043-10-01      | 3.0000%  |  | $187.71            | $173.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9644  | 2046-11-01      | 3.0000%  |  | $141.32            | $127.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1509  | 2046-08-01      | 3.0000%  |  | $45.02             | $40.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6363  | 2055-12-01      | 6.5000%  |  | $624.08            | $665.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4684  | 2055-11-01      | 5.0000%  |  | $176.66            | $176.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4157  | 2055-11-01      | 6.5000%  |  | $327.01            | $343.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2760  | 2056-03-01      | 5.0000%  |  | $460263.47         | $460822.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1975  | 2055-11-01      | 6.5000%  |  | $187142.72         | $197979.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9821  | 2055-09-01      | 7.0000%  |  | $891881.94         | $951913.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4241  | 2055-03-01      | 5.5000%  |  | $58503.03          | $59471.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7461  | 2054-11-01      | 6.5000%  |  | $333199.38         | $354781.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC3998  | 2054-10-01      | 6.5000%  |  | $510604.99         | $532460.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373  | 2053-11-01      | 6.0000%  |  | $13101.79          | $13463.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  |  | $136.95            | $109.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8184  | 2051-12-01      | 3.0000%  |  | $116.60            | $103.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $796.46            | $673.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8194  | 2052-02-01      | 2.5000%  |  | $9961.16           | $8405.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189  | 2052-01-01      | 2.5000%  |  | $42446.45          | $35831.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8134  | 2051-03-01      | 2.0000%  |  | $265.15            | $213.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7552  | 2052-01-01      | 2.5000%  |  | $282978.97         | $241939.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4930  | 2052-06-01      | 3.5000%  |  | $25701.91          | $23526.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4697  | 2054-02-01      | 6.0000%  |  | $506533.56         | $526277.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1275  | 2052-07-01      | 4.5000%  |  | $124.42            | $120.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1205  | 2052-07-01      | 3.0000%  |  | $320.28            | $281.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  |  | $148.72            | $128.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0193  | 2047-12-01      | 3.5000%  |  | $183.02            | $171.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2871  | 2049-01-01      | 5.0000%  |  | $17.66             | $17.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3505  | 2049-02-01      | 4.0000%  |  | $44.67             | $42.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3757  | 2042-09-01      | 3.5000%  |  | $964.51            | $907.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431  | 2042-03-01      | 3.5000%  |  | $199674.04         | $187467.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL555408  | 2033-04-01      | 5.0000%  |  | $5.98              | $6.04              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8580  | 2038-04-01      | 3.5100%  |  | $177.42            | $160.29            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08528 G  | 2043-04-01      | 3.0000%  |  | $55.00             | $50.35             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G16134 G  | 2032-01-01      | 3.0000%  |  | $65.39             | $63.72             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G06964 G  | 2038-11-01      | 5.5000%  |  | $198.04            | $205.20            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G05801 G  | 2032-12-01      | 7.5000%  |  | $107.14            | $111.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7061  | 2053-09-01      | 6.5000%  |  | $120664.81         | $128670.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6993  | 2053-07-01      | 5.5000%  |  | $790.32            | $808.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6673  | 2053-07-01      | 5.5000%  |  | $168038.70         | $172048.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6527  | 2053-06-01      | 5.5000%  |  | $133.31            | $135.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6523  | 2053-06-01      | 5.5000%  |  | $484006.60         | $498567.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6404  | 2053-06-01      | 5.5000%  |  | $8477654.03        | $8691380.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6061  | 2053-04-01      | 5.0000%  |  | $2188735.98        | $2178365.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  |  | $2435523.14        | $2455070.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5450  | 2053-01-01      | 5.0000%  |  | $430.09            | $428.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5153  | 2052-11-01      | 6.5000%  |  | $1268395.61        | $1355893.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5139  | 2052-11-01      | 5.5000%  |  | $4056232.79        | $4100184.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4798  | 2052-10-01      | 5.0000%  |  | $40736.55          | $40535.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3615  | 2052-05-01      | 4.0000%  |  | $412.39            | $389.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3122  | 2052-03-01      | 3.0000%  |  | $458511.60         | $402782.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3031  | 2052-03-01      | 2.5000%  |  | $134.98            | $114.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618  | 2051-01-01      | 3.0000%  |  | $290.55            | $261.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8970  | 2051-02-01      | 3.0000%  |  | $313.54            | $281.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4128  | 2049-09-01      | 3.0000%  |  | $138.15            | $122.76            | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G05740 G  | 2036-01-01      | 7.0000%  |  | $265.86            | $282.19            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $115088.78         | $117628.16         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.4360%  |  | $285.15            | $282.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8432  | 2053-01-01      | 6.5000%  |  | $95.43             | $99.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8321  | 2052-12-01      | 6.0000%  |  | $86.38             | $89.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7927  | 2052-09-01      | 4.5000%  |  | $389.36            | $377.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779  | 2052-08-01      | 4.5000%  |  | $170294.17         | $164691.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  |  | $2778869.51        | $2768687.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  |  | $265.95            | $289.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8165  | 2053-08-01      | 5.0000%  |  | $310.19            | $310.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M      | 2055-09-20      | 6.0000%  |  | $12991164.12       | $13317233.68       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0555 M      | 2055-08-20      | 5.0000%  |  | $885899.40         | $883087.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCA4385  | 2049-07-01      | 6.0000%  |  | $197.96            | $205.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9936  | 2053-12-01      | 7.0000%  |  | $519.97            | $563.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9931  | 2053-12-01      | 7.0000%  |  | $130.61            | $140.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9929  | 2053-12-01      | 7.0000%  |  | $135.67            | $146.37            | Agency Mortgage-Backed Securities         |
| USTR TINT 11/15/35         | 2035-11-15      | 0.0000%  |  | $27.71             | $18.06             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32       | 2032-01-15      | 0.1250%  |  | $20.91             | $19.38             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 29       | 2029-12-31      | 3.8750%  |  | $408.06            | $411.49            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32       | 2032-05-31      | 4.1250%  |  | $35.48             | $36.00             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29      | 2029-10-31      | 4.1250%  |  | $32388329.03       | $32521121.18       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29      | 2029-06-30      | 4.2500%  |  | $141.94            | $145.08            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28      | 2028-08-31      | 4.3750%  |  | $9737625.81        | $9898803.36        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26      | 2026-10-15      | 0.1250%  |  | $84.84             | $85.76             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27       | 2027-12-31      | 0.6250%  |  | $17.74             | $16.84             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIN A 29       | 2029-01-15      | 0.8750%  |  | $696727.66         | $695706.94         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36         | 2036-02-15      | 4.5000%  |  | $141.94            | $144.97            | U.S. Treasuries (including strips)        |
| FNMA MNRM CL011A1 R19M011  | 2029-06-25      | 2.6500%  |  | $17070.89          | $16395.65          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $464.84            | $441.87            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-02-25      | 3.4650%  |  | $222.13            | $213.92            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $13.83             | $13.81             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-01-25      | 3.7940%  |  | $738.60            | $699.59            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2036-10-25      | 2.3610%  |  | $928.97            | $747.85            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 3.9000%  |  | $381.27            | $375.25            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.3500%  |  | $36.66             | $36.64             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $153.13            | $152.84            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009  | 2029-06-25      | 2.9370%  |  | $8257.91           | $8005.85           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-003 FD      | 2053-01-20      | 4.5501%  |  | $4565297.14        | $4561420.87        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5663NT 05/25/56  | 2056-05-25      | 4.5000%  |  | $177.42            | $172.10            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-140 FB      | 2055-08-20      | 4.7201%  |  | $167.47            | $168.76            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 4.7401%  |  | $350114.91         | $352832.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FB      | 2054-10-20      | 4.6401%  |  | $12852.73          | $12867.09          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-103 FC      | 2055-06-20      | 5.1901%  |  | $159379.71         | $160568.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 4.5901%  |  | $470.67            | $472.65            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.0401%  |  | $2040040.53        | $2063980.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA      | 2055-07-20      | 4.7901%  |  | $158.04            | $159.56            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-046 FL      | 2056-03-20      | 5.0301%  |  | $15230.66          | $15236.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 4.9401%  |  | $583800.30         | $586090.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  |  | $198412.83         | $164809.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FC      | 2052-10-20      | 4.9401%  |  | $406.47            | $408.00            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 KF      | 2055-07-20      | 4.6901%  |  | $6887693.02        | $6933150.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 4.9401%  |  | $207389.90         | $209662.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-038 FJ      | 2056-02-20      | 4.4401%  |  | $256129.92         | $256136.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-153 FK      | 2053-10-20      | 5.0401%  |  | $50.36             | $51.00             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 FE      | 2055-06-20      | 4.7401%  |  | $2687258.61        | $2729324.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 4.6401%  |  | $113300.75         | $113925.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF      | 2053-07-20      | 4.6901%  |  | $265395.36         | $267002.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-120 FB      | 2053-08-20      | 4.7501%  |  | $1515234.20        | $1526802.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 5.3901%  |  | $4354898.64        | $4406370.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC      | 2055-02-20      | 4.7501%  |  | $2764583.60        | $2787365.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 4.8901%  |  | $6537.35           | $6589.84           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL123ND R03F123  | 2033-12-25      | 6.0000%  |  | $166.43            | $171.72            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FB      | 2054-04-20      | 4.6701%  |  | $1087938.94        | $1092924.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 KF      | 2056-03-20      | 4.8901%  |  | $34359847.48       | $34258533.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-218 FA      | 2055-12-20      | 4.6401%  |  | $3328.66           | $3297.34           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-203 FA      | 2055-11-20      | 5.0401%  |  | $2051738.43        | $2051492.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.7901%  |  | $1464878.86        | $1478772.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 5.3901%  |  | $59258.25          | $59958.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FG      | 2055-02-20      | 5.2901%  |  | $1420330.45        | $1432994.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 4.6601%  |  | $75367.66          | $75453.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-186 FA      | 2054-11-20      | 5.2401%  |  | $11132.52          | $11220.48          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 4.7401%  |  | $2340587.48        | $2341223.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF      | 2054-11-20      | 4.7401%  |  | $1882249.47        | $1888981.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.7001%  |  | $13418185.31       | $13503063.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 4.7501%  |  | $2281537.85        | $2298337.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FE      | 2054-08-20      | 4.8901%  |  | $4237162.35        | $4266785.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 4.9401%  |  | $323.27            | $326.20            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-021 FA      | 2054-02-20      | 4.8401%  |  | $7965.31           | $8018.84           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $177.42            | $178.56            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 KF      | 2053-12-20      | 4.9401%  |  | $1960619.99        | $1981985.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 4.8901%  |  | $4525535.95        | $4562416.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.1401%  |  | $48.93             | $49.65             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-137 FA      | 2053-09-20      | 4.8901%  |  | $806986.94         | $815209.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 NF      | 2053-09-20      | 4.9401%  |  | $1496316.50        | $1512617.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FB      | 2053-11-20      | 5.1401%  |  | $80.30             | $81.47             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 5.5401%  |  | $105.04            | $107.37            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 4.6401%  |  | $1812881.35        | $1822906.45        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5605ED 12/25/52  | 2052-12-25      | 4.5000%  |  | $1419138.37        | $1407368.04        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5597FB 11/25/55  | 2055-11-25      | 4.9452%  |  | $4205098.20        | $4216362.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468FL 11/25/54  | 2054-11-25      | 4.8952%  |  | $35662.95          | $35938.30          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4680BQ 05/15/47  | 2047-05-15      | 3.5000%  |  | $35400.21          | $32347.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 4.7901%  |  | $7117918.88        | $7156779.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 FE      | 2053-06-20      | 4.5901%  |  | $154.13            | $154.78            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 4.6401%  |  | $313186.89         | $313804.16         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4253PB 08/15/41  | 2041-08-15      | 3.5000%  |  | $23415.86          | $22103.84          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.8952%  |  | $696.53            | $701.30            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC008PB R16F008  | 2046-03-25      | 3.0000%  |  | $187.35            | $158.67            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 4.6401%  |  | $769153.24         | $770020.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.6401%  |  | $74346.42          | $74487.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 4.5401%  |  | $3714379.92        | $3703917.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-021 FB      | 2053-02-20      | 4.5201%  |  | $110.93            | $110.80            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 DF      | 2053-01-20      | 4.5901%  |  | $132.03            | $132.32            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 4.7401%  |  | $3134382.18        | $3135735.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 4.7401%  |  | $257.02            | $257.13            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  |  | $762.96            | $721.22            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 4.6401%  |  | $621024.13         | $606593.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 4.5401%  |  | $1399571.04        | $1394174.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FC      | 2054-04-20      | 4.7701%  |  | $103.77            | $104.41            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-010 FB      | 2052-01-20      | 3.0000%  |  | $17941396.63       | $15332992.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-89 FH       | 2049-07-20      | 4.1755%  |  | $644316.02         | $630428.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.6401%  |  | $196.82            | $195.29            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLBY9895  | 2053-10-01      | 5.5000%  |  | $343.18            | $351.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9886  | 2053-11-01      | 6.5000%  |  | $229.56            | $245.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  |  | $240.59            | $257.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4728  | 2053-06-01      | 6.5000%  |  | $661.01            | $708.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY4716  | 2053-06-01      | 7.0000%  |  | $139470.61         | $153226.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  |  | $326.19            | $359.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3014  | 2053-05-01      | 6.5000%  |  | $799.97            | $856.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7207  | 2053-03-01      | 7.0000%  |  | $135.74            | $146.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7206  | 2053-03-01      | 6.5000%  |  | $33802.84          | $36053.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4353  | 2053-04-01      | 6.5000%  |  | $138.79            | $148.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4371  | 2053-04-01      | 6.5000%  |  | $158.23            | $169.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW5096  | 2053-01-01      | 6.5000%  |  | $171532.10         | $182841.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW4879  | 2053-04-01      | 3.0000%  |  | $723353.54         | $634450.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  |  | $248.16            | $266.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG5399  | 2053-06-01      | 7.0000%  |  | $142.16            | $156.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3846  | 2053-05-01      | 7.0000%  |  | $299.24            | $329.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3845  | 2053-05-01      | 6.5000%  |  | $170.78            | $183.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3136  | 2053-04-01      | 6.5000%  |  | $136.09            | $144.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG2532  | 2053-04-01      | 7.0000%  |  | $67.09             | $72.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1307  | 2053-04-01      | 6.0000%  |  | $140.91            | $148.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5634  | 2053-01-01      | 5.5000%  |  | $2772138.47        | $2816715.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF1529  | 2052-10-01      | 6.0000%  |  | $169.40            | $177.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1312  | 2052-09-01      | 5.5000%  |  | $168.97            | $172.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9678  | 2052-09-01      | 5.5000%  |  | $209628.76         | $214170.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE5099  | 2052-07-01      | 4.0000%  |  | $146.49            | $138.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0896  | 2052-04-01      | 4.0000%  |  | $118.25            | $112.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC7496  | 2051-09-01      | 3.0000%  |  | $244.78            | $216.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1023  | 2049-07-01      | 3.5000%  |  | $75.91             | $70.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA0639  | 2049-06-01      | 4.0000%  |  | $43.16             | $40.94             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087  | 2037-11-01      | 2.4000%  |  | $699.92            | $553.16            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.770 WNWN0077  | 2040-03-01      | 2.7700%  |  | $1236.08           | $971.34            | Agency Mortgage-Backed Securities         |
| FMAC FKAR WV0297           | 2036-01-01      | 4.2120%  |  | $177.42            | $177.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4242  | 2053-11-01      | 5.5000%  |  | $664583.54         | $679882.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7030 C      | 2055-01-20      | 7.0000%  |  | $30357.59          | $32964.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7712 M      | 2051-11-20      | 6.0000%  |  | $3139.04           | $3291.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  |  | $255.92            | $228.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5710 M      | 2049-01-20      | 4.0000%  |  | $16080.59          | $15301.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6225 M      | 2044-12-20      | 6.5000%  |  | $1629.40           | $1763.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7388  | 2056-02-01      | 5.5000%  |  | $445644.79         | $453899.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0102  | 2056-03-01      | 5.0000%  |  | $1686398.61        | $1667996.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2557  | 2055-08-01      | 6.0000%  |  | $162.27            | $170.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1338  | 2055-06-01      | 6.0000%  |  | $134.60            | $138.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ7409  | 2055-11-01      | 6.5000%  |  | $176.70            | $186.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ6952  | 2055-10-01      | 5.0000%  |  | $163.46            | $161.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQZ2289  | 2055-08-01      | 7.0000%  |  | $505.87            | $539.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1833  | 2055-09-01      | 6.5000%  |  | $254231.22         | $266312.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  |  | $80568.25          | $82880.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3717  | 2053-09-01      | 5.5000%  |  | $1768111.61        | $1815368.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7752  | 2050-11-01      | 3.0000%  |  | $197.87            | $177.90            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03463 G  | 2037-11-01      | 6.0000%  |  | $64385.11          | $67864.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6524  | 2053-06-01      | 5.5000%  |  | $273.20            | $280.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9928  | 2053-12-01      | 6.5000%  |  | $434.95            | $465.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2817  | 2046-09-01      | 3.0000%  |  | $83.74             | $75.41             | Agency Mortgage-Backed Securities         |

### Security 214: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.640%, 5/1/2026
- **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):** $1567000000.00
- **C.18.a - Value (excl. sponsor support):** $1567000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE BA 28 | 2028-04-30      | 3.7500%  |  | $449549894.09      | $447967478.47      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  |  | $70.68             | $70.64             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $4911983.09        | $4888428.64        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $6305036.90        | $6318705.24        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $70.68             | $70.25             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $1696.35           | $1705.71           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $116031508.34      | $115315593.94      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $282.72            | $280.25            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  |  | $70.68             | $70.92             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $777.49            | $782.86            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $706.81            | $717.87            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $213422714.12      | $216283887.32      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $70.68             | $72.19             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $29883898.65       | $30057098.13       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $8070014.66        | $8219567.50        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $70.68             | $71.72             | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $150.77            | $156.52            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $141.36            | $144.42            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $282.72            | $283.23            | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  |  | $861339.37         | $866897.91         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $494.77            | $500.66            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $5409507.35        | $5398430.97        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $26339453.50       | $25088614.18       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $212.04            | $201.82            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $17587083.49       | $16829147.10       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $91.99             | $92.15             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $56899134.15       | $56780037.73       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $279967.84         | $279161.06         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  |  | $61587977.00       | $61716463.65       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $141.36            | $140.26            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $70.68             | $71.42             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $420680339.92      | $425417595.66      | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $23960.89          | $23841.23          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $70.68             | $73.07             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $8267568.34        | $8345340.80        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $212.04            | $216.74            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $7570723.36        | $7550045.83        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  |  | $353.41            | $350.47            | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $70.68             | $70.87             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $141.36            | $143.70            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $159051418.85      | $161148992.46      | U.S. Treasuries (including strips) |

### Security 215: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.660%, 5/7/2026
- **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: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 5.14 FCOR 27-41 AC   | 2041-02-11      | 5.1400%  |  | $1949000.00        | $1937439.40        | Agency Debentures and Agency Strips       |
| FCSB 5.15 FCOR 31-46 F    | 2046-01-29      | 5.1500%  |  | $6878000.00        | $6866452.22        | Agency Debentures and Agency Strips       |
| FCSB 3.00 FCSB 30 AU      | 2030-01-17      | 3.0000%  |  | $149000.00         | $144537.95         | Agency Debentures and Agency Strips       |
| FHLB 4.00 FHOR 26-28 4B   | 2028-10-20      | 4.0000%  |  | $1300000.00        | $1297414.44        | Agency Debentures and Agency Strips       |
| FMAC FERA 5605GF 12/25/55 | 2055-12-25      | 4.8452%  |  | $52480190.56       | $52462396.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-001 AF     | 2056-01-20      | 4.7401%  |  | $35901629.36       | $35917523.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-167 F      | 2054-10-20      | 4.7401%  |  | $2360821.12        | $2358166.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FG     | 2052-01-20      | 3.0000%  |  | $30880720.49       | $26511695.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-202 FB     | 2054-12-20      | 4.7001%  |  | $1164659.51        | $1172173.42        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5606FG 11/25/55 | 2055-12-25      | 4.8452%  |  | $48281450.06       | $48330211.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-221 FA     | 2051-12-20      | 3.5000%  |  | $35769369.95       | $31390563.20       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL018FC R26F018 | 2056-04-25      | 4.9452%  |  | $962.19            | $957.34            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  |  | $189.43            | $169.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  |  | $991.25            | $980.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  |  | $650.84            | $678.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2245 | 2054-08-01      | 6.0000%  |  | $780.99            | $805.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $884.88            | $897.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4274 | 2056-02-01      | 5.5000%  |  | $975.57            | $985.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1308 | 2055-05-01      | 5.5000%  |  | $928.01            | $937.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4749 | 2055-06-01      | 5.5000%  |  | $944.72            | $953.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $415856.64         | $350717.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1202 | 2055-10-01      | 5.0000%  |  | $1020.16           | $1016.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8456 | 2051-04-01      | 2.5000%  |  | $634.51            | $545.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFA5303 | 2041-05-01      | 4.0000%  |  | $1013.00           | $989.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8833 | 2054-07-01      | 5.5000%  |  | $878.26            | $898.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2069 | 2050-11-01      | 2.5000%  |  | $1585.61           | $1343.26           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783279 X     | 2039-07-15      | 5.5000%  |  | $81.46             | $86.50             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8273 C     | 2056-04-20      | 6.0000%  |  | $1000.00           | $1037.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7465 C     | 2065-03-20      | 7.0000%  |  | $502.46            | $525.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M     | 2055-09-20      | 6.0000%  |  | $958.22            | $982.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5379 | 2045-12-01      | 5.5000%  |  | $376079.02         | $381836.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5546 | 2051-07-01      | 3.0000%  |  | $653.10            | $572.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $1186.39           | $1200.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $867.81            | $878.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA2480 | 2050-07-01      | 2.5000%  |  | $436.95            | $371.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH2147 | 2053-09-01      | 6.5000%  |  | $545.97            | $570.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1059 | 2053-09-01      | 6.0000%  |  | $498.29            | $514.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9692 C     | 2056-04-20      | 6.5000%  |  | $1040.00           | $1112.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9618 C     | 2056-03-20      | 5.5000%  |  | $998.97            | $1006.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9559 C     | 2056-04-20      | 6.5000%  |  | $1000.00           | $1060.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8148 C     | 2056-03-20      | 6.5000%  |  | $997.84            | $1072.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5618 C     | 2055-09-20      | 7.0000%  |  | $2083425.62        | $2192471.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0811 C     | 2055-09-20      | 7.5000%  |  | $992.14            | $1067.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD7530 C     | 2054-09-20      | 7.0000%  |  | $984.49            | $1048.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX8670 C     | 2053-10-20      | 6.5000%  |  | $472.32            | $505.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX8471 C     | 2053-10-20      | 6.5000%  |  | $645.05            | $681.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX6094 C     | 2053-11-20      | 7.5000%  |  | $691.44            | $745.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW1360 C     | 2053-10-20      | 7.0000%  |  | $966355.08         | $1014036.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0334 C     | 2053-09-20      | 7.0000%  |  | $2386498.85        | $2560035.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT5725 C     | 2053-09-20      | 7.5000%  |  | $789.93            | $823.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9721 M     | 2054-06-20      | 3.5000%  |  | $12925481.71       | $11803154.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9417 M     | 2053-12-20      | 2.5000%  |  | $807.04            | $693.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M     | 2053-04-20      | 5.5000%  |  | $656.49            | $669.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  |  | $735.45            | $736.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4931 | 2054-09-01      | 5.5000%  |  | $35690210.22       | $36554397.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  |  | $710.49            | $571.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  |  | $728.71            | $665.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA3021 | 2050-07-01      | 2.5000%  |  | $3635783.73        | $3082413.41        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783252 X     | 2040-09-15      | 5.0000%  |  | $195516.98         | $200573.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005304 M     | 2042-02-20      | 3.5000%  |  | $71.06             | $66.90             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5528 M     | 2048-10-20      | 4.0000%  |  | $94.04             | $89.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  |  | $808.90            | $649.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ0510 | 2055-08-01      | 5.5000%  |  | $975.40            | $995.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M     | 2051-08-20      | 2.0000%  |  | $655.78            | $538.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5369 | 2045-10-01      | 5.5000%  |  | $902.99            | $918.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1329 C     | 2056-03-20      | 6.5000%  |  | $999.02            | $1068.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV7430 C     | 2053-07-20      | 6.0000%  |  | $954.83            | $1033.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $817.05            | $827.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M     | 2055-10-20      | 6.0000%  |  | $53778303.27       | $55134771.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $126.26            | $116.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788447 C     | 2055-11-20      | 6.5000%  |  | $1018.06           | $1067.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9691 C     | 2056-04-20      | 6.5000%  |  | $1000.00           | $1069.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M     | 2051-02-20      | 2.5000%  |  | $1647.43           | $1414.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX5467 C     | 2053-10-20      | 6.5000%  |  | $885.50            | $953.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA1975 | 2055-12-01      | 6.5000%  |  | $996.41            | $1045.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  |  | $894.43            | $895.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM5591 C     | 2065-09-20      | 7.0000%  |  | $1915.01           | $2008.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2961 C     | 2056-02-20      | 6.5000%  |  | $1006.19           | $1075.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8041 M     | 2052-05-20      | 2.0000%  |  | $818.94            | $672.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5839 | 2056-01-01      | 5.5000%  |  | $1015.59           | $1034.28           | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $85283800.00       | $86618782.00       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $1000.00           | $987.36            | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $1700.00           | $1724.63           | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $100.00            | $86.75             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  |  | $376.49            | $356.19            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $100.00            | $95.82             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $100.00            | $99.99             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $711900.00         | $709337.37         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $1030300.00        | $1027369.28        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  |  | $399203.97         | $372131.94         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $34670600.00       | $31449781.71       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $33100.00          | $29592.65          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $9643600.00        | $9104941.00        | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $100.00            | $86.78             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $144.58            | $111.98            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  |  | $20440800.00       | $20485112.49       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $600.00            | $596.31            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $100.00            | $98.69             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $39485300.00       | $39856735.60       | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $1372363.25        | $1272162.30        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $100.00            | $102.21            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  |  | $129712.84         | $131111.25         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $200.00            | $196.57            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $392800.00         | $393377.87         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $400.00            | $385.75            | U.S. Treasuries (including strips)        |
| FNMA MNRA CL017A2 R21M017 | 2031-07-25      | 1.7140%  |  | $1003.00           | $887.16            | Agency Mortgage-Backed Securities         |

### Security 216: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.650%, 5/6/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $71751000.00       | $73504749.04       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $891800.00         | $881675.21         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $31766187.60       | $32977815.83       | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  |  | $107.57            | $106.21            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $89387300.00       | $89934389.14       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $400.00            | $385.75            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $1717400.00        | $1699132.84        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $1488327.65        | $1379659.74        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $26300.00          | $24698.71          | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $21000700.00       | $19961543.36       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $382.25            | $366.08            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $1700.00           | $1638.14           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $1682400.00        | $1475273.04        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $5243772.25        | $5045555.40        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $58712000.00       | $57830530.15       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $8188800.00        | $8048525.40        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $8568700.00        | $6931503.58        | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $149235900.00      | $124294598.74      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $36812500.00       | $25706305.02       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $7900.00           | $4739.60           | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $100.00            | $69.52             | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $259.65            | $184.34            | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $132.48            | $95.48             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $1300.00           | $844.83            | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $19155625.18       | $15917956.23       | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  |  | $284.18            | $210.25            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $200.00            | $204.28            | U.S. Treasuries (including strips) |
| USTR BILL 05/19/26    | 2026-05-19      | 0.0000%  |  | $4998600.00        | $4989137.65        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  |  | $24220900.00       | $24324168.39       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  |  | $1871200.00        | $1856576.57        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE B 36  | 2036-02-15      | 4.1250%  |  | $800.00            | $788.37            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $4844400.00        | $4920231.36        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $6307394.14        | $6437345.84        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $5512900.00        | $5443210.62        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $800.00            | $804.64            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $400.00            | $390.50            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $100.00            | $104.36            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $400.00            | $403.71            | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $264.95            | $190.96            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $600.00            | $601.30            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $110664400.00      | $90064014.06       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $100.00            | $77.46             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $100.00            | $97.94             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $100.00            | $61.97             | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $81129074.52       | $81333090.39       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $1003.96           | $949.84            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  |  | $117784943.82      | $62522076.77       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $622500.00         | $592391.29         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $1821600.00        | $1146607.73        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $200.00            | $205.16            | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $1000.00           | $735.62            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $9824300.00        | $9655420.28        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $1035.28           | $965.07            | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $1618300.00        | $1613696.70        | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $1440558.58        | $816149.98         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $638.57            | $624.26            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $989800.00         | $979331.88         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $4555200.00        | $4615274.08        | U.S. Treasuries (including strips) |

### Security 217: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.650%, 5/1/2026
- **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: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  |  | $710.49            | $571.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  |  | $509.75            | $412.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  |  | $1985.89           | $1747.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2681 | 2055-08-01      | 6.5000%  |  | $914.51            | $974.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6417 | 2056-04-01      | 5.0000%  |  | $2021611.56        | $2012412.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2960 | 2056-01-01      | 6.0000%  |  | $1000.24           | $1027.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF8376 | 2056-02-01      | 6.5000%  |  | $248430.41         | $263100.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX0467 | 2052-12-01      | 4.5000%  |  | $815.18            | $789.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6403 | 2055-09-01      | 6.0000%  |  | $804.56            | $825.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL6036 | 2034-09-01      | 4.0000%  |  | $126.22            | $124.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8360 | 2054-06-01      | 6.5000%  |  | $710.54            | $752.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5369 | 2045-10-01      | 5.5000%  |  | $902.99            | $918.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5436 | 2051-06-01      | 2.0000%  |  | $701.70            | $564.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA3765 | 2050-10-01      | 2.5000%  |  | $494.94            | $421.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1059 | 2053-09-01      | 6.0000%  |  | $497.79            | $513.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $754.67            | $764.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $794.19            | $669.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0425 M     | 2055-06-20      | 6.0000%  |  | $720.17            | $738.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $867.81            | $878.30            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-100 FJ     | 2055-06-20      | 4.8401%  |  | $6010055.40        | $6084913.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-006 FE     | 2052-01-20      | 3.5000%  |  | $41609418.82       | $36981337.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 F      | 2051-11-20      | 3.9401%  |  | $33283631.39       | $30058164.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-191 FA     | 2048-10-20      | 4.0755%  |  | $9429285.94        | $9222700.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FM     | 2055-07-20      | 4.9901%  |  | $44164080.50       | $44638409.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-202 FB     | 2054-12-20      | 4.7001%  |  | $1436.99           | $1446.26           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 KF     | 2053-01-20      | 4.3901%  |  | $14901168.28       | $14903142.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 DF     | 2051-09-20      | 3.5000%  |  | $58041776.74       | $51301746.34       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL018FC R26F018 | 2056-04-25      | 4.9452%  |  | $962.19            | $957.34            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  |  | $550.72            | $566.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M     | 2055-12-20      | 5.0000%  |  | $990.84            | $987.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2961 C     | 2056-02-20      | 6.5000%  |  | $1006.19           | $1075.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8130 C     | 2056-02-20      | 6.5000%  |  | $999.01            | $1073.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5421 | 2052-04-01      | 2.5000%  |  | $873.04            | $740.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0670 | 2051-09-01      | 3.0000%  |  | $643.26            | $573.63            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783252 X     | 2040-09-15      | 5.0000%  |  | $51.99             | $53.33             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783685 X     | 2042-10-15      | 3.0000%  |  | $59887.79          | $55214.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5621 C     | 2055-10-20      | 7.0000%  |  | $997.09            | $1051.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4872 C     | 2055-05-20      | 7.0000%  |  | $991.09            | $1056.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ1248 C     | 2065-05-20      | 7.0000%  |  | $927.88            | $973.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8947 C     | 2055-03-20      | 7.5000%  |  | $898.82            | $967.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX6599 C     | 2053-10-20      | 7.0000%  |  | $571.65            | $609.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6286 C     | 2053-09-20      | 7.0000%  |  | $809.22            | $862.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6243 C     | 2053-08-20      | 7.0000%  |  | $507.07            | $537.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6242 C     | 2053-08-20      | 7.0000%  |  | $772.33            | $822.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0335 C     | 2053-09-20      | 7.0000%  |  | $603.79            | $639.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT5725 C     | 2053-09-20      | 7.5000%  |  | $789.93            | $823.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9601 M     | 2054-04-20      | 3.5000%  |  | $882.86            | $804.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M     | 2052-08-20      | 4.5000%  |  | $724.52            | $706.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  |  | $712.12            | $635.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $126.51            | $116.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA5181 | 2056-02-01      | 6.5000%  |  | $1027.71           | $1095.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA1975 | 2055-12-01      | 6.5000%  |  | $996.41            | $1045.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL1564 | 2052-06-01      | 3.0000%  |  | $377745.84         | $332382.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8967 | 2055-11-01      | 6.5000%  |  | $995.75            | $1046.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2245 | 2054-08-01      | 6.0000%  |  | $8914.28           | $9196.58           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737796 X     | 2040-12-15      | 3.5000%  |  | $47.28             | $43.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX0785 C     | 2053-09-20      | 7.0000%  |  | $745.17            | $793.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1308 | 2055-05-01      | 5.5000%  |  | $927.09            | $936.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB0660 | 2056-04-01      | 5.0000%  |  | $1008.00           | $999.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC1630 | 2051-05-01      | 2.0000%  |  | $775.42            | $620.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2624 C     | 2056-03-20      | 7.0000%  |  | $1005.12           | $1061.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0481 M     | 2055-07-20      | 3.5000%  |  | $9488040.27        | $8599954.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3455 | 2052-11-01      | 5.0000%  |  | $743.51            | $744.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC2335 | 2056-04-01      | 5.0000%  |  | $1055.10           | $1048.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0811 C     | 2055-09-20      | 7.5000%  |  | $1532.69           | $1649.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLRA4524 | 2051-02-01      | 1.5000%  |  | $1360.68           | $1043.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1508 | 2052-07-01      | 4.5000%  |  | $799.66            | $778.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M     | 2055-10-20      | 6.0000%  |  | $973.43            | $997.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4218 C     | 2055-07-20      | 6.5000%  |  | $992.77            | $1073.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDF7585 | 2056-02-01      | 7.0000%  |  | $1001.92           | $1076.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  |  | $1920709.31        | $1813057.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  |  | $917.69            | $919.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  |  | $650.84            | $678.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  |  | $45862542.55       | $47798084.52       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ9904 | 2055-12-01      | 6.5000%  |  | $487344.87         | $515845.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX8471 C     | 2053-10-20      | 6.5000%  |  | $645.05            | $681.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $263.14            | $223.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  |  | $5954263.88        | $5964533.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2635 C     | 2056-04-20      | 6.5000%  |  | $10559371.00       | $11194750.64       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8274 C     | 2056-04-20      | 6.5000%  |  | $1000.00           | $1060.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG4941 | 2056-02-01      | 6.0000%  |  | $998.98            | $1037.13           | Agency Mortgage-Backed Securities         |
| FHLB 5.40 FHOR 27-46 V    | 2046-01-29      | 5.4000%  |  | $2040000.00        | $2025924.00        | Agency Debentures and Agency Strips       |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $200.00            | $198.77            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $25048500.00       | $25378840.17       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $100.00            | $99.92             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $200.00            | $203.37            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  |  | $9047256.72        | $9233658.00        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $800.00            | $789.89            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $100.00            | $87.33             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $46200.00          | $44266.57          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 56        | 2056-02-15      | 2.3750%  |  | $201.60            | $188.20            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  |  | $207.06            | $193.01            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $400.00            | $355.51            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $17915200.00       | $10748214.34       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $783400.00         | $577188.52         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  |  | $1136.73           | $841.02            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $1362100.00        | $1337357.39        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $100.00            | $100.77            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $3705076.43        | $3658460.12        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $200.00            | $190.33            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $23000.00          | $22601.68          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  |  | $35043420.52       | $29120408.69       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $100.00            | $101.74            | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $1158000.00        | $1157769.87        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $2455300.00        | $2493733.81        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $1296900.00        | $1309712.01        | U.S. Treasuries (including strips)        |

### Security 218: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  3.650%, 5/1/2026
- **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: 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:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLFA5068 | 2055-01-01      | 5.5000%  |  | $1029.10           | $1042.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA4884 | 2055-11-01      | 6.0000%  |  | $1823.64           | $1903.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2233 | 2054-07-01      | 6.0000%  |  | $1974778.85        | $2030505.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9033 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1015.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG8321 | 2056-04-01      | 5.5000%  |  | $1000.00           | $1017.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDG6620 | 2041-05-01      | 5.5000%  |  | $1000.00           | $1030.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3726 | 2056-03-01      | 5.0000%  |  | $1031.15           | $1019.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1380 | 2056-03-01      | 5.5000%  |  | $999.10            | $1017.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6526 | 2053-06-01      | 5.5000%  |  | $33122480.85       | $33937974.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4788 | 2052-10-01      | 5.0000%  |  | $11726432.55       | $11687685.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0865 | 2047-12-01      | 4.0000%  |  | $22896607.71       | $21914325.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH6866 | 2047-08-01      | 4.0000%  |  | $2829768.98        | $2699322.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3291 | 2055-07-01      | 6.5000%  |  | $1445947.97        | $1525157.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8863 | 2055-08-01      | 6.0000%  |  | $1328926.84        | $1377135.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  |  | $983.41            | $1038.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8113 | 2046-10-01      | 3.0000%  |  | $4629549.38        | $4211485.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4767 | 2049-11-01      | 3.5000%  |  | $7054580.39        | $6544918.31        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81757 G | 2045-05-01      | 4.0000%  |  | $3670394.93        | $3525694.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  |  | $186215.70         | $163580.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  |  | $5623465.75        | $5779366.96        | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A91595 G | 2040-03-01      | 5.5000%  |  | $99937.76          | $101391.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  |  | $4252498.14        | $4617259.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1128 | 2055-04-01      | 5.0000%  |  | $33651490.32       | $33479725.64       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL0419 | 2053-10-01      | 3.0000%  |  | $1837.20           | $1613.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7174 | 2055-07-01      | 6.5000%  |  | $6133230.57        | $6448522.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE4826 | 2040-10-01      | 4.5000%  |  | $271402.36         | $267195.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $2764.46           | $2834.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $2312.50           | $2333.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $30185.81          | $29204.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CWMA2024 | 2029-07-01      | 4.0000%  |  | $60267.27          | $60087.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA1662 | 2033-11-01      | 4.0000%  |  | $178994.70         | $176845.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL883992 | 2036-04-01      | 6.0000%  |  | $100807.16         | $104140.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX0541 | 2054-11-01      | 5.0000%  |  | $7868898.58        | $7783558.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8501 | 2054-01-01      | 5.5000%  |  | $24042096.04       | $24323618.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7909 | 2054-02-01      | 6.0000%  |  | $18312016.33       | $19094366.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $3368.61           | $3344.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7010 | 2053-06-01      | 5.0000%  |  | $1691.34           | $1690.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS5871 | 2051-07-01      | 2.0000%  |  | $165862.42         | $134031.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5265 | 2053-07-01      | 5.0000%  |  | $23878541.58       | $23822135.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7016 | 2045-06-01      | 3.5000%  |  | $6437234.42        | $6044604.60        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U91254 G | 2043-04-01      | 4.0000%  |  | $34129.48          | $33072.77          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V84652 G | 2048-09-01      | 4.5000%  |  | $1358780.71        | $1336828.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1385 | 2053-05-01      | 4.0000%  |  | $579024.75         | $546351.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG8139 | 2056-04-01      | 6.0000%  |  | $1000.00           | $1041.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF4752 | 2052-12-01      | 5.5000%  |  | $7467220.04        | $7678098.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0874 | 2055-08-01      | 6.0000%  |  | $1837.62           | $1903.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV6374 | 2055-10-01      | 4.5000%  |  | $4261306.80        | $4114155.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1675 | 2055-12-01      | 5.0000%  |  | $5303.60           | $5296.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2007 | 2055-04-01      | 5.5000%  |  | $120836.78         | $121957.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIFA5082 | 2041-04-01      | 4.5000%  |  | $1020.50           | $1022.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4806 | 2056-03-01      | 5.0000%  |  | $2004.31           | $1991.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9493 | 2056-03-01      | 5.5000%  |  | $998.89            | $1018.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5060 | 2055-10-01      | 4.5000%  |  | $11638137.57       | $11283395.50       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY6287 | 2055-06-01      | 5.5000%  |  | $3716534.28        | $3751278.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $169361.37         | $174840.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3040 | 2051-12-01      | 3.0000%  |  | $4592622.17        | $4068859.63        | Agency Mortgage-Backed Securities |

### Security 219: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  3.650%, 5/1/2026
- **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: 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:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DJ2915 C | 2055-07-20      | 6.5000%  |  | $1916147.36        | $2020223.12        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ8013 C | 2064-06-20      | 7.5000%  |  | $76334.03          | $78885.47          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9363 M | 2053-12-20      | 6.0000%  |  | $6105574.61        | $6293951.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8852 M | 2037-11-20      | 7.5000%  |  | $202233.60         | $210724.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $880655.20         | $742685.50         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF3879   | 2059-11-15      | 4.9800%  |  | $40568.84          | $40878.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3346 C | 2055-08-20      | 6.5000%  |  | $3516394.08        | $3710991.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0558 M | 2055-08-20      | 6.5000%  |  | $5062622.87        | $5323302.95        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM1301 C | 2066-03-20      | 5.5000%  |  | $424622.67         | $429433.88         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0778 M | 2040-11-20      | 5.5000%  |  | $1473951.40        | $1481969.04        | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MA4332 M | 2047-03-20      | 5.5000%  |  | $29643.38          | $30292.13          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6952 C | 2050-03-20      | 7.0000%  |  | $352648.55         | $369198.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9241 C | 2055-05-20      | 6.5000%  |  | $4673458.84        | $4932074.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 796727 C | 2038-12-20      | 6.5000%  |  | $60035.52          | $64229.19          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 774031 X | 2047-08-15      | 3.0000%  |  | $628899.52         | $565721.95         | Agency Mortgage-Backed Securities |
| GNMA GNAR AS MA0338 M | 2042-08-20      | 5.3750%  |  | $68929.13          | $69543.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M | 2056-02-20      | 5.0000%  |  | $14433998.03       | $14388181.32       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0620 M | 2055-09-20      | 4.0000%  |  | $90210719.27       | $84372391.75       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0557 M | 2055-08-20      | 6.0000%  |  | $56059997.90       | $57481193.57       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0482 M | 2055-07-20      | 4.0000%  |  | $99630297.15       | $93182445.70       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0462 M | 2040-06-20      | 7.0000%  |  | $131843.20         | $138666.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0305 M | 2055-04-20      | 4.0000%  |  | $235453074.10      | $220215074.32      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  |  | $90319362.76       | $91468275.27       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0258 M | 2055-03-20      | 5.0000%  |  | $203058670.82      | $202414117.52      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $137062.85         | $148231.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0784 M | 2040-12-20      | 4.5000%  |  | $359692.23         | $358096.99         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DQ6707 C | 2065-12-20      | 5.5000%  |  | $309523.01         | $313029.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8552 C | 2056-01-20      | 6.0000%  |  | $1745294.71        | $1844119.12        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP6710 C | 2066-01-20      | 4.5000%  |  | $757912.29         | $730843.45         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP1587 C | 2066-02-20      | 5.0000%  |  | $112056.92         | $111997.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1123 C | 2056-01-20      | 4.5000%  |  | $1245904.99        | $1193013.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0816 C | 2056-01-20      | 6.5000%  |  | $1698831.12        | $1781579.68        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9372 C | 2065-11-20      | 4.5000%  |  | $2362592.76        | $2278158.42        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9891 C | 2065-03-20      | 3.5000%  |  | $133362.38         | $120168.77         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784647 X | 2045-12-15      | 5.0000%  |  | $2702385.58        | $2738213.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AJ4134 C | 2044-08-20      | 3.5000%  |  | $629305.87         | $573249.47         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN0929 C | 2034-09-20      | 6.0000%  |  | $672896.82         | $700518.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $646021.70         | $654039.19         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM1591 C | 2043-02-20      | 2.5000%  |  | $1315563.70        | $1116243.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM0319 C | 2052-06-20      | 4.0000%  |  | $861567.83         | $812466.41         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL4396 X | 2052-03-15      | 4.0000%  |  | $50595.00          | $47670.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4917 C | 2052-01-20      | 3.5000%  |  | $553356.88         | $504657.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI6843 C | 2051-11-20      | 2.5000%  |  | $603231.33         | $516920.32         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI6769 C | 2039-10-20      | 5.5000%  |  | $862402.41         | $889476.29         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CF0263 C | 2038-12-20      | 6.0000%  |  | $349656.80         | $362413.44         | Agency Mortgage-Backed Securities |
| GNMA GNPL LM CD9017   | 2060-04-15      | 3.3000%  |  | $93673.05          | $88325.85          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6700 M | 2050-06-20      | 3.0000%  |  | $8709821.63        | $7586225.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG3425 C | 2051-09-20      | 2.5000%  |  | $121062.34         | $103668.33         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA2882 M | 2045-06-20      | 3.0000%  |  | $619690.68         | $539778.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4904 M | 2047-12-20      | 5.5000%  |  | $538696.57         | $557912.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $21761412.01       | $18674792.67       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6702 M | 2050-06-20      | 4.0000%  |  | $1019448.81        | $940831.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC0192 C | 2036-03-20      | 2.0000%  |  | $2756992.95        | $2511524.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB9182 C | 2051-04-20      | 2.0000%  |  | $1430440.06        | $1174474.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA7248 C | 2051-03-20      | 2.0000%  |  | $2954428.57        | $2400133.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8529 C | 2046-01-20      | 2.5000%  |  | $56993.54          | $48779.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ3855 C | 2050-11-20      | 2.0000%  |  | $762953.38         | $626439.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $417720.80         | $373265.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV4484 C | 2050-06-20      | 4.0000%  |  | $506253.60         | $477215.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5999 C | 2055-10-20      | 6.5000%  |  | $2328640.36        | $2468764.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5984 C | 2055-10-20      | 6.5000%  |  | $3263648.52        | $3444259.19        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3614 C | 2065-09-20      | 4.5000%  |  | $141248.73         | $136200.92         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3441 C | 2065-10-20      | 4.0000%  |  | $1282890.84        | $1195061.85        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3065 C | 2065-10-20      | 4.5000%  |  | $241781.81         | $233141.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1522 C | 2055-10-20      | 5.5000%  |  | $4030482.04        | $4106325.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9596 C | 2055-10-20      | 6.5000%  |  | $1957401.08        | $2064545.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7882 C | 2055-10-20      | 6.5000%  |  | $2945421.58        | $3093346.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7813 C | 2055-09-20      | 6.5000%  |  | $1512869.30        | $1596596.20        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM6732 C | 2065-09-20      | 4.5000%  |  | $189958.55         | $183169.81         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM5787 C | 2065-10-20      | 6.5000%  |  | $6948950.05        | $7321136.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2910 C | 2035-05-20      | 6.0000%  |  | $640598.20         | $657127.12         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DL7525   | 2060-11-15      | 4.6700%  |  | $288267.07         | $280851.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8042 C | 2055-09-20      | 6.5000%  |  | $819480.27         | $868050.13         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL6727 C | 2065-07-20      | 2.0000%  |  | $270382.44         | $209179.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5979 C | 2055-09-20      | 7.0000%  |  | $1901392.87        | $1982133.40        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL4694 C | 2065-07-20      | 3.5000%  |  | $301082.15         | $271296.53         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN BY2815   | 2063-06-15      | 2.7800%  |  | $703613.22         | $613431.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY0361 C | 2050-09-20      | 3.0000%  |  | $123348.64         | $110217.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $889112.48         | $780724.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $487942.22         | $501138.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT3813 C | 2050-05-20      | 4.0000%  |  | $1753619.38        | $1666291.28        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BM2477 X | 2049-09-15      | 2.5000%  |  | $17369.57          | $14936.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AU6347 C | 2046-09-20      | 3.0000%  |  | $478610.00         | $427603.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ3701 C | 2048-10-20      | 4.5000%  |  | $881796.62         | $862186.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI9617 C | 2048-10-20      | 4.5000%  |  | $871204.34         | $843235.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1473928.16        | $1484792.16        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CP0132 C | 2045-07-20      | 3.5000%  |  | $201890.37         | $183660.97         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN5913 C | 2050-01-20      | 3.5000%  |  | $301751.96         | $272831.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO1154 C | 2045-07-20      | 3.0000%  |  | $1498892.48        | $1337500.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9727 M | 2054-06-20      | 6.5000%  |  | $8625902.33        | $9114181.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9608 M | 2054-04-20      | 7.0000%  |  | $122970.75         | $128817.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9487 M | 2054-02-20      | 5.0000%  |  | $38879508.62       | $38823435.74       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9324 M | 2035-02-20      | 3.5000%  |  | $244007.87         | $237414.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9273 M | 2038-11-20      | 6.5000%  |  | $198316.82         | $214850.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9011 M | 2053-07-20      | 2.5000%  |  | $72582.03          | $62375.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $100158.47         | $108308.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8800 M | 2053-04-20      | 5.0000%  |  | $39875038.48       | $39901107.90       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8797 M | 2053-04-20      | 3.5000%  |  | $63200.51          | $58407.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8770 M | 2038-04-20      | 5.0000%  |  | $86879.94          | $87675.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8698 M | 2038-07-20      | 6.5000%  |  | $64637.64          | $69439.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8569 M | 2053-01-20      | 5.0000%  |  | $972791.17         | $974063.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8568 M | 2053-01-20      | 4.5000%  |  | $779303.54         | $759762.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8403 M | 2031-01-20      | 7.5000%  |  | $5683.74           | $5805.87           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8270 M | 2052-09-20      | 5.5000%  |  | $59180322.32       | $60424917.40       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AF0129 X | 2043-06-15      | 3.5000%  |  | $5790.15           | $5384.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2222 M | 2044-09-20      | 3.0000%  |  | $721076.36         | $654414.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 711788 C | 2033-07-20      | 3.5000%  |  | $315015.35         | $305601.25         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698370 X | 2039-07-15      | 4.5000%  |  | $446657.97         | $441570.54         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 693564 X | 2038-07-15      | 6.5000%  |  | $8366.33           | $8917.83           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677385 X | 2040-06-15      | 5.0000%  |  | $7075.98           | $7194.69           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 649473 X | 2035-10-15      | 5.0000%  |  | $56220.15          | $57094.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786502 C | 2052-02-20      | 2.5000%  |  | $312206.99         | $267909.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787169 C | 2052-09-20      | 5.0000%  |  | $6096630.87        | $6328289.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786108 C | 2052-03-20      | 3.5000%  |  | $82352.79          | $73438.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8151 M | 2052-07-20      | 4.5000%  |  | $47116.32          | $45949.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8101 M | 2052-06-20      | 4.5000%  |  | $8029717.92        | $7838289.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8985 M | 2038-07-20      | 4.5000%  |  | $38478.41          | $38320.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8949 M | 2053-06-20      | 6.0000%  |  | $50806.07          | $52427.47          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8936 M | 2053-06-20      | 5.5000%  |  | $264068.72         | $265283.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8877 M | 2053-05-20      | 4.5000%  |  | $6030951.60        | $5876589.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M | 2052-03-20      | 4.0000%  |  | $743000.07         | $701650.79         | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MA7840 M | 2051-12-20      | 2.0000%  |  | $470569.61         | $458413.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7766 M | 2051-12-20      | 2.0000%  |  | $3530357.67        | $2899239.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8202 M | 2052-08-20      | 5.0000%  |  | $140148.76         | $140553.20         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0204 X | 2048-01-15      | 4.0000%  |  | $33874.63          | $32023.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM0894 C | 2052-02-20      | 2.5000%  |  | $529478.63         | $446477.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785447 C | 2051-03-20      | 2.5000%  |  | $370879.86         | $317365.19         | Agency Mortgage-Backed Securities |
| GNMA GNAR AT 080945 M | 2034-06-20      | 5.6250%  |  | $11767.79          | $11771.45          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487861 X | 2039-04-15      | 5.5000%  |  | $4888.34           | $5026.41           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004637 M | 2040-02-20      | 5.0000%  |  | $139442.96         | $142175.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004658 M | 2040-03-20      | 5.0000%  |  | $132073.90         | $135066.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003654 M | 2034-12-20      | 6.5000%  |  | $20206.48          | $21246.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AY6462 C | 2047-02-20      | 3.5000%  |  | $349737.13         | $320006.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV5049 C | 2046-10-20      | 3.5000%  |  | $821115.76         | $753558.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4506 C | 2055-08-20      | 6.5000%  |  | $3482821.21        | $3679782.10        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL4148 C | 2065-07-20      | 3.5000%  |  | $363973.55         | $327963.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7951 C | 2055-07-20      | 6.5000%  |  | $1973417.45        | $2082622.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6713 C | 2055-06-20      | 6.5000%  |  | $1216894.25        | $1288281.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6016 C | 2055-07-20      | 6.5000%  |  | $856818.68         | $908376.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5761 C | 2055-07-20      | 6.5000%  |  | $5547685.57        | $5881501.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8948 M | 2053-06-20      | 5.5000%  |  | $101987424.65      | $103913003.93      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7650 M | 2051-10-20      | 3.0000%  |  | $298984.94         | $266772.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5602 C | 2055-07-20      | 6.5000%  |  | $1052302.87        | $1116255.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3071 C | 2055-07-20      | 6.5000%  |  | $1986040.14        | $2095935.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0823 C | 2055-08-20      | 6.5000%  |  | $894292.98         | $946761.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9133 C | 2055-05-20      | 7.0000%  |  | $1291059.00        | $1360173.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8294 C | 2055-08-20      | 7.0000%  |  | $1991765.40        | $2122253.69        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ7904 C | 2065-04-20      | 6.5000%  |  | $1497919.16        | $1578146.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5758 C | 2055-05-20      | 6.5000%  |  | $7312383.83        | $7840616.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5237 C | 2055-05-20      | 7.0000%  |  | $1110028.98        | $1166799.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $26160186.91       | $27874016.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5711 C | 2055-07-20      | 7.0000%  |  | $2273411.33        | $2369942.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  |  | $6949173.05        | $6556004.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7533 M | 2051-08-20      | 2.0000%  |  | $690799075.85      | $567305692.54      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M | 2051-07-20      | 3.5000%  |  | $196007.12         | $179993.23         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7409 M | 2051-06-20      | 2.0000%  |  | $65128169.01       | $52262171.58       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7304 M | 2051-04-20      | 2.5000%  |  | $64484.70          | $54224.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7995 M | 2040-01-20      | 6.5000%  |  | $161006.93         | $175105.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7987 M | 2052-04-20      | 2.5000%  |  | $555889922.90      | $476994628.00      | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7042 M | 2050-12-20      | 2.0000%  |  | $1308451.86        | $1049994.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6687 M | 2035-06-20      | 4.5000%  |  | $46073.92          | $45827.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6714 M | 2050-06-20      | 5.0000%  |  | $862858.99         | $875506.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6601 M | 2050-04-20      | 4.0000%  |  | $246682.32         | $233898.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6093 M | 2049-08-20      | 5.0000%  |  | $4519396.46        | $4584827.28        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA5977 M | 2049-06-20      | 4.0000%  |  | $46189.95          | $42630.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5595 M | 2048-11-20      | 4.0000%  |  | $54965.38          | $52365.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5505 M | 2031-05-20      | 8.0000%  |  | $6454.42           | $6612.57           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5023 M | 2048-02-20      | 5.5000%  |  | $465095.67         | $481600.78         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $397411.00         | $387095.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4720 M | 2047-09-20      | 4.0000%  |  | $115720.81         | $110360.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4690 M | 2032-09-20      | 3.0000%  |  | $10765.30          | $10405.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M | 2047-06-20      | 4.0000%  |  | $40632.69          | $38763.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR4501 C | 2056-03-20      | 5.0000%  |  | $2670395.14        | $2693044.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2377 C | 2056-04-20      | 6.0000%  |  | $1400346.00        | $1458586.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9168 C | 2055-12-20      | 5.0000%  |  | $1873861.44        | $1882857.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6088 C | 2056-02-20      | 6.0000%  |  | $129605.88         | $134288.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6065 C | 2056-04-20      | 5.5000%  |  | $1708622.00        | $1739466.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5852 C | 2055-11-20      | 5.5000%  |  | $5495047.28        | $5599368.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2239 C | 2055-11-20      | 5.0000%  |  | $2780328.95        | $2779591.55        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO2061 C | 2062-09-20      | 4.5000%  |  | $316588.01         | $305470.07         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO0199 C | 2065-10-20      | 4.0000%  |  | $284093.49         | $267098.51         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI9902   | 2060-06-15      | 6.1000%  |  | $2172198.30        | $2327336.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9054 C | 2055-09-20      | 6.5000%  |  | $1235943.41        | $1310315.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8712 C | 2055-07-20      | 6.5000%  |  | $3064906.26        | $3249328.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8947 C | 2055-08-20      | 6.5000%  |  | $1073794.70        | $1133220.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8922 C | 2055-08-20      | 6.0000%  |  | $1671228.86        | $1698092.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1070 M | 2056-04-20      | 5.0000%  |  | $42000000.00       | $41921240.68       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5279 C | 2055-12-20      | 5.0000%  |  | $1481636.66        | $1481470.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2120 C | 2055-04-20      | 7.0000%  |  | $1164947.25        | $1219640.23        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH5131 C | 2065-02-20      | 4.0000%  |  | $335683.06         | $315602.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4857 C | 2055-06-20      | 6.5000%  |  | $1100340.89        | $1169208.05        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH0123 C | 2064-12-20      | 6.5000%  |  | $7801437.15        | $8205138.98        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8449   | 2060-01-15      | 5.3600%  |  | $85830.66          | $88147.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7451 C | 2055-07-20      | 6.5000%  |  | $1707109.51        | $1817039.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2279 C | 2054-12-20      | 7.0000%  |  | $1597877.66        | $1702562.44        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF5680 C | 2054-04-20      | 2.0000%  |  | $190096.32         | $147101.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5171 C | 2054-10-20      | 5.5000%  |  | $6421609.78        | $6561090.72        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF1369 C | 2064-10-20      | 6.5000%  |  | $1907734.74        | $2009907.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C | 2054-09-20      | 5.5000%  |  | $1191451.19        | $1211135.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9996 C | 2054-06-20      | 7.0000%  |  | $1074611.97        | $1145008.60        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8511   | 2060-06-15      | 5.8400%  |  | $1034482.13        | $1092596.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5833 C | 2054-03-20      | 7.5000%  |  | $3270335.34        | $3527448.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8311 C | 2054-01-20      | 7.0000%  |  | $222839.62         | $226097.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3023 C | 2053-12-20      | 8.0000%  |  | $187537.83         | $197268.88         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS3806   | 2058-07-15      | 5.0000%  |  | $67256.83          | $68090.80          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CR2376 X | 2053-02-15      | 6.0000%  |  | $2264477.57        | $2447921.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AN7494 C | 2045-06-20      | 3.0000%  |  | $1181622.91        | $1051463.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4068 M | 2046-11-20      | 3.0000%  |  | $777278.16         | $702454.78         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3864 M | 2046-08-20      | 3.0000%  |  | $1182920.60        | $1030364.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M | 2046-06-20      | 3.5000%  |  | $1350101.20        | $1246507.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2963 M | 2045-07-20      | 4.5000%  |  | $1091048.89        | $1078886.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1450 M | 2043-11-20      | 4.5000%  |  | $5557.48           | $5495.55           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1225 M | 2043-08-20      | 4.0000%  |  | $51847.83          | $50027.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1204 M | 2028-08-20      | 3.5000%  |  | $98802.35          | $98374.48          | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MA1109 M | 2043-06-20      | 5.6250%  |  | $80206.68          | $81960.82          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA0619 M | 2042-12-20      | 3.5000%  |  | $116460.42         | $104726.38         | Agency Mortgage-Backed Securities |
| GNMA GNAR AS MA0552 M | 2042-11-20      | 5.1250%  |  | $340789.45         | $344742.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9577 M | 2039-07-20      | 6.5000%  |  | $23847.42          | $25075.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $268819.83         | $244035.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8699 M | 2037-06-20      | 7.0000%  |  | $5537.80           | $5724.61           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $940181.15         | $995620.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9213 C | 2055-02-20      | 7.0000%  |  | $927284.89         | $973034.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3388 C | 2055-09-20      | 6.5000%  |  | $4082485.52        | $4308418.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5762 C | 2055-07-20      | 6.5000%  |  | $3654011.29        | $3856210.06        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP4432 C | 2062-05-20      | 4.0000%  |  | $167361.70         | $156938.79         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO9802 C | 2065-11-20      | 2.0000%  |  | $301437.02         | $233203.77         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ7060   | 2058-05-15      | 4.9400%  |  | $24204.81          | $24425.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8511 C | 2050-12-20      | 3.0000%  |  | $55555.87          | $49571.70          | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MB0638 M | 2055-09-20      | 4.0000%  |  | $491286.58         | $485822.11         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5393 C | 2059-09-20      | 2.5000%  |  | $137911.01         | $114229.74         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN2042 C | 2047-12-20      | 3.5000%  |  | $87125.57          | $79208.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3812 C | 2055-10-20      | 6.5000%  |  | $1286321.75        | $1357510.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9631 C | 2054-12-20      | 5.5000%  |  | $3627432.59        | $3692913.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7967 M | 2037-07-20      | 5.0000%  |  | $68977.25          | $70152.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0006 C | 2055-09-20      | 6.5000%  |  | $814634.30         | $861444.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0931 C | 2055-02-20      | 7.0000%  |  | $1851540.69        | $1972842.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5985 C | 2055-08-20      | 6.5000%  |  | $826222.14         | $875931.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1963 C | 2055-05-20      | 7.0000%  |  | $766480.81         | $804968.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4859 C | 2055-06-20      | 6.5000%  |  | $1264518.26        | $1340606.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8010 C | 2055-11-20      | 6.5000%  |  | $1340103.33        | $1414270.15        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE1031 X | 2047-10-15      | 4.0000%  |  | $36339.10          | $34407.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI9603 C | 2048-09-20      | 4.5000%  |  | $823899.95         | $798976.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1066 M | 2056-04-20      | 3.0000%  |  | $1001084.00        | $893163.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $294740.22         | $295448.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1271 C | 2056-02-20      | 7.0000%  |  | $3099528.51        | $3302590.68        | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MB0760 M | 2055-11-20      | 3.5000%  |  | $2901772.73        | $2842313.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4425 M | 2032-05-20      | 3.0000%  |  | $83975.22          | $81338.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0279 C | 2055-08-20      | 6.5000%  |  | $1863860.10        | $1988381.08        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3710 C | 2065-11-20      | 6.5000%  |  | $15772122.93       | $16616863.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4583 C | 2034-02-20      | 6.5000%  |  | $400974.70         | $412932.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4960 C | 2050-09-20      | 3.0000%  |  | $52479.11          | $46892.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5192 M | 2048-05-20      | 4.0000%  |  | $68598.55          | $65486.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $30270.54          | $24610.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM7538 C | 2050-02-20      | 3.0000%  |  | $74808.38          | $67720.41          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM5644 C | 2065-08-20      | 4.5000%  |  | $401583.05         | $387231.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL5850 C | 2045-02-20      | 3.5000%  |  | $1981086.75        | $1804701.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AG8725 C | 2045-08-20      | 3.0000%  |  | $1403576.17        | $1232544.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9123 C | 2055-05-20      | 6.5000%  |  | $2793379.24        | $2947953.98        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI1686 C | 2065-02-20      | 6.0000%  |  | $1299803.76        | $1336384.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0770 C | 2055-08-20      | 6.5000%  |  | $51168.61          | $54247.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8025 M | 2037-11-20      | 6.5000%  |  | $264560.36         | $286737.42         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DD4695   | 2055-10-15      | 5.5400%  |  | $23911008.00       | $23857131.19       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4712 C | 2055-04-20      | 7.0000%  |  | $20798292.13       | $22160848.33       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN4301 C | 2065-10-20      | 2.0000%  |  | $667822.83         | $516655.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR8066 C | 2056-04-20      | 4.5000%  |  | $6990544.00        | $6708370.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8768 C | 2055-12-20      | 5.0000%  |  | $2236574.20        | $2236325.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0573 C | 2056-02-20      | 5.0000%  |  | $2698117.63        | $2697817.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE6237 C | 2051-08-20      | 2.5000%  |  | $3747440.21        | $3211338.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9640 M | 2039-05-20      | 6.5000%  |  | $468712.47         | $492847.00         | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MB0951 M | 2056-02-20      | 5.5000%  |  | $299015.86         | $302926.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7712 C | 2054-05-20      | 6.0000%  |  | $694283.24         | $725560.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2623 C | 2055-09-20      | 6.5000%  |  | $1091954.94        | $1159634.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8309 C | 2055-04-20      | 7.0000%  |  | $391142.23         | $414516.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3648 C | 2055-11-20      | 6.5000%  |  | $1150751.06        | $1231315.27        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL7413 C | 2065-07-20      | 4.0000%  |  | $110554.74         | $103941.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR7729 C | 2056-04-20      | 5.5000%  |  | $13347216.00       | $13588180.71       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785218 C | 2050-12-20      | 2.0000%  |  | $227980.75         | $185209.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $411739.65         | $410065.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7629 M | 2036-10-20      | 6.5000%  |  | $13555.81          | $14253.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788382 C | 2055-11-20      | 6.5000%  |  | $440307449.58      | $463049818.53      | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP3240 C | 2065-11-20      | 4.0000%  |  | $231786.16         | $217922.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4602 C | 2056-02-20      | 5.0000%  |  | $2344235.67        | $2343974.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9878 M | 2039-11-20      | 5.0000%  |  | $64071.20          | $64658.53          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 635067 X | 2046-04-15      | 2.5000%  |  | $323735.88         | $280818.83         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM7300 C | 2065-08-20      | 4.5000%  |  | $570079.66         | $549706.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3038 C | 2055-07-20      | 6.5000%  |  | $2340777.96        | $2470307.51        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9952 M | 2054-10-20      | 5.5000%  |  | $1594096.72        | $1594591.77        | Agency Mortgage-Backed Securities |

### Security 220: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  3.650%, 5/1/2026
- **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: 966RQU009, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $156891000.00
- **C.18.a - Value (excl. sponsor support):** $156891000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  |  | $110.22            | $115.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9375 | 2054-10-01      | 6.0000%  |  | $106.80            | $109.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  |  | $124.96            | $123.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  |  | $112.63            | $114.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6716 | 2053-07-01      | 4.5000%  |  | $96.82             | $94.14             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  |  | $107.64            | $113.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  |  | $102.46            | $103.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9107 | 2051-02-01      | 2.5000%  |  | $85.47             | $72.34             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0744 M     | 2055-11-20      | 4.5000%  |  | $3977857.81        | $3850466.91        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $969105.36         | $982379.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1940 | 2056-05-01      | 5.0000%  |  | $125.51            | $124.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0592 | 2056-04-01      | 5.0000%  |  | $125.51            | $124.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA8678 | 2056-03-01      | 5.5000%  |  | $125.40            | $129.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA8451 | 2056-03-01      | 6.0000%  |  | $125.40            | $128.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8301 | 2056-03-01      | 5.0000%  |  | $125.68            | $125.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8915 | 2056-03-01      | 5.0000%  |  | $125.39            | $124.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7641 | 2056-03-01      | 5.0000%  |  | $126.36            | $124.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7522 | 2056-01-01      | 5.5000%  |  | $114.17            | $115.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA6785 | 2056-02-01      | 6.5000%  |  | $125.30            | $131.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA6503 | 2056-02-01      | 6.5000%  |  | $125.32            | $132.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA5823 | 2056-02-01      | 5.0000%  |  | $121.64            | $120.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA5616 | 2056-02-01      | 5.0000%  |  | $125.20            | $124.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6179 | 2056-02-01      | 5.0000%  |  | $125.26            | $123.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA5251 | 2056-02-01      | 5.0000%  |  | $126.11            | $124.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA5191 | 2056-02-01      | 5.0000%  |  | $122.75            | $121.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5172 | 2056-02-01      | 5.5000%  |  | $126.12            | $128.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA4533 | 2056-01-01      | 5.0000%  |  | $125.08            | $123.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  |  | $4335425.52        | $4495499.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1093 | 2055-01-01      | 4.5000%  |  | $114.25            | $110.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  |  | $116.74            | $116.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ9648 | 2055-12-01      | 5.0000%  |  | $124.79            | $123.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ6133 | 2055-10-01      | 6.5000%  |  | $124.90            | $133.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ4920 | 2055-10-01      | 5.0000%  |  | $122.98            | $121.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ4844 | 2055-10-01      | 5.0000%  |  | $124.44            | $123.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4632 | 2055-10-01      | 5.5000%  |  | $114.68            | $116.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ3325 | 2055-08-01      | 6.5000%  |  | $84.47             | $88.86             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6903 | 2050-09-01      | 2.0000%  |  | $74.20             | $59.94             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $65.29             | $55.55             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ1201 | 2048-02-01      | 3.5000%  |  | $33.08             | $31.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6638 | 2046-02-01      | 3.5000%  |  | $29.24             | $27.30             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5178 | 2049-12-01      | 3.0000%  |  | $45.72             | $40.81             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5731 | 2051-08-01      | 2.0000%  |  | $88.57             | $71.43             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $90.07             | $93.96             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6539 | 2054-10-01      | 5.0000%  |  | $111.76            | $111.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZT0262 | 2048-01-01      | 4.0000%  |  | $39.62             | $37.55             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ5420 | 2055-10-01      | 5.5000%  |  | $104.86            | $107.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  |  | $66.91             | $54.11             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  |  | $227.11            | $233.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ0835 | 2054-02-01      | 5.5000%  |  | $113.48            | $115.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4356 | 2048-08-01      | 4.0000%  |  | $16.05             | $15.31             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $5179.23           | $4549.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2531 | 2036-02-01      | 3.5000%  |  | $14.76             | $14.31             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $3.24              | $3.22              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $17.14             | $15.84             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $74.56             | $76.46             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTAB8857 | 2033-04-01      | 3.0000%  |  | $14.24             | $13.76             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  |  | $82.21             | $84.35             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6057 | 2056-02-01      | 5.5000%  |  | $126.14            | $128.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  |  | $119.93            | $121.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9737 | 2056-03-01      | 5.5000%  |  | $125.36            | $127.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ9111 | 2055-11-01      | 5.5000%  |  | $122.44            | $124.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA7650 | 2056-03-01      | 4.5000%  |  | $125.37            | $120.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $103.63            | $100.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY9834 | 2055-08-01      | 6.5000%  |  | $110.36            | $116.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1812 | 2055-08-01      | 5.5000%  |  | $116.39            | $118.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $122.17            | $125.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFA2203 | 2055-08-01      | 7.0000%  |  | $34450278.29       | $36536066.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL4839 | 2052-04-01      | 3.0000%  |  | $128.53            | $113.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9029 | 2056-05-01      | 5.5000%  |  | $125.51            | $126.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY4677 | 2055-06-01      | 6.5000%  |  | $99.46             | $103.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4140 | 2055-05-01      | 5.5000%  |  | $120.68            | $123.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3841 | 2056-01-01      | 5.0000%  |  | $125.13            | $124.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4176 | 2056-03-01      | 5.0000%  |  | $125.11            | $124.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7751 | 2056-03-01      | 5.5000%  |  | $128.28            | $130.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL5092 | 2054-04-01      | 5.5000%  |  | $126.52            | $129.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5247 | 2055-11-01      | 6.0000%  |  | $121.07            | $126.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3334 | 2048-04-01      | 4.5000%  |  | $13.59             | $13.23             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA4247 | 2054-01-01      | 2.0000%  |  | $126.28            | $101.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3776 | 2056-01-01      | 4.5000%  |  | $107.17            | $104.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3806 | 2056-01-01      | 5.0000%  |  | $127.92            | $126.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA3666 | 2034-04-01      | 4.5000%  |  | $18.38             | $18.35             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  |  | $914.34            | $860.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  |  | $88.11             | $90.39             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  |  | $934.88            | $959.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5085 | 2055-10-01      | 5.5000%  |  | $124.56            | $127.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY8351 | 2055-07-01      | 6.5000%  |  | $119.09            | $124.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ6953 | 2055-11-01      | 6.5000%  |  | $122.83            | $128.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6931 | 2056-02-01      | 5.0000%  |  | $125.26            | $124.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3483 | 2055-09-01      | 5.5000%  |  | $122.51            | $123.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL4252 | 2052-04-01      | 2.5000%  |  | $123.55            | $105.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4916 | 2053-02-01      | 4.0000%  |  | $102.42            | $96.33             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA9502 | 2054-02-01      | 7.0000%  |  | $102.04            | $109.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  |  | $20537385.48       | $18412039.90       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0291 | 2055-08-01      | 6.0000%  |  | $119.08            | $124.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0259 | 2055-08-01      | 6.0000%  |  | $115.37            | $120.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY9401 | 2055-08-01      | 6.5000%  |  | $124.52            | $131.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9850 | 2055-08-01      | 6.0000%  |  | $105.79            | $108.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7483 | 2055-07-01      | 6.0000%  |  | $97.32             | $99.90             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  |  | $100.02            | $107.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7228 | 2055-07-01      | 6.5000%  |  | $111.78            | $118.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6943 | 2055-07-01      | 6.5000%  |  | $124.41            | $131.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA4195 | 2056-01-01      | 4.5000%  |  | $125.09            | $121.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA6030 | 2056-04-01      | 5.5000%  |  | $127.70            | $128.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2118 | 2056-02-01      | 5.0000%  |  | $124.58            | $123.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3529 | 2056-01-01      | 5.0000%  |  | $125.13            | $123.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB1274 | 2056-04-01      | 5.0000%  |  | $125.51            | $124.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY5529 | 2055-06-01      | 5.0000%  |  | $121.10            | $119.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY8575 | 2055-07-01      | 6.5000%  |  | $78.03             | $82.63             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ5631 | 2055-10-01      | 5.0000%  |  | $124.69            | $123.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY6113 | 2055-06-01      | 5.0000%  |  | $123.96            | $123.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1070 | 2054-03-01      | 6.0000%  |  | $95.92             | $100.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 3PRE6093 | 2051-04-01      | 1.5000%  |  | $97.17             | $72.36             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $205.67            | $207.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3294 | 2055-01-01      | 5.5000%  |  | $111.31            | $112.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG4136 | 2056-03-01      | 6.0000%  |  | $125.39            | $129.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2877 | 2056-01-01      | 5.0000%  |  | $125.06            | $124.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL3351 | 2047-11-01      | 3.5000%  |  | $120.98            | $112.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA0978 | 2055-12-01      | 6.5000%  |  | $111.02            | $116.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $71.95             | $74.17             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ2149 | 2055-09-01      | 5.0000%  |  | $123.71            | $122.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSL1618 | 2054-12-01      | 7.0000%  |  | $98.04             | $105.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1914 | 2056-02-01      | 5.0000%  |  | $128.03            | $127.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3101 | 2056-01-01      | 5.0000%  |  | $125.15            | $124.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  |  | $125.62            | $110.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7549 | 2056-02-01      | 5.5000%  |  | $126.26            | $128.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ9672 | 2055-11-01      | 5.5000%  |  | $115.00            | $117.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB1941 | 2056-05-01      | 5.5000%  |  | $126.52            | $127.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  |  | $105.62            | $99.38             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3839 | 2056-01-01      | 5.0000%  |  | $124.09            | $123.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA3795 | 2056-01-01      | 5.5000%  |  | $125.05            | $127.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3280 | 2056-01-01      | 5.0000%  |  | $117.11            | $116.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA2328 | 2055-11-01      | 6.0000%  |  | $117.03            | $121.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA2238 | 2055-12-01      | 5.5000%  |  | $125.32            | $127.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA1970 | 2055-12-01      | 5.0000%  |  | $125.01            | $123.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2588 | 2056-01-01      | 5.0000%  |  | $256.00            | $253.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA1629 | 2055-12-01      | 5.0000%  |  | $124.45            | $123.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0650 | 2055-12-01      | 5.0000%  |  | $124.89            | $124.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0431 | 2055-12-01      | 5.0000%  |  | $124.93            | $124.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIRR0067 | 2041-03-01      | 5.0000%  |  | $122.69            | $123.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0111 | 2056-04-01      | 5.5000%  |  | $127.44            | $128.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0056 | 2055-10-01      | 5.5000%  |  | $500.41            | $505.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6503 | 2056-05-01      | 5.0000%  |  | $128.53            | $128.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6436 | 2056-04-01      | 5.5000%  |  | $128.53            | $130.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5997 | 2056-03-01      | 5.0000%  |  | $125.00            | $124.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5845 | 2056-01-01      | 5.5000%  |  | $125.95            | $127.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5793 | 2056-01-01      | 4.5000%  |  | $146.80            | $141.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6287 | 2055-06-01      | 5.5000%  |  | $111.66            | $112.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1231 | 2055-05-01      | 5.0000%  |  | $118.80            | $118.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA6063 | 2046-05-01      | 4.5000%  |  | $128.53            | $125.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3885 | 2055-11-01      | 5.5000%  |  | $114.49            | $115.57            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0996 M     | 2056-03-20      | 5.0000%  |  | $3568769.12        | $3557441.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4417 | 2056-01-01      | 5.0000%  |  | $125.36            | $124.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $12.68             | $12.31             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5233 | 2053-12-01      | 4.5000%  |  | $110.19            | $106.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4570 | 2055-08-01      | 6.0000%  |  | $10664479.75       | $10984481.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF8441 | 2055-12-01      | 6.5000%  |  | $366.25            | $385.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  |  | $834108.11         | $825006.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA5619 | 2056-01-01      | 5.0000%  |  | $125.13            | $123.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0852 | 2054-02-01      | 6.5000%  |  | $92.09             | $98.32             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3424 | 2055-01-01      | 6.0000%  |  | $103.49            | $106.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0431 | 2055-05-01      | 5.5000%  |  | $106.96            | $108.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6336 | 2055-06-01      | 6.5000%  |  | $82.06             | $85.66             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY7124 | 2055-07-01      | 7.0000%  |  | $107.87            | $116.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4749 | 2055-06-01      | 5.5000%  |  | $118.57            | $119.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3925 | 2055-05-01      | 6.0000%  |  | $120.56            | $124.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY3640 | 2055-05-01      | 5.0000%  |  | $115.60            | $114.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY3487 | 2055-05-01      | 5.0000%  |  | $93.12             | $93.15             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1622 | 2055-05-01      | 5.5000%  |  | $111.31            | $113.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0508 | 2055-04-01      | 6.5000%  |  | $105.78            | $111.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  |  | $106.50            | $107.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9696 | 2055-03-01      | 6.0000%  |  | $99.09             | $103.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  |  | $116.02            | $118.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX2542 | 2055-01-01      | 5.0000%  |  | $102.54            | $101.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0933 | 2040-04-01      | 5.5000%  |  | $6.47              | $6.66              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA6062 | 2041-05-01      | 5.5000%  |  | $125.51            | $128.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA6053 | 2056-05-01      | 5.0000%  |  | $125.51            | $124.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  |  | $117.19            | $120.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  |  | $107.13            | $108.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  |  | $492.80            | $497.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5759 | 2056-01-01      | 5.0000%  |  | $127.04            | $126.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5719 | 2056-01-01      | 5.0000%  |  | $126.22            | $126.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5056 | 2055-10-01      | 4.5000%  |  | $114.16            | $111.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5073 | 2055-10-01      | 5.0000%  |  | $123.26            | $122.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4708 | 2055-08-01      | 6.5000%  |  | $110.10            | $116.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4589 | 2055-08-01      | 6.0000%  |  | $107.16            | $110.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  |  | $118.44            | $120.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  |  | $17.01             | $15.70             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  |  | $14.88             | $14.19             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3006 | 2032-05-01      | 3.5000%  |  | $13.06             | $12.86             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA2730 | 2046-08-01      | 2.5000%  |  | $25.43             | $21.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1107 | 2032-07-01      | 3.5000%  |  | $7.81              | $7.66              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ3702 | 2055-03-01      | 6.5000%  |  | $114.54            | $122.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $105.48            | $109.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $114.33            | $116.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1972 | 2054-07-01      | 6.0000%  |  | $89.87             | $92.71             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1957 | 2054-07-01      | 5.5000%  |  | $105.69            | $107.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $110.40            | $113.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1333 | 2054-04-01      | 5.5000%  |  | $105.12            | $107.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1054 | 2054-03-01      | 5.0000%  |  | $110.15            | $109.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  |  | $79.65             | $86.48             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0699 | 2054-01-01      | 6.0000%  |  | $108.39            | $113.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5155 | 2056-04-01      | 6.0000%  |  | $127.40            | $131.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  |  | $18.66             | $17.50             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB6076 | 2042-09-01      | 3.5000%  |  | $13.45             | $12.61             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 GLAB1361 | 2040-08-01      | 4.5000%  |  | $8.98              | $8.91              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL984277 | 2038-06-01      | 5.5000%  |  | $3.64              | $3.76              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP952263 | 2037-09-01      | 6.0000%  |  | $9.96              | $10.06             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 GL932168 | 2039-09-01      | 4.0000%  |  | $7.11              | $6.97              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL908133 | 2036-11-01      | 8.0000%  |  | $2.22              | $2.28              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CT890756 | 2035-12-01      | 3.0000%  |  | $20.75             | $19.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA9177 | 2054-06-01      | 7.0000%  |  | $59.80             | $64.49             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC2416 | 2056-04-01      | 6.5000%  |  | $127.65            | $134.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2208 | 2056-03-01      | 5.0000%  |  | $128.14            | $127.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1644 | 2055-12-01      | 5.0000%  |  | $126.93            | $126.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1509 | 2055-11-01      | 5.0000%  |  | $91937.30          | $91949.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  |  | $123.71            | $126.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1717 | 2055-12-01      | 6.0000%  |  | $123.82            | $129.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $102.27            | $103.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  |  | $87.67             | $88.60             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5503 | 2044-10-01      | 5.5000%  |  | $80.86             | $81.94             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $76.29             | $78.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $88.67             | $89.71             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $90.40             | $91.53             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $100.60            | $99.90             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  |  | $83.72             | $84.81             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $93.70             | $85.46             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  |  | $78.54             | $72.06             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $1140.70           | $1170.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  |  | $84.56             | $68.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $62.63             | $57.50             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  |  | $68.34             | $55.07             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4053 | 2035-06-01      | 2.5000%  |  | $34.64             | $32.76             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $88.33             | $74.54             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4389 | 2031-07-01      | 1.5000%  |  | $46.97             | $44.35             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $91.47             | $73.64             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0719 | 2055-07-01      | 6.0000%  |  | $117.16            | $122.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL4770 | 2052-06-01      | 3.0000%  |  | $125.59            | $111.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL4678 | 2052-04-01      | 2.5000%  |  | $127.28            | $109.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL4654 | 2056-03-01      | 6.0000%  |  | $118.89            | $122.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4217 | 2056-02-01      | 5.0000%  |  | $127.10            | $127.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4143 | 2055-12-01      | 5.5000%  |  | $123.87            | $125.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $128.05            | $127.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL4473 | 2051-10-01      | 2.5000%  |  | $125.23            | $105.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL4382 | 2052-05-01      | 2.5000%  |  | $125.49            | $107.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4371 | 2054-08-01      | 5.5000%  |  | $120.50            | $121.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2900 | 2055-09-01      | 6.0000%  |  | $120.32            | $124.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3501 | 2055-11-01      | 6.0000%  |  | $123.65            | $128.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2526 | 2055-09-01      | 6.0000%  |  | $115.15            | $120.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  |  | $119.00            | $124.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2240 | 2055-07-01      | 5.0000%  |  | $124.74            | $123.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2127 | 2055-08-01      | 6.0000%  |  | $117.75            | $123.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1891 | 2055-08-01      | 6.5000%  |  | $112.20            | $118.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM9845 | 2036-11-01      | 2.0000%  |  | $70.34             | $64.85             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $49.43             | $44.29             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA5456 | 2052-02-01      | 2.5000%  |  | $125.51            | $106.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5081 | 2054-12-01      | 5.0000%  |  | $126.36            | $125.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4806 | 2056-03-01      | 5.0000%  |  | $127.78            | $126.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA4615 | 2054-01-01      | 2.5000%  |  | $126.95            | $107.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5292 | 2056-04-01      | 5.5000%  |  | $128.65            | $130.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA3849 | 2052-04-01      | 2.5000%  |  | $207297.20         | $176391.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2132 | 2055-01-01      | 5.0000%  |  | $117.01            | $117.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2583 | 2054-09-01      | 6.5000%  |  | $100.90            | $105.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG5764 | 2056-03-01      | 5.5000%  |  | $250.39            | $253.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG5098 | 2056-03-01      | 5.0000%  |  | $125.37            | $123.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4140 | 2056-03-01      | 5.0000%  |  | $127.84            | $127.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG1693 | 2056-02-01      | 5.5000%  |  | $123.63            | $127.12            | Agency Mortgage-Backed Securities  |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $250774.57         | $230047.94         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $126335.77         | $117240.04         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $12.55             | $12.99             | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $555092.91         | $263903.96         | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $25.10             | $11.93             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $90406.87          | $69453.89          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  |  | $13.03             | $13.31             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $125.51            | $127.38            | U.S. Treasuries (including strips) |
| USTR BILL 10/08/26        | 2026-10-08      | 0.0000%  |  | $62.76             | $61.76             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $10919.61          | $10313.85          | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $12.55             | $12.38             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $12.55             | $12.63             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $12.55             | $12.57             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $50.21             | $51.38             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $12.88             | $13.08             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $1140785.84        | $835579.54         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $62.76             | $63.90             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $661377.15         | $487093.42         | U.S. Treasuries (including strips) |
| USTR BILL 07/21/26        | 2026-07-21      | 0.0000%  |  | $338.88            | $336.16            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $6300.74           | $6211.50           | U.S. Treasuries (including strips) |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $50.21             | $53.95             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $25.10             | $20.11             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $62.76             | $60.22             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $37.65             | $37.25             | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $26345.14          | $26448.53          | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $97.77             | $69.45             | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  |  | $851234.10         | $848891.52         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $119437.98         | $122538.71         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $407602.82         | $415595.09         | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  |  | $17.41             | $12.55             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $2007652.54        | $1382930.29        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $125.51            | $123.56            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $2210380.82        | $2247413.23        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $744755.30         | $652347.79         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $12.55             | $12.77             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $25.10             | $24.85             | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $3499848.26        | $3506768.91        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $25.10             | $24.20             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $392742.10         | $227959.46         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29      | 2029-01-15      | 0.8750%  |  | $16.24             | $16.22             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $112.96            | $111.09            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $1379824.97        | $1370237.53        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $667765.75         | $658414.81         | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  |  | $52716.44          | $52839.78          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $253033.80         | $252166.99         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $378923.14         | $365885.37         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $128236.43         | $124787.25         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $2686890.16        | $2645189.01        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $527241.62         | $502294.88         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $13291.81          | $12554.45          | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $25.10             | $22.80             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $563866.25         | $504459.47         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $586069.47         | $564941.41         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 28     | 2028-04-30      | 3.7500%  |  | $1255128.00        | $1251739.15        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AY 28     | 2028-02-29      | 3.3750%  |  | $26734.23          | $26646.10          | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33          | 2033-01-31      | 4.0000%  |  | $12.55             | $12.53             | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN A 36      | 2036-01-15      | 1.8750%  |  | $35206.47          | $35225.43          | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN A 36      | 2036-01-15      | 1.8750%  |  | $587670.41         | $587986.89         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  |  | $502051.20         | $501822.73         | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  |  | $2504164.32        | $2497272.94        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $12.55             | $12.35             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $8221.09           | $8157.04           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $1148040.48        | $1159391.08        | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $12.55             | $12.76             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $25.10             | $25.00             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $3752.83           | $3751.35           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $12.55             | $12.54             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $62.76             | $63.04             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $403071.81         | $407047.96         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $28165.07          | $28442.91          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $96042.39          | $97461.98          | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $438905.71         | $420393.94         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $1674315.65        | $1497804.01        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $1481025.94        | $1456837.48        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $12.55             | $11.26             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $25.10             | $20.32             | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  |  | $717183.99         | $551213.49         | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $25.10             | $17.80             | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $25.10             | $20.94             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $5134377.21        | $3083534.68        | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $37.65             | $26.21             | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $29784.19          | $16891.91          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $25.10             | $25.05             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $12.55             | $7.91              | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $362669.24         | $251044.31         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $1882679.45        | $1216563.45        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $705369.38         | $445557.04         | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $6150.13           | $3825.80           | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $25.10             | $12.21             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $146448.34         | $85003.07          | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $114229.20         | $81918.98          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $16944.23          | $17252.64          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $112.96            | $114.93            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $121948.24         | $125398.49         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $62.76             | $64.17             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $12.55             | $12.81             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $25.10             | $25.47             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $25.10             | $25.15             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $12.55             | $12.63             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $3059399.60        | $3097725.36        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $3855376.68        | $3944630.18        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $443976.43         | $455665.51         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $37.65             | $38.39             | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  |  | $3604464.13        | $3630960.43        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $12.55             | $12.92             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $224479.64         | $232725.76         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $50.21             | $52.05             | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  |  | $321.28            | $333.63            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $125.51            | $128.35            | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $87498.58          | $86499.20          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $234708.94         | $185769.43         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $12.55             | $8.93              | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $12.55             | $8.87              | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $234206.88         | $162179.62         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $25.10             | $17.29             | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $251728.47         | $194660.60         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $29646.12          | $23240.67          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $5326851.09        | $4399800.65        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $62.76             | $53.65             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $374341.93         | $287385.48         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $163.17            | $157.60            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $62.76             | $62.36             | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $50.21             | $45.37             | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29        | 2029-01-15      | 2.5000%  |  | $38.20             | $39.99             | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  |  | $130621.17         | $137955.50         | U.S. Treasuries (including strips) |
| USTR BILL 07/07/26        | 2026-07-07      | 0.0000%  |  | $259937.01         | $258199.85         | U.S. Treasuries (including strips) |
| USTR BILL 09/24/26        | 2026-09-24      | 0.0000%  |  | $125387.29         | $123564.91         | U.S. Treasuries (including strips) |
| USTR BILL 05/12/26        | 2026-05-12      | 0.0000%  |  | $338.88            | $338.51            | U.S. Treasuries (including strips) |
| USTR BILL 07/23/26        | 2026-07-23      | 0.0000%  |  | $7656.28           | $7592.73           | U.S. Treasuries (including strips) |
| USTR BILL 07/02/26        | 2026-07-02      | 0.0000%  |  | $12.55             | $12.47             | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $37.65             | $37.19             | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $2402942.56        | $2399837.95        | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $2033206.95        | $2064535.96        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $25.10             | $24.91             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $12.55             | $12.53             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $62.76             | $63.36             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $42837.52          | $43128.31          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $26232.18          | $26410.24          | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $1386916.44        | $1380836.24        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $1570441.26        | $1560004.18        | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  |  | $1499387.70        | $1427826.19        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $112.96            | $112.77            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $14007.23          | $13245.20          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $2913440.77        | $2827115.52        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $25930.94          | $25613.50          | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $1430.85           | $1357.41           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $12.55             | $12.47             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31      | 2031-07-15      | 0.1250%  |  | $137.69            | $129.61            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $12.55             | $11.96             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $125.51            | $120.34            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30      | 2030-07-15      | 0.1250%  |  | $3913165.41        | $3749918.20        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  |  | $12.55             | $12.31             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $112.96            | $111.51            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $12.55             | $11.51             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  |  | $31.87             | $30.69             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $3029289.08        | $3013234.07        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $112.96            | $105.38            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $4481057.99        | $4464665.76        | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $12.55             | $12.55             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $125.51            | $121.92            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $106598.02         | $104226.59         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $141063.84         | $145013.37         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $12.55             | $12.53             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  |  | $50205.12          | $50348.82          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $50.21             | $51.14             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $740801.65         | $620027.40         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $25.10             | $25.15             | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $25102.56          | $25400.83          | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $891.14            | $838.51            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $58.09             | $57.90             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $25.10             | $23.60             | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $246871.13         | $221546.18         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 40        | 2040-02-15      | 2.1250%  |  | $208.68            | $206.14            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $12.55             | $7.54              | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  |  | $1453174.65        | $1402636.75        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $2880204.98        | $2934896.95        | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $25.10             | $25.23             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $25.10             | $24.26             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $50.21             | $50.53             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $12.55             | $6.92              | U.S. Treasuries (including strips) |

### Security 221: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.670%, 5/13/2026
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLBW2738 | 2056-01-01      | 5.0000%  |  | $1949973.00        | $1941221.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV5853 | 2055-07-01      | 6.5000%  |  | $752156.22         | $792946.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8028 | 2051-12-01      | 3.5000%  |  | $473276.62         | $434562.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBN7708 | 2034-08-01      | 2.5000%  |  | $138441.97         | $130924.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAK0706 | 2027-02-01      | 3.5000%  |  | $65.80             | $65.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $18340.32          | $19114.32          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7357 | 2052-07-01      | 4.5000%  |  | $31859.18          | $30886.01          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1996 | 2053-05-01      | 5.5000%  |  | $256459.85         | $259172.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD3248 | 2051-12-01      | 2.0000%  |  | $8550235.78        | $6907197.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA6946 | 2050-02-01      | 3.0000%  |  | $1212512.59        | $1075594.05        | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q02067 G | 2041-07-01      | 5.0000%  |  | $7503.87           | $7477.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $2842308.23        | $2877355.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9781 M     | 2054-07-20      | 6.5000%  |  | $17073.89          | $17953.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  |  | $14483130.07       | $13219425.47       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $324955.36         | $320335.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA8969 | 2056-03-01      | 4.5000%  |  | $427121.42         | $413362.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6591 | 2056-02-01      | 5.5000%  |  | $8875353.58        | $8957553.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0984 | 2055-12-01      | 6.5000%  |  | $563919.19         | $592809.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5999 | 2056-03-01      | 5.0000%  |  | $9011711.13        | $8971219.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL5040 | 2056-04-01      | 5.0000%  |  | $24435936.00       | $24307886.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3383 | 2048-06-01      | 3.5000%  |  | $1332.15           | $1231.73           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3399 | 2052-08-01      | 3.5000%  |  | $4115596.96        | $3776646.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2053 | 2055-08-01      | 6.0000%  |  | $2756511.58        | $2826690.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1540 | 2055-02-01      | 5.5000%  |  | $788417.73         | $808648.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ9049 | 2055-11-01      | 6.5000%  |  | $266762.14         | $280613.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ8944 | 2055-11-01      | 4.5000%  |  | $452356.52         | $436525.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7783 | 2055-09-01      | 6.0000%  |  | $3895276.51        | $4000886.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5546 | 2054-11-01      | 6.5000%  |  | $48112.38          | $50142.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4095 | 2035-08-01      | 2.0000%  |  | $351285.90         | $323158.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB8336 | 2039-10-01      | 6.0000%  |  | $154342.14         | $160074.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  |  | $647.61            | $674.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZA3674 | 2028-11-01      | 3.5000%  |  | $31518.85          | $31288.46          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  |  | $68073.92          | $62656.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5316 | 2050-12-01      | 2.0000%  |  | $519385.75         | $419360.42         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 593845 X     | 2032-11-15      | 5.5000%  |  | $1899.69           | $1926.02           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 610842 X     | 2033-04-15      | 5.5000%  |  | $27087.24          | $27273.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7450 C     | 2056-03-20      | 6.0000%  |  | $251312.01         | $262023.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC2249 | 2056-03-01      | 5.5000%  |  | $5844903.78        | $6009388.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA2060 | 2055-12-01      | 4.5000%  |  | $577425.12         | $557752.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6106 | 2053-10-01      | 5.5000%  |  | $6311099.49        | $6455374.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785148 M     | 2050-02-20      | 3.0000%  |  | $109849.13         | $98551.55          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 529201 X     | 2030-01-15      | 7.0000%  |  | $254.82            | $258.55            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 508736 X     | 2029-05-15      | 7.0000%  |  | $100.65            | $102.75            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 588283 X     | 2033-05-15      | 5.5000%  |  | $4815.47           | $4844.51           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 603406 X     | 2033-01-15      | 5.5000%  |  | $30972.89          | $31206.14          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602211 X     | 2033-03-15      | 5.5000%  |  | $106.42            | $108.77            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 596838 X     | 2033-01-15      | 5.5000%  |  | $284.55            | $286.30            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR5600 C     | 2056-04-20      | 6.0000%  |  | $419028.75         | $434626.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3720 C     | 2056-03-20      | 6.5000%  |  | $469526.11         | $497779.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR0179 C     | 2056-04-20      | 5.5000%  |  | $3089520.00        | $3145670.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1202 C     | 2056-04-20      | 5.0000%  |  | $1016608.50        | $1016494.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1107 C     | 2056-03-20      | 5.0000%  |  | $12834559.14       | $12778302.42       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $153844794.97      | $153426764.51      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0872 M     | 2056-01-20      | 5.5000%  |  | $11901683.16       | $12045521.62       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7863 C     | 2056-04-20      | 5.5000%  |  | $1803885.00        | $1836451.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4245 C     | 2056-04-20      | 5.0000%  |  | $3339774.00        | $3302501.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4038 C     | 2056-03-20      | 5.5000%  |  | $412804.34         | $424485.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2366 C     | 2056-02-20      | 6.5000%  |  | $770041.69         | $812426.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1469 C     | 2056-03-20      | 6.0000%  |  | $495065.68         | $513494.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2339 C     | 2056-04-20      | 5.5000%  |  | $460567.50         | $472488.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8987 C     | 2056-02-20      | 6.0000%  |  | $486821.74         | $503468.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6956 C     | 2056-02-20      | 6.0000%  |  | $390917.86         | $405469.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5538 C     | 2055-09-20      | 6.5000%  |  | $861761.97         | $913615.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT3810 C     | 2053-03-20      | 6.0000%  |  | $83336.69          | $86268.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $2850691.45        | $2940375.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6565 | 2052-08-01      | 3.5000%  |  | $510580.77         | $466068.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2248 | 2052-07-01      | 3.0000%  |  | $2125521.38        | $1866323.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG9398 | 2056-04-01      | 6.5000%  |  | $789153.00         | $832907.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB9855 | 2055-01-01      | 7.0000%  |  | $2741841.99        | $2931733.43        | Agency Mortgage-Backed Securities |
| GNMA GNII AP 785510 M     | 2051-01-20      | 2.5000%  |  | $62481.53          | $52772.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTZA2202 | 2031-04-01      | 5.0000%  |  | $23830.65          | $24144.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0793 C     | 2056-02-20      | 5.5000%  |  | $399743.49         | $409563.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6517 C     | 2056-01-20      | 6.5000%  |  | $888819.09         | $942295.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2195 | 2055-12-01      | 5.5000%  |  | $572489.89         | $583755.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4540 | 2044-07-01      | 5.0000%  |  | $3940926.18        | $4002033.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6355 | 2055-08-01      | 6.5000%  |  | $441011.98         | $470368.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA3303 | 2049-06-01      | 4.5000%  |  | $4392972.02        | $4318796.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2478 C     | 2056-03-20      | 6.0000%  |  | $942311.27         | $973961.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4826 | 2055-09-01      | 5.5000%  |  | $1129853.33        | $1157586.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CTMA5929 | 2045-10-01      | 6.5000%  |  | $31908.53          | $33378.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA5200 | 2056-01-01      | 7.0000%  |  | $506224.22         | $543229.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $827575.14         | $726980.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIZT1890 | 2034-03-01      | 4.0000%  |  | $7350.88           | $7303.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA3844 | 2056-01-01      | 6.5000%  |  | $285791.17         | $304404.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8993 C     | 2056-01-20      | 6.0000%  |  | $222396.08         | $231618.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6388 | 2054-10-01      | 5.5000%  |  | $11517.47          | $11644.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  |  | $321369.53         | $288115.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $644.42            | $638.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  |  | $2286534.48        | $2274301.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2782 C     | 2056-04-20      | 5.5000%  |  | $95506.13          | $97230.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2326 C     | 2056-04-20      | 6.5000%  |  | $411352.50         | $436105.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  |  | $27515222.92       | $22219893.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1464 C     | 2056-03-20      | 5.5000%  |  | $2899272.29        | $2956931.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA5319 | 2055-03-01      | 5.0000%  |  | $37500000.00       | $37100091.68       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7418 M     | 2051-06-20      | 2.5000%  |  | $2267866.19        | $1946223.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1691 | 2038-07-01      | 2.0000%  |  | $2906447.83        | $2666483.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS9945 | 2054-09-01      | 6.5000%  |  | $8998.60           | $9405.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7516 | 2055-09-01      | 6.5000%  |  | $96328.68          | $102431.02         | Agency Mortgage-Backed Securities |

### Security 222: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.650%, 5/1/2026
- **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):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CLDE3856 | 2055-12-01      | 4.5000%  |  | $113935.81         | $109948.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  |  | $36401.81          | $37938.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  |  | $187923.73         | $192717.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAS7877 | 2046-09-01      | 2.5000%  |  | $47108.55          | $40695.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAI7392 | 2026-07-01      | 4.5000%  |  | $385.51            | $386.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTRB5376 | 2045-10-01      | 6.0000%  |  | $3185333.97        | $3281127.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9074 | 2053-05-01      | 6.0000%  |  | $10525.93          | $10857.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9841 | 2053-09-01      | 5.5000%  |  | $89285.53          | $91376.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  |  | $263605.12         | $223493.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN8518 | 2036-11-01      | 1.5000%  |  | $118203.94         | $106042.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0156 | 2054-07-01      | 6.5000%  |  | $129.58            | $135.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD4071 | 2052-03-01      | 2.0000%  |  | $75321.47          | $60224.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8536 | 2055-05-01      | 7.0000%  |  | $1026934.77        | $1089157.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8531 | 2055-05-01      | 4.5000%  |  | $4147.54           | $4002.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $52220.42          | $53567.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8055 | 2050-04-01      | 2.5000%  |  | $31104.54          | $26396.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD6147 | 2054-09-01      | 6.5000%  |  | $708424.36         | $746980.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6962 C     | 2056-03-20      | 6.5000%  |  | $144639.77         | $153343.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ5791 C     | 2056-03-20      | 5.5000%  |  | $464196.33         | $476194.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ3101 C     | 2056-04-20      | 5.5000%  |  | $472532.11         | $481062.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2383 C     | 2056-03-20      | 5.5000%  |  | $275568.94         | $280586.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2586 C     | 2056-04-20      | 5.0000%  |  | $1080978.64        | $1080858.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9411 C     | 2056-04-20      | 5.5000%  |  | $6026773.79        | $6128201.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2369 C     | 2056-04-20      | 5.5000%  |  | $315630.25         | $320845.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4764 C     | 2054-01-20      | 7.0000%  |  | $308066.95         | $322529.73         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD3522 X     | 2043-05-15      | 2.5000%  |  | $2489.43           | $2173.60           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M     | 2054-09-20      | 5.5000%  |  | $6377912.15        | $6465771.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC4840 C     | 2047-09-20      | 3.5000%  |  | $1378.20           | $1266.51           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  |  | $11841.39          | $11211.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA9807 C     | 2047-07-20      | 3.5000%  |  | $1614.16           | $1483.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $142228.92         | $127116.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3735 M     | 2046-06-20      | 3.0000%  |  | $12138.23          | $10901.55          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 794520 X     | 2042-07-15      | 3.5000%  |  | $56731.65          | $52667.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7790 | 2056-03-01      | 5.0000%  |  | $67031.73          | $66303.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA6879 | 2056-02-01      | 5.0000%  |  | $122496.73         | $121169.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8209 | 2052-03-01      | 1.5000%  |  | $13481.14          | $10305.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA4119 | 2050-12-01      | 2.0000%  |  | $63781.85          | $52187.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4020 | 2052-07-01      | 4.0000%  |  | $636.36            | $600.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2819 | 2056-01-01      | 6.5000%  |  | $49102.30          | $51991.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0817 M     | 2055-12-20      | 7.0000%  |  | $548862.26         | $571672.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  |  | $75118.14          | $68518.97          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6865 C     | 2065-05-20      | 2.5000%  |  | $61501.45          | $50937.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0747 M     | 2055-11-20      | 6.0000%  |  | $24257348.43       | $24935373.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM8066 | 2048-09-01      | 4.0000%  |  | $576.42            | $550.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  |  | $4106308.10        | $4144067.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTSC0809 | 2045-12-01      | 5.5000%  |  | $15623.87          | $15999.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1051 M     | 2041-04-20      | 6.0000%  |  | $36901.57          | $37941.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5299 | 2054-04-01      | 6.0000%  |  | $13567.89          | $14076.01          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  |  | $3336915.65        | $3043618.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1694 | 2052-10-01      | 4.5000%  |  | $2410856.33        | $2331044.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTSC0567 | 2043-11-01      | 5.5000%  |  | $2832609.75        | $2871542.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  |  | $245.63            | $252.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8147 | 2037-04-01      | 1.5000%  |  | $2159156.25        | $1935615.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  |  | $732837.61         | $658413.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZT1345 | 2033-11-01      | 3.5000%  |  | $229.31            | $225.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9627 | 2046-02-01      | 3.5000%  |  | $3924.42           | $3685.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  |  | $5928.73           | $5822.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4586 | 2044-10-01      | 4.0000%  |  | $43837.58          | $42072.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM4518 | 2047-10-01      | 3.5000%  |  | $1323.21           | $1229.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZK9926 | 2033-05-01      | 3.0000%  |  | $47.93             | $46.20             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA3748 | 2056-01-01      | 6.5000%  |  | $46773.47          | $49389.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2511 | 2056-01-01      | 6.5000%  |  | $48753.18          | $51758.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA1014 | 2055-12-01      | 4.5000%  |  | $69711.50          | $67271.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0998 | 2055-12-01      | 6.5000%  |  | $50629.94          | $53650.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRR0080 | 2041-04-01      | 3.0000%  |  | $7435492.77        | $7091264.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  |  | $2081137.29        | $2158198.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  |  | $42655.32          | $43059.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3307 | 2055-01-01      | 6.5000%  |  | $6106810.21        | $6489445.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4962 | 2056-04-01      | 5.0000%  |  | $20508833.03       | $20401362.19       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0873 | 2055-04-01      | 6.0000%  |  | $7548.86           | $7894.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9147 | 2055-08-01      | 6.0000%  |  | $2339584.99        | $2433529.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA6033 | 2056-04-01      | 7.0000%  |  | $78638.79          | $83400.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5764 | 2055-06-01      | 7.5000%  |  | $146920.43         | $157300.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  |  | $124526.82         | $123165.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  |  | $7311.31           | $7055.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4469 | 2036-11-01      | 1.5000%  |  | $394598.90         | $353761.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003402 M     | 2033-06-20      | 5.0000%  |  | $394673.10         | $397892.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003161 M     | 2031-11-20      | 6.5000%  |  | $11920.89          | $12534.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS6483 | 2026-10-01      | 3.5000%  |  | $412.46            | $412.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6404 | 2054-06-01      | 6.5000%  |  | $83771.52          | $88515.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 577771 X     | 2032-11-15      | 5.5000%  |  | $5407.00           | $5481.37           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 599866 X     | 2033-02-15      | 5.5000%  |  | $10994.85          | $11146.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $1103.56           | $931.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6340 | 2053-05-01      | 6.5000%  |  | $35210.76          | $36897.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5405 | 2052-10-01      | 4.5000%  |  | $147204.14         | $142600.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM6460 | 2051-03-01      | 2.5000%  |  | $10489.30          | $9014.62           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0258 M     | 2055-03-20      | 5.0000%  |  | $106252.92         | $105915.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9200 | 2055-11-01      | 5.5000%  |  | $744941.36         | $761723.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT7511 C     | 2053-05-20      | 6.5000%  |  | $481410.15         | $506313.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR5558 C     | 2056-04-20      | 6.5000%  |  | $240632.50         | $255257.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDG5292 | 2056-04-01      | 4.5000%  |  | $360619.63         | $349529.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC2188 | 2056-03-01      | 5.0000%  |  | $790625.93         | $791708.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1188 | 2052-06-01      | 3.5000%  |  | $3688170.13        | $3363966.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA6101 | 2056-04-01      | 3.0000%  |  | $12293.91          | $10782.33          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  |  | $5954.04           | $6205.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ5762 C     | 2056-03-20      | 5.0000%  |  | $187669.77         | $187648.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA6043 | 2046-03-01      | 5.5000%  |  | $43624.74          | $44252.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4535 | 2037-02-01      | 1.5000%  |  | $2168711.85        | $1944224.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9907 M     | 2054-09-20      | 6.0000%  |  | $12047483.13       | $12379057.97       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  |  | $15197.78          | $12234.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  |  | $32494.50          | $33971.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0110 | 2056-04-01      | 5.0000%  |  | $417766.51         | $413186.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1070 M     | 2056-04-20      | 5.0000%  |  | $74579.05          | $74439.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2491 C     | 2056-04-20      | 5.5000%  |  | $4979265.49        | $5069158.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1845 C     | 2056-04-20      | 5.0000%  |  | $439540.19         | $439491.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA5388 | 2056-02-01      | 4.5000%  |  | $2421048.20        | $2338952.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4501 | 2041-12-01      | 2.0000%  |  | $728915.42         | $631449.31         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM0363       | 2061-01-15      | 5.3900%  |  | $35435.15          | $36354.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6145 | 2056-01-01      | 6.5000%  |  | $38563.19          | $40328.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1844 C     | 2056-03-20      | 6.0000%  |  | $225111.29         | $233491.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2607 C     | 2056-04-20      | 6.0000%  |  | $348645.71         | $360356.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6305 | 2050-07-01      | 2.5000%  |  | $40840.99          | $34620.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN4355 | 2049-02-01      | 4.0000%  |  | $5391.15           | $5160.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE2551 | 2052-05-01      | 3.0000%  |  | $36436.56          | $31955.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ8396 C     | 2056-04-20      | 5.5000%  |  | $261546.54         | $266268.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2385 C     | 2056-04-20      | 5.5000%  |  | $760614.88         | $774344.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0993 | 2055-12-01      | 6.5000%  |  | $43118.44          | $45820.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6371 | 2055-08-01      | 7.0000%  |  | $643296.67         | $687080.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  |  | $2182008.86        | $2164480.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003134 M     | 2031-09-20      | 7.0000%  |  | $28185.35          | $29136.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  |  | $564.17            | $534.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC7895 | 2040-03-01      | 4.5000%  |  | $19577.29          | $19461.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAB9402 | 2033-05-01      | 3.0000%  |  | $5019.03           | $4849.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB7273 | 2042-12-01      | 3.0000%  |  | $13346.38          | $12220.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS7820 | 2052-01-01      | 2.0000%  |  | $4145884.16        | $3364965.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  |  | $22260.91          | $23075.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM9498 | 2048-05-01      | 4.5000%  |  | $1114.97           | $1108.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA2807 | 2049-01-01      | 4.0000%  |  | $669295.61         | $633582.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA0658 | 2054-10-01      | 4.5000%  |  | $15140.49          | $14638.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8700 | 2054-06-01      | 6.0000%  |  | $1667881.08        | $1734385.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8888 | 2054-07-01      | 7.0000%  |  | $2420645.95        | $2605737.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5542 | 2053-01-01      | 5.5000%  |  | $10505137.61       | $10659442.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6108 | 2053-01-01      | 5.5000%  |  | $21386.34          | $21698.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX5040 | 2053-01-01      | 6.0000%  |  | $19737.88          | $20372.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBX4409 | 2038-07-01      | 3.0000%  |  | $33306.55          | $31771.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3512 | 2055-09-01      | 6.5000%  |  | $130097.40         | $137173.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBW2727 | 2056-03-01      | 6.0000%  |  | $256454.76         | $268579.51         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 574846 X     | 2031-11-15      | 7.0000%  |  | $54.18             | $55.81             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 604319 X     | 2033-05-15      | 6.0000%  |  | $22834.79          | $23441.48          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 600176 X     | 2033-04-15      | 7.0000%  |  | $1390.33           | $1407.52           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 600054 X     | 2033-02-15      | 5.5000%  |  | $25002.50          | $25173.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3227 C     | 2056-04-20      | 5.0000%  |  | $12470412.19       | $12429219.65       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3225 C     | 2056-04-20      | 5.5000%  |  | $1427003.47        | $1454837.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2335 C     | 2056-04-20      | 6.5000%  |  | $212054.79         | $224813.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2268 C     | 2056-03-20      | 5.5000%  |  | $415208.14         | $425343.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1887 C     | 2056-04-20      | 5.5000%  |  | $649460.40         | $661185.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1154 C     | 2056-04-20      | 6.0000%  |  | $189742.75         | $198186.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR0079 C     | 2056-04-20      | 5.5000%  |  | $700199.11         | $718203.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7897 C     | 2055-12-20      | 5.0000%  |  | $661279.85         | $662464.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0997 M     | 2056-03-20      | 5.5000%  |  | $29852657.29       | $30213443.25       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0688 M     | 2055-10-20      | 6.5000%  |  | $123852.46         | $130229.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $2848175.47        | $2882597.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $34878485.97       | $35324252.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0869 M     | 2056-01-20      | 4.0000%  |  | $915368.99         | $856133.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6304 | 2055-11-01      | 5.5000%  |  | $4172.18           | $4277.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU5836 | 2051-11-01      | 2.0000%  |  | $3859866.72        | $3139488.64        | Agency Mortgage-Backed Securities |
| GNMA GNII EP 788613 C     | 2065-11-20      | 6.5000%  |  | $3144047.94        | $3264657.12        | Agency Mortgage-Backed Securities |

### Security 223: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  3.670%, 5/1/2026
- **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: 988FSF000, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA RC103FM R09F103 | 2039-11-25      | 4.4596%  |  | $150770.88         | $151048.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-027 FD     | 2037-05-20      | 4.0755%  |  | $53.83             | $53.63             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-006 FA     | 2037-02-20      | 3.9255%  |  | $271246.01         | $267391.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2005-08 F       | 2035-01-20      | 3.9755%  |  | $206276.15         | $205498.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-66 F       | 2034-08-16      | 4.0789%  |  | $42.80             | $42.78             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FP     | 2033-04-16      | 4.0289%  |  | $220054.00         | $220230.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-46 FB      | 2033-06-16      | 3.9989%  |  | $166404.92         | $165863.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-14 FB      | 2037-03-20      | 3.9755%  |  | $226458.02         | $223298.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 PF     | 2032-03-16      | 4.0289%  |  | $75572.00          | $75655.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FD     | 2027-12-16      | 3.9789%  |  | $8741.96           | $8749.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-020 FA     | 2037-04-20      | 4.0755%  |  | $164548.00         | $162590.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-35 CF      | 2033-03-16      | 4.0789%  |  | $29046.21          | $29082.58          | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3479BF 08/15/38 | 2038-08-15      | 4.7543%  |  | $153355.15         | $155797.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $214402921.92      | $213820341.58      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1071 M     | 2056-04-20      | 5.5000%  |  | $440000000.00      | $446261444.64      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0996 M     | 2056-03-20      | 5.0000%  |  | $5811537.61        | $5793090.49        | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE AM 29     | 2029-04-15      | 3.8750%  |  | $264.00            | $263.84            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $68522344.00       | $68378984.65       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $23393832.00       | $23760025.17       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $72703576.00       | $74320228.38       | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $118360.00         | $117039.96         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  |  | $4400000.00        | $4367393.57        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  |  | $31041384.00       | $30207921.13       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $261565216.00      | $255384054.22      | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $88.00             | $90.34             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $61465976.00       | $58517724.80       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $43401160.00       | $38802279.57       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $43822328.00       | $41905929.17       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $92104672.00       | $55258147.08       | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $45216776.00       | $31432499.30       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $44712360.00       | $24651178.97       | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $102874376.00      | $58299772.79       | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $86823968.00       | $55658581.44       | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $27056304.00       | $19903228.60       | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $44368896.00       | $30679498.23       | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $41414648.00       | $28954243.45       | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $55865304.00       | $43733489.64       | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $27389384.00       | $21913099.11       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $18274872.00       | $14010476.25       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $25420032.00       | $19410674.08       | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $36866368.00       | $29640077.15       | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $38959008.00       | $32165340.49       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $20239208.00       | $18543997.66       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $29872128.00       | $29630130.75       | U.S. Treasuries (including strips)        |
| USTR BILL 08/11/26        | 2026-08-11      | 0.0000%  |  | $30012400.00       | $29701981.75       | U.S. Treasuries (including strips)        |
| USTR BILL 06/23/26        | 2026-06-23      | 0.0000%  |  | $1232000.00        | $1225334.88        | U.S. Treasuries (including strips)        |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  |  | $9532864.00        | $9426000.59        | U.S. Treasuries (including strips)        |
| USTR BILL 05/05/26        | 2026-05-05      | 0.0000%  |  | $352.00            | $351.82            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $28532240.00       | $27953850.51       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $26886904.00       | $26398502.06       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $44049280.00       | $39477376.02       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $66786544.00       | $52806552.15       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $3979888.00        | $3929577.65        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $54144464.00       | $52229588.20       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $21895632.00       | $21131880.91       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $3003792.00        | $2076049.43        | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $7556208.00        | $7397678.75        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $41949864.00       | $36739109.16       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $48488.00          | $47760.03          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $26476208.00       | $19506973.77       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $57142360.00       | $48487590.78       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $42324568.00       | $41155137.85       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $50587240.00       | $48739721.32       | U.S. Treasuries (including strips)        |

### Security 224: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  3.660%, 5/6/2026
- **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):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **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 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  |  | $40741140.00       | $40716618.51       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $34834260.00       | $35593847.02       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $24449400.00       | $23866965.59       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $40594740.00       | $38420994.28       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $39627840.00       | $37215082.72       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $42685830.00       | $37042661.87       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $39871320.00       | $39561149.11       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $16636980.00       | $16293947.29       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $37582860.00       | $37350973.76       | U.S. Treasuries (including strips) |

### Security 225: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.650%, 5/1/2026
- **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: 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:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 3.95 FMNT GB26-29Y6  | 2029-02-12      | 3.9500%  |  | $6268900.00        | $6289200.79        | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 M8   | 2028-07-07      | 3.8600%  |  | $12650600.00       | $12712419.27       | Agency Debentures and Agency Strips |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $1588700.00        | $1110930.69        | Agency Debentures and Agency Strips |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $950800.00         | $675884.10         | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  |  | $8500.00           | $9585.50           | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  |  | $226300.00         | $253161.24         | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  |  | $49750.00          | $54368.33          | Agency Debentures and Agency Strips |
| FHLB 5.75 FHLB 26 S       | 2026-06-12      | 5.7500%  |  | $2750.00           | $2816.69           | Agency Debentures and Agency Strips |
| FCSB 3.81 FCOR 27-28 NI   | 2028-04-21      | 3.8100%  |  | $79350.00          | $79088.03          | Agency Debentures and Agency Strips |
| FCSB 3.75 FCSB 29 FC      | 2029-04-09      | 3.7500%  |  | $1993600.00        | $1982500.63        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BO 28/03   | 2028-03-16      | 3.7250%  |  | $9000000.00        | $9043543.76        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF D 29/02    | 2029-02-05      | 3.8150%  |  | $8521600.00        | $8597503.78        | Agency Debentures and Agency Strips |
| FCSB 3.75 FCSB 27 HQ      | 2027-02-22      | 3.7500%  |  | $6950.00           | $6992.08           | Agency Debentures and Agency Strips |
| FCSB 3.50 FCSB 28 GA      | 2028-09-22      | 3.5000%  |  | $28900.00          | $28665.72          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CA 26/11   | 2026-11-13      | 3.8000%  |  | $5000.00           | $5043.68           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 3.7100%  |  | $2800.00           | $2817.52           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EZ 27/11   | 2027-11-03      | 3.7650%  |  | $37750.00          | $38119.67          | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 K7   | 2028-05-23      | 3.8600%  |  | $19138300.00       | $19308104.57       | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 27 66   | 2027-10-06      | 3.7800%  |  | $35000.00          | $35123.24          | Agency Debentures and Agency Strips |
| FCSB 5.06 FCOR 23-37 AR   | 2037-07-20      | 5.0600%  |  | $759500.00         | $754362.40         | Agency Debentures and Agency Strips |
| FHLB 3.00 FHOR 22-37 AR   | 2037-02-24      | 3.0000%  |  | $1183750.00        | $1003287.31        | Agency Debentures and Agency Strips |
| FCSB 2.69 FCOR 22-41 U    | 2041-11-29      | 2.6900%  |  | $100000.00         | $73655.31          | Agency Debentures and Agency Strips |
| FCSB 2 7/8 FCSB 40 L      | 2040-10-01      | 2.8750%  |  | $165000.00         | $127578.99         | Agency Debentures and Agency Strips |
| FCSB 2.48 FCOR 22-36 BG   | 2036-11-17      | 2.4800%  |  | $1210300.00        | $990907.57         | Agency Debentures and Agency Strips |
| FHLB 3.875 FHLB 29 RV     | 2029-03-09      | 3.8750%  |  | $163500.00         | $163993.38         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BV 26/05   | 2026-05-26      | 3.7450%  |  | $3950.00           | $3976.14           | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 Z3   | 2028-11-03      | 3.8650%  |  | $8343650.00        | $8429768.06        | Agency Debentures and Agency Strips |
| FCSB 3 7/8 FCSB 28 GK     | 2028-03-27      | 3.8750%  |  | $5721800.00        | $5729954.04        | Agency Debentures and Agency Strips |
| FCSB 2.15 FCOR 21-36 BA   | 2036-03-07      | 2.1500%  |  | $731750.00         | $589290.19         | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  |  | $2500.00           | $2528.05           | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 02/02/28 | 2028-02-02      | 3.7300%  |  | $350000.00         | $353210.76         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BH 27/03   | 2027-03-24      | 3.7100%  |  | $32450.00          | $32592.96          | Agency Debentures and Agency Strips |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  |  | $1352700.00        | $1523750.61        | Agency Debentures and Agency Strips |
| FCSB 4.98 FCOR 23-42 Q    | 2042-06-09      | 4.9800%  |  | $667450.00         | $649298.70         | Agency Debentures and Agency Strips |
| FCSB 2.71 FCSB 38 K       | 2038-08-26      | 2.7100%  |  | $173550.00         | $138041.28         | Agency Debentures and Agency Strips |
| FCSB 3 7/8 FCSB 29 FB     | 2029-03-27      | 3.8750%  |  | $1771250.00        | $1770107.69        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 3.8100%  |  | $27550.00          | $27778.63          | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 FD      | 2026-05-28      | 4.7500%  |  | $1959900.00        | $2000716.01        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 26-38 AA   | 2038-02-17      | 4.9400%  |  | $399750.00         | $394026.87         | Agency Debentures and Agency Strips |
| FCSB 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  |  | $200000.00         | $156785.33         | Agency Debentures and Agency Strips |
| FCSB 2.93 FCOR 23-42 F    | 2042-02-03      | 2.9300%  |  | $1931750.00        | $1455092.30        | Agency Debentures and Agency Strips |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  |  | $246150.00         | $182719.61         | Agency Debentures and Agency Strips |
| FCSB 2.68 FCOR 22-37 AD   | 2037-01-05      | 2.6800%  |  | $261250.00         | $216814.28         | Agency Debentures and Agency Strips |
| FCSB 2.92 FCOR 22-41 X    | 2041-12-16      | 2.9200%  |  | $749500.00         | $569521.73         | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-36 BL   | 2036-12-15      | 2.7400%  |  | $489450.00         | $414928.30         | Agency Debentures and Agency Strips |
| FCSB 2.90 FCOR 22-41 V    | 2041-12-09      | 2.9000%  |  | $476400.00         | $371105.28         | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  |  | $1952800.00        | $1612254.46        | Agency Debentures and Agency Strips |
| FCSB 2.52 FCSB 46 E       | 2046-04-13      | 2.5200%  |  | $24950.00          | $15951.53          | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $35750.00          | $26932.16          | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  |  | $163700.00         | $132931.22         | Agency Debentures and Agency Strips |
| FCSB 1.65 FCOR 21-35 AS   | 2035-07-23      | 1.6500%  |  | $440550.00         | $343949.21         | Agency Debentures and Agency Strips |
| FCSB 4.07 FCOR 23-33 AO   | 2033-11-21      | 4.0700%  |  | $118700.00         | $116467.95         | Agency Debentures and Agency Strips |
| FCSB 3.45 FCSB 39 F       | 2039-04-13      | 3.4500%  |  | $265000.00         | $225899.03         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 07/28 8232 | 2028-07-14      | 3.8700%  |  | $68000.00          | $68252.05          | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 34 HS      | 2034-03-10      | 4.7500%  |  | $1116250.00        | $1149544.64        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/28 6870 | 2028-02-15      | 3.9700%  |  | $2383000.00        | $2407485.85        | Agency Debentures and Agency Strips |
| FHLB 4.625 FHLB 26 G6658  | 2026-11-17      | 4.6250%  |  | $5000000.00        | $5127309.86        | Agency Debentures and Agency Strips |
| FHLB 2.84 FHOR 22-42 P    | 2042-01-27      | 2.8400%  |  | $565750.00         | $422743.49         | Agency Debentures and Agency Strips |
| FHLB 0.83 FHOR 21-27 5383 | 2027-02-10      | 0.8300%  |  | $700000.00         | $685035.01         | Agency Debentures and Agency Strips |
| FHLB 1.625 FHLB 27 2U     | 2027-03-12      | 1.6250%  |  | $610750.00         | $600626.00         | Agency Debentures and Agency Strips |
| FHLB 4.25 FHOR 23-38 YY   | 2038-11-29      | 4.2500%  |  | $99500.00          | $92950.55          | Agency Debentures and Agency Strips |
| FHLB 3.25 FHLB 28 G4973   | 2028-11-16      | 3.2500%  |  | $19000.00          | $18982.06          | Agency Debentures and Agency Strips |
| FHLB 4.10 FHOR 23-33 CK   | 2033-10-24      | 4.1000%  |  | $335750.00         | $323068.16         | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  |  | $109550.00         | $120479.39         | Agency Debentures and Agency Strips |
| FNMA 4.35 FNNT B 26-30    | 2030-12-12      | 4.3500%  |  | $653700.00         | $661867.98         | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  |  | $6800.00           | $5975.74           | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $424450.00         | $481455.58         | Agency Debentures and Agency Strips |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  |  | $324200.00         | $354114.85         | Agency Debentures and Agency Strips |
| FMAC 3.90 FMNT GB26-29B1  | 2029-02-20      | 3.9000%  |  | $16165550.00       | $16194621.05       | Agency Debentures and Agency Strips |
| GNMA GNII SF DN6280 C     | 2056-01-20      | 5.5000%  |  | $454059.84         | $461770.94         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN6252 C     | 2056-01-20      | 6.0000%  |  | $577482.38         | $597578.96         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR8483 C     | 2056-04-20      | 5.5000%  |  | $259471.85         | $261458.25         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR6112 C     | 2056-04-20      | 5.5000%  |  | $451561.45         | $459713.29         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR6025 C     | 2056-04-20      | 5.5000%  |  | $474377.60         | $482941.33         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN0941 C     | 2055-10-20      | 6.0000%  |  | $423465.75         | $444491.39         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM9171 C     | 2055-10-20      | 6.5000%  |  | $586655.11         | $634344.96         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6142 C     | 2055-09-20      | 7.0000%  |  | $374654.31         | $399200.13         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6299 C     | 2055-10-20      | 6.5000%  |  | $397748.98         | $430082.84         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6297 C     | 2055-09-20      | 7.5000%  |  | $495727.64         | $536783.14         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6295 C     | 2055-09-20      | 7.0000%  |  | $567295.28         | $607178.34         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3335 C     | 2055-08-20      | 6.0000%  |  | $383025.25         | $397646.21         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3261 C     | 2055-08-20      | 6.5000%  |  | $497588.57         | $527589.74         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3545 C     | 2055-09-20      | 6.5000%  |  | $386001.15         | $409228.04         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3535 C     | 2055-09-20      | 6.0000%  |  | $623196.85         | $646394.93         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1207 C     | 2055-09-20      | 6.0000%  |  | $584559.74         | $606319.59         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8265 C     | 2055-09-20      | 5.5000%  |  | $521244.95         | $531624.27         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8231 C     | 2055-09-20      | 6.5000%  |  | $417357.33         | $450294.80         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL7643 C     | 2055-09-20      | 7.0000%  |  | $464214.15         | $494904.69         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL7596 C     | 2055-07-20      | 7.0000%  |  | $561955.01         | $601462.64         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL7294 C     | 2055-10-20      | 7.5000%  |  | $405480.33         | $439064.10         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL2121 C     | 2055-08-20      | 6.5000%  |  | $553995.87         | $592428.84         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL0286 C     | 2055-08-20      | 6.5000%  |  | $555023.73         | $595118.15         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3857 C     | 2056-04-20      | 6.0000%  |  | $446959.50         | $465900.90         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3801 C     | 2056-04-20      | 5.0000%  |  | $600219.40         | $600152.64         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3687 C     | 2056-03-20      | 5.5000%  |  | $544305.34         | $555462.81         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3110 C     | 2056-04-20      | 5.5000%  |  | $414668.00         | $422153.82         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR1374 C     | 2056-04-20      | 6.0000%  |  | $213066.90         | $221437.09         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR0081 C     | 2056-04-20      | 6.0000%  |  | $382559.10         | $398794.65         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR0092 C     | 2056-04-20      | 5.5000%  |  | $443039.10         | $450630.82         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO5467 C     | 2055-11-20      | 6.0000%  |  | $457233.70         | $474253.92         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO4969 C     | 2056-01-20      | 6.0000%  |  | $374113.17         | $394369.28         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO4957 C     | 2056-01-20      | 6.5000%  |  | $532862.44         | $564926.43         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO4660 C     | 2056-01-20      | 6.5000%  |  | $367873.11         | $390008.81         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO3658 C     | 2055-11-20      | 6.5000%  |  | $398241.74         | $420643.68         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI9384 C     | 2055-04-20      | 6.0000%  |  | $409839.32         | $428150.26         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ9695 C     | 2056-04-20      | 6.5000%  |  | $594170.65         | $635302.18         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ9679 C     | 2056-03-20      | 7.0000%  |  | $581908.24         | $627001.41         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ9701 C     | 2056-04-20      | 7.0000%  |  | $517432.50         | $551333.07         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ9436 C     | 2056-04-20      | 6.5000%  |  | $363701.80         | $381418.12         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ8270 C     | 2056-04-20      | 5.5000%  |  | $499283.00         | $509639.91         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ8960 C     | 2056-03-20      | 5.5000%  |  | $446159.92         | $454214.24         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ7831 C     | 2056-03-20      | 6.5000%  |  | $477924.77         | $511010.13         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL0851 C     | 2055-09-20      | 5.5000%  |  | $606340.18         | $618583.74         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7465 C     | 2055-07-20      | 6.5000%  |  | $590212.15         | $625727.05         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7215 C     | 2055-06-20      | 6.5000%  |  | $432963.52         | $459538.00         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK3209 C     | 2055-08-20      | 6.5000%  |  | $359284.35         | $382772.96         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ9508 C     | 2055-11-20      | 6.5000%  |  | $612521.64         | $656032.18         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ1349 C     | 2055-06-20      | 7.5000%  |  | $555488.43         | $601492.13         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH7984 C     | 2055-01-20      | 7.5000%  |  | $389897.46         | $419618.82         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH4169 C     | 2055-03-20      | 6.0000%  |  | $410466.16         | $428232.51         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7700 C     | 2055-01-20      | 6.5000%  |  | $360661.60         | $385627.35         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG4277 C     | 2054-10-20      | 7.5000%  |  | $507013.43         | $550519.07         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG4214 C     | 2055-04-20      | 6.5000%  |  | $453591.35         | $480884.45         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG4146 C     | 2054-12-20      | 7.0000%  |  | $501449.14         | $536701.46         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DF5263 C     | 2054-11-20      | 6.5000%  |  | $543915.00         | $581564.31         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CZ1474 C     | 2054-07-20      | 7.5000%  |  | $439376.63         | $477867.19         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $413152.54         | $412882.66         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ7836 C     | 2056-03-20      | 6.5000%  |  | $392234.64         | $423174.94         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ2722 C     | 2056-02-20      | 5.5000%  |  | $573435.02         | $578789.51         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ1495 C     | 2056-04-20      | 3.5000%  |  | $680732.65         | $607934.04         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ0335 C     | 2056-03-20      | 5.5000%  |  | $470281.20         | $481906.35         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP7718 C     | 2055-12-20      | 6.0000%  |  | $574414.30         | $601369.45         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP7332 C     | 2056-03-20      | 5.0000%  |  | $545312.66         | $545252.01         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP7330 C     | 2056-03-20      | 5.0000%  |  | $425904.16         | $425856.79         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP6927 C     | 2056-01-20      | 5.5000%  |  | $419183.63         | $426174.17         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP6073 C     | 2056-02-20      | 5.5000%  |  | $493772.90         | $500044.59         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP1217 C     | 2055-12-20      | 7.5000%  |  | $408788.09         | $439951.50         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP0168 C     | 2056-01-20      | 5.0000%  |  | $468840.18         | $468644.10         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP0869 C     | 2056-01-20      | 6.0000%  |  | $397315.50         | $416923.15         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN9461 C     | 2055-11-20      | 6.0000%  |  | $460413.08         | $477552.11         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN9447 C     | 2055-11-20      | 7.0000%  |  | $464139.63         | $497884.85         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN7610 C     | 2055-10-20      | 6.5000%  |  | $430773.82         | $456694.39         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN7491 C     | 2055-12-20      | 5.5000%  |  | $389823.19         | $398826.76         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN5600 C     | 2055-10-20      | 6.5000%  |  | $515139.91         | $559942.20         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN5596 C     | 2055-10-20      | 6.5000%  |  | $353579.70         | $383903.80         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8196 M     | 2052-08-20      | 2.0000%  |  | $559746.53         | $460224.22         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8323 C     | 2055-09-20      | 6.5000%  |  | $375321.26         | $402664.20         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN6684 C     | 2056-03-20      | 5.0000%  |  | $502674.16         | $502078.38         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8235 C     | 2055-09-20      | 6.5000%  |  | $448786.90         | $487276.26         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DO3099 C     | 2055-11-20      | 6.0000%  |  | $569560.80         | $596287.64         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL9703 C     | 2055-08-20      | 6.5000%  |  | $555469.83         | $591073.29         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3260 C     | 2055-08-20      | 6.5000%  |  | $436613.72         | $463610.90         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ3181 C     | 2055-08-20      | 5.5000%  |  | $544712.76         | $560108.82         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP4283 C     | 2056-01-20      | 5.5000%  |  | $380527.76         | $395018.09         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3183 C     | 2056-04-20      | 4.5000%  |  | $415147.70         | $398671.32         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP0246 C     | 2055-11-20      | 6.5000%  |  | $536695.37         | $580323.40         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN2329 C     | 2055-11-20      | 6.5000%  |  | $386471.37         | $413225.28         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP7331 C     | 2056-03-20      | 5.0000%  |  | $579335.48         | $579271.05         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6140 C     | 2055-09-20      | 7.0000%  |  | $406575.29         | $433212.03         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN2334 C     | 2055-11-20      | 7.0000%  |  | $484255.04         | $515981.92         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ9110 C     | 2056-04-20      | 5.5000%  |  | $502978.50         | $512058.55         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3685 C     | 2056-03-20      | 5.5000%  |  | $378134.74         | $386290.56         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM6331 C     | 2055-11-20      | 7.5000%  |  | $412658.96         | $446834.82         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DE4985 C     | 2054-09-20      | 7.5000%  |  | $441114.88         | $478965.03         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3688 C     | 2056-03-20      | 5.5000%  |  | $562609.71         | $573660.80         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR8263 C     | 2056-04-20      | 5.5000%  |  | $558202.25         | $568279.79         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM9169 C     | 2055-10-20      | 6.0000%  |  | $423143.06         | $439920.40         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DR3727 C     | 2056-03-20      | 5.5000%  |  | $484547.57         | $492554.02         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DF7600 C     | 2054-11-20      | 6.5000%  |  | $402865.26         | $427105.31         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH8018 C     | 2055-02-20      | 7.0000%  |  | $494255.47         | $529002.56         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DN7492 C     | 2055-12-20      | 5.5000%  |  | $478197.29         | $487487.49         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0998 M     | 2056-03-20      | 6.0000%  |  | $486134.24         | $499750.54         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DP1242 C     | 2056-01-20      | 7.0000%  |  | $541056.45         | $576504.24         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ2423 C     | 2055-05-20      | 6.0000%  |  | $443215.72         | $464012.88         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CV2653 C     | 2056-03-20      | 6.5000%  |  | $385841.95         | $409060.80         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DQ5885 C     | 2056-04-20      | 5.0000%  |  | $388669.50         | $388005.96         | Agency Mortgage-Backed Securities   |
| USTR 2 3/4 TPRN E 32      | 2032-08-15      | 0.0000%  |  | $39645.00          | $30457.19          | U.S. Treasuries (including strips)  |
| USTR 2 7/8 TPRN C 32      | 2032-05-15      | 0.0000%  |  | $848225.00         | $659256.59         | U.S. Treasuries (including strips)  |
| USTR 1 7/8 TPRN B 32      | 2032-02-15      | 0.0000%  |  | $22550.00          | $17733.75          | U.S. Treasuries (including strips)  |
| USTR 1 3/8 TPRN F 31      | 2031-11-15      | 0.0000%  |  | $1521000.00        | $1210319.02        | U.S. Treasuries (including strips)  |
| USTR 0 7/8 TPRN F 30      | 2030-11-15      | 0.0000%  |  | $85350.00          | $71040.39          | U.S. Treasuries (including strips)  |
| USTR 0 5/8 TPRN E 30      | 2030-08-15      | 0.0000%  |  | $120200.00         | $101112.12         | U.S. Treasuries (including strips)  |
| USTR 1 5/8 TPRN E 29      | 2029-08-15      | 0.0000%  |  | $43300.00          | $38028.14          | U.S. Treasuries (including strips)  |
| USTR 2 3/8 TPRN C 29      | 2029-05-15      | 0.0000%  |  | $36985.00          | $32797.71          | U.S. Treasuries (including strips)  |
| USTR 3 1/8 TPRN F 28      | 2028-11-15      | 0.0000%  |  | $36750.00          | $33251.88          | U.S. Treasuries (including strips)  |
| USTR 2 3/8 TPRN C 27      | 2027-05-15      | 0.0000%  |  | $644900.00         | $619762.44         | U.S. Treasuries (including strips)  |
| USTR 2 3/4 TPRN B 28      | 2028-02-15      | 0.0000%  |  | $1173670.00        | $1093714.91        | U.S. Treasuries (including strips)  |
| USTR 2 1/4 TPRN E 27      | 2027-08-15      | 0.0000%  |  | $175600.00         | $166993.32         | U.S. Treasuries (including strips)  |
| USTR 4 1/2 TPRN 36        | 2036-02-15      | 0.0000%  |  | $330490.00         | $216457.07         | U.S. Treasuries (including strips)  |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  |  | $145205.00         | $119593.45         | U.S. Treasuries (including strips)  |
| USTR 6 1/4 TPRN 30        | 2030-05-15      | 0.0000%  |  | $475010.00         | $404014.53         | U.S. Treasuries (including strips)  |
| USTR 6 1/8 TPRN 29        | 2029-08-15      | 0.0000%  |  | $739710.00         | $649009.72         | U.S. Treasuries (including strips)  |
| USTR 6 3/4 TPRN 26        | 2026-08-15      | 0.0000%  |  | $101245.00         | $100126.24         | U.S. Treasuries (including strips)  |
| USTR 1 1/2 TPRN B 30      | 2030-02-15      | 0.0000%  |  | $5800.00           | $4985.74           | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/31        | 2031-02-15      | 0.0000%  |  | $1471296.85        | $1209139.71        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  |  | $22175301.60       | $18620977.73       | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/30        | 2030-02-15      | 0.0000%  |  | $495146.90         | $424718.20         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/30        | 2030-05-15      | 0.0000%  |  | $14170001.90       | $12026930.81       | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  |  | $131302.25         | $113846.67         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/29        | 2029-02-15      | 0.0000%  |  | $234262.30         | $209650.94         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/35        | 2035-11-15      | 0.0000%  |  | $804880.90         | $524782.35         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  |  | $227044.90         | $205319.20         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/28        | 2028-05-15      | 0.0000%  |  | $660726.50         | $609551.91         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  |  | $722950.35         | $660299.47         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/27        | 2027-11-15      | 0.0000%  |  | $4899209.70        | $4613007.67        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/27        | 2027-05-15      | 0.0000%  |  | $91345.75          | $87799.71          | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/27        | 2027-02-15      | 0.0000%  |  | $593549.85         | $575942.19         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/26        | 2026-11-15      | 0.0000%  |  | $160046.35         | $156791.01         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/26        | 2026-08-15      | 0.0000%  |  | $769442.95         | $761040.63         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  |  | $1080265.05        | $741601.96         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  |  | $27001.10          | $19025.52          | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/33        | 2033-11-15      | 0.0000%  |  | $108699.95         | $78551.15          | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/33        | 2033-05-15      | 0.0000%  |  | $1143896.05        | $847066.46         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $160600.00         | $124776.24         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/31        | 2031-11-15      | 0.0000%  |  | $121699.95         | $96686.59          | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/31        | 2031-05-15      | 0.0000%  |  | $216731.75         | $176174.52         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/35        | 2035-08-15      | 0.0000%  |  | $1598021.45        | $1055838.34        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  |  | $219241.90         | $148637.90         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $1254913.75        | $872717.22         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  |  | $1974899.90        | $1480278.32        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/32        | 2032-08-15      | 0.0000%  |  | $219246.50         | $168339.00         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/32        | 2032-02-15      | 0.0000%  |  | $219250.50         | $172132.47         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $207350.45         | $166646.11         | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE AM 29     | 2029-04-15      | 3.8750%  |  | $13265860.00       | $13257875.47       | U.S. Treasuries (including strips)  |
| USTR 3 1/2 NOTE AK 29     | 2029-02-15      | 3.5000%  |  | $5.00              | $4.98              | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $257930.00         | $259949.89         | U.S. Treasuries (including strips)  |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $5.00              | $4.85              | U.S. Treasuries (including strips)  |
| USTR 4 1/4 TPRN E 35      | 2035-08-15      | 0.0000%  |  | $5850.00           | $3891.43           | U.S. Treasuries (including strips)  |
| USTR 4 1/4 TPRN C 35      | 2035-05-15      | 0.0000%  |  | $85750.00          | $57726.73          | U.S. Treasuries (including strips)  |
| USTR 3 7/8 TPRN E 34      | 2034-08-15      | 0.0000%  |  | $247600.00         | $172886.95         | U.S. Treasuries (including strips)  |
| USTR 4 3/8 TPRN C 34      | 2034-05-15      | 0.0000%  |  | $479700.00         | $339049.08         | U.S. Treasuries (including strips)  |
| USTR 4 TPRN B 34          | 2034-02-15      | 0.0000%  |  | $163650.00         | $117098.78         | U.S. Treasuries (including strips)  |
| USTR 4 1/2 TPRN F 33      | 2033-11-15      | 0.0000%  |  | $145050.00         | $105107.44         | U.S. Treasuries (including strips)  |
| USTR 1 1/4 TPRN E 31      | 2031-08-15      | 0.0000%  |  | $250395.00         | $201649.35         | U.S. Treasuries (including strips)  |
| USTR 3 1/2 TPRN B 33      | 2033-02-15      | 0.0000%  |  | $50620.00          | $38013.09          | U.S. Treasuries (including strips)  |
| USTR 2 7/8 TPRN C 28      | 2028-05-15      | 0.0000%  |  | $14865.00          | $13717.24          | U.S. Treasuries (including strips)  |
| USTR 2 5/8 TPRN B 29      | 2029-02-15      | 0.0000%  |  | $4750.00           | $4254.59           | U.S. Treasuries (including strips)  |
| USTR 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  |  | $3750.00           | $3532.21           | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/34        | 2034-02-15      | 0.0000%  |  | $233441.60         | $166474.21         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/36        | 2036-02-15      | 0.0000%  |  | $103200.00         | $66373.08          | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/33        | 2033-08-15      | 0.0000%  |  | $1411590.45        | $1032663.11        | U.S. Treasuries (including strips)  |
| USTR 1 3/4 TPRN F 29      | 2029-11-15      | 0.0000%  |  | $544300.00         | $473167.61         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/35        | 2035-05-15      | 0.0000%  |  | $110643.35         | $74059.13          | U.S. Treasuries (including strips)  |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $5380.00           | $5097.86           | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $6673987.70        | $5847661.26        | U.S. Treasuries (including strips)  |
| USTR 0 5/8 TPRN C 30      | 2030-05-15      | 0.0000%  |  | $57600.00          | $48990.93          | U.S. Treasuries (including strips)  |
| USTR 3 3/8 TPRN C 33      | 2033-05-15      | 0.0000%  |  | $9510.00           | $7059.90           | U.S. Treasuries (including strips)  |
| USTR 2 1/4 TPRN F 27      | 2027-11-15      | 0.0000%  |  | $12850.00          | $12096.12          | U.S. Treasuries (including strips)  |
| USTR 2 TPRN F 26          | 2026-11-15      | 0.0000%  |  | $8795.00           | $8619.52           | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/27        | 2027-08-15      | 0.0000%  |  | $2408714.85        | $2291872.91        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/29        | 2029-05-15      | 0.0000%  |  | $157047.85         | $139055.04         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/26        | 2026-05-15      | 0.0000%  |  | $93400.00          | $93257.66          | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/30        | 2030-11-15      | 0.0000%  |  | $6325998.05        | $5256442.58        | U.S. Treasuries (including strips)  |
| USTR 4 1/4 TPRN F 34      | 2034-11-15      | 0.0000%  |  | $438445.00         | $302043.45         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/32        | 2032-11-15      | 0.0000%  |  | $121349.25         | $92091.70          | U.S. Treasuries (including strips)  |
| USTR 2 7/8 TPRN E 28      | 2028-08-15      | 0.0000%  |  | $19900.00          | $18183.33          | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $95.00             | $96.40             | U.S. Treasuries (including strips)  |
| USTR 1 5/8 TPRN C 31      | 2031-05-15      | 0.0000%  |  | $20250.00          | $16490.43          | U.S. Treasuries (including strips)  |

### Security 226: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.650%, 5/1/2026
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $236603582.61      | $237812561.56      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $552039.13         | $537658.51         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $27286.96          | $27048.16          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $521.74            | $522.00            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $13.04             | $13.17             | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $1329465.59        | $1380174.17        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $68849073.91       | $70338967.87       | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $13.04             | $12.25             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $219219678.26      | $225425576.56      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $31473.91          | $31769.99          | U.S. Treasuries (including strips) |

### Security 227: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.640%, 5/1/2026
- **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):** $725000000.00
- **C.18.a - Value (excl. sponsor support):** $725000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TINT 02/15/30   | 2030-02-15      | 0.0000%  |  | $29030317.73       | $24901103.40       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30   | 2030-05-15      | 0.0000%  |  | $53354990.96       | $45285582.12       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29   | 2029-05-15      | 0.0000%  |  | $40163179.12       | $35561723.85       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29   | 2029-02-15      | 0.0000%  |  | $14050552.85       | $12574415.82       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28   | 2028-11-15      | 0.0000%  |  | $13124535.76       | $11868662.06       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28   | 2028-02-15      | 0.0000%  |  | $74124063.60       | $69072582.79       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27   | 2027-11-15      | 0.0000%  |  | $55874809.33       | $52610714.72       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27   | 2027-02-15      | 0.0000%  |  | $18468969.36       | $17921087.38       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/26   | 2026-11-15      | 0.0000%  |  | $17512556.64       | $17156351.24       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26   | 2026-08-15      | 0.0000%  |  | $16175927.79       | $15999286.66       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/33   | 2033-11-15      | 0.0000%  |  | $28178127.17       | $20362698.18       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31   | 2031-11-15      | 0.0000%  |  | $23776233.66       | $18889433.03       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30   | 2030-11-15      | 0.0000%  |  | $69142243.75       | $57452157.17       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/34   | 2034-08-15      | 0.0000%  |  | $16212825.06       | $11275047.06       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34   | 2034-02-15      | 0.0000%  |  | $18652859.94       | $13301914.01       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/33   | 2033-02-15      | 0.0000%  |  | $13734782.92       | $10294851.59       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/31   | 2031-08-15      | 0.0000%  |  | $33903758.14       | $27248213.09       | U.S. Treasuries (including strips) |
| USTR 1 1/4 TPRN E 31 | 2031-08-15      | 0.0000%  |  | $26.17             | $21.08             | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33 | 2033-08-15      | 0.0000%  |  | $301254.51         | $220994.59         | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27 | 2027-02-15      | 0.0000%  |  | $671397.11         | $651597.61         | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN E 26 | 2026-08-15      | 0.0000%  |  | $5705.78           | $5644.04           | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30   | 2030-05-15      | 0.0000%  |  | $724973.83         | $616618.51         | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29   | 2029-08-15      | 0.0000%  |  | $16632703.97       | $14593268.34       | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28   | 2028-11-15      | 0.0000%  |  | $5134570.40        | $4647828.53        | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28   | 2028-08-15      | 0.0000%  |  | $383307.76         | $350296.53         | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27   | 2027-11-15      | 0.0000%  |  | $297616.43         | $280331.76         | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27   | 2027-08-15      | 0.0000%  |  | $16148.92          | $15362.66          | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26   | 2026-08-15      | 0.0000%  |  | $27822.20          | $27514.77          | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27   | 2027-02-15      | 0.0000%  |  | $2879.06           | $2797.41           | U.S. Treasuries (including strips) |
| USTR TINT 02/15/32   | 2032-02-15      | 0.0000%  |  | $12743598.63       | $10004935.57       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/35   | 2035-02-15      | 0.0000%  |  | $25105164.68       | $17020372.76       | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN E 35 | 2035-08-15      | 0.0000%  |  | $60983.75          | $40566.52          | U.S. Treasuries (including strips) |
| USTR TINT 08/15/30   | 2030-08-15      | 0.0000%  |  | $42008386.98       | $35275156.69       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/34   | 2034-05-15      | 0.0000%  |  | $21589866.08       | $15212651.44       | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26     | 2026-11-15      | 0.0000%  |  | $366.43            | $359.12            | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26   | 2026-05-15      | 0.0000%  |  | $13652151.04       | $13631345.17       | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26   | 2026-11-15      | 0.0000%  |  | $130.87            | $128.26            | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27   | 2027-08-15      | 0.0000%  |  | $51751464.78       | $49241104.72       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29   | 2029-11-15      | 0.0000%  |  | $15737751.41       | $13645543.26       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28   | 2028-08-15      | 0.0000%  |  | $61826505.36       | $56468620.40       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31   | 2031-05-15      | 0.0000%  |  | $53886835.44       | $43802938.04       | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29   | 2029-02-15      | 0.0000%  |  | $2274667.87        | $2042949.73        | U.S. Treasuries (including strips) |

### Security 228: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.640%, 5/1/2026
- **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):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 1/4 TRIN X 31  | 2031-04-15      | 1.2500%  |  | $120109481.63      | $119407116.83      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $61611982.49       | $61418969.94       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $120909936.22      | $122213447.54      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $112069944.68      | $112623201.18      | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $48925099.60       | $49776777.68       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $44533259.57       | $44612057.36       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  3.650%, 5/1/2026
- **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):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47200200.08       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47200200.08       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47200200.08       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47200200.08       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47200200.08       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47200200.08       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $19000000.00       | $17936076.03       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51654061.35       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $20635000.00       | $21317631.12       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $49451645.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $12133000.00       | $11999936.40       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51699004.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $11521000.00       | $11912484.53       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $49556640.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $83000.00          | $82264.02          | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO,  3.660%, 5/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $400.00            | $391.10            | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $466531200.00      | $324736166.03      | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $385835200.00      | $212871864.62      | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $170848000.00      | $96895315.23       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $84886400.00       | $62337743.71       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $219167800.00      | $114765170.89      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $3400.00           | $2508.78           | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $100.00            | $77.33             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $300.00            | $244.47            | U.S. Treasuries (including strips) |
| USTR BILL 07/30/26    | 2026-07-30      | 0.0000%  |  | $146639000.00      | $145322475.06      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $1157650100.00     | $1108823770.21     | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $24686400.00       | $24578175.49       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $1324274000.00     | $969977199.94      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-05-07

**By:** Stephen Van Meter

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

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