# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-007244
**Filing Date:** 2026-1
**Character Count:** 1363373
**Document Hash:** 2780c0962ce9f7c56f571a13635ab20b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007244.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007244

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 26518202

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

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

**LEI of Series:** 254900VAJ9169N7JRF45

**EDGAR Series Identifier:** S000009536

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 35 days

- **WAL:** 89 days

- **Total Value of Portfolio Securities:** $184482303711.90

- **Amortized Cost of Portfolio Securities:** $184439304171.89

- **Cash:** $7946754881.82

- **Total Other Assets:** $311000441.59

- **Total Liabilities:** $930331211.02

- **Net Assets of Series:** $191766728284.28

- **Number of Shares Outstanding (Series):** 191815805447.7900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $135563568078.65          | $161336299384.89           | 71.8700%                  | 85.5400%                   |
| 2025-12-02 | $130935238200.89          | $158059301550.60           | 69.9400%                  | 84.4300%                   |
| 2025-12-03 | $127810436064.93          | $157709331458.12           | 68.4000%                  | 84.4000%                   |
| 2025-12-04 | $125363365284.77          | $154328092721.43           | 68.4600%                  | 84.2700%                   |
| 2025-12-05 | $124496346861.22          | $151677320428.29           | 68.7300%                  | 83.7300%                   |
| 2025-12-08 | $127682539388.68          | $153313845045.58           | 69.5900%                  | 83.5600%                   |
| 2025-12-09 | $121765282140.90          | $150446919887.63           | 67.4200%                  | 83.3000%                   |
| 2025-12-10 | $122041895416.54          | $148584365253.09           | 68.2800%                  | 83.1300%                   |
| 2025-12-11 | $120625395042.39          | $149163196968.77           | 67.2800%                  | 83.1900%                   |
| 2025-12-12 | $122209734522.51          | $149773532718.37           | 68.0300%                  | 83.3800%                   |
| 2025-12-15 | $123312624577.17          | $146758754862.86           | 69.8200%                  | 83.1000%                   |
| 2025-12-16 | $120653049192.96          | $148749447409.03           | 67.5100%                  | 83.2300%                   |
| 2025-12-17 | $121341820338.91          | $150238486485.36           | 67.3300%                  | 83.3700%                   |
| 2025-12-18 | $123004096474.82          | $152380730551.66           | 67.5100%                  | 83.6300%                   |
| 2025-12-19 | $121941755810.97          | $151519193678.95           | 67.1900%                  | 83.4900%                   |
| 2025-12-22 | $130348602920.38          | $154476308718.74           | 70.6800%                  | 83.7700%                   |
| 2025-12-23 | $126032543549.93          | $154592517278.68           | 68.3000%                  | 83.7700%                   |
| 2025-12-24 | $123487058861.93          | $154103601956.43           | 67.1300%                  | 83.7800%                   |
| 2025-12-26 | $126366369942.25          | $154312629585.40           | 68.6200%                  | 83.7900%                   |
| 2025-12-29 | $134275122461.12          | $157271629287.16           | 71.6200%                  | 83.8900%                   |
| 2025-12-30 | $127979364213.97          | $157926118222.88           | 68.0300%                  | 83.9500%                   |
| 2025-12-31 | $133864830185.21          | $162496138213.76           | 69.4700%                  | 84.3300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0600%             |
| 2025-12-02 | 4.0600%             |
| 2025-12-03 | 4.0500%             |
| 2025-12-04 | 4.0400%             |
| 2025-12-05 | 4.0200%             |
| 2025-12-08 | 3.9800%             |
| 2025-12-09 | 3.9700%             |
| 2025-12-10 | 3.9700%             |
| 2025-12-11 | 3.9500%             |
| 2025-12-12 | 3.9300%             |
| 2025-12-15 | 3.8700%             |
| 2025-12-16 | 3.8500%             |
| 2025-12-17 | 3.8300%             |
| 2025-12-18 | 3.8200%             |
| 2025-12-19 | 3.8200%             |
| 2025-12-22 | 3.8100%             |
| 2025-12-23 | 3.8000%             |
| 2025-12-24 | 3.8000%             |
| 2025-12-26 | 3.8100%             |
| 2025-12-29 | 3.8200%             |
| 2025-12-30 | 3.8200%             |
| 2025-12-31 | 3.8300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 0.9999                      |
|  |  |
| 2025-12-02 | 0.9999                      |
|  |  |
| 2025-12-03 | 0.9999                      |
|  |  |
| 2025-12-04 | 0.9999                      |
|  |  |
| 2025-12-05 | 0.9999                      |
|  |  |
| 2025-12-08 | 0.9999                      |
|  |  |
| 2025-12-09 | 0.9999                      |
|  |  |
| 2025-12-10 | 0.9999                      |
|  |  |
| 2025-12-11 | 1.0000                      |
|  |  |
| 2025-12-12 | 1.0000                      |
|  |  |
| 2025-12-15 | 1.0000                      |
|  |  |
| 2025-12-16 | 1.0000                      |
|  |  |
| 2025-12-17 | 1.0000                      |
|  |  |
| 2025-12-18 | 1.0000                      |
|  |  |
| 2025-12-19 | 1.0000                      |
|  |  |
| 2025-12-22 | 1.0000                      |
|  |  |
| 2025-12-23 | 1.0000                      |
|  |  |
| 2025-12-24 | 1.0000                      |
|  |  |
| 2025-12-26 | 1.0000                      |
|  |  |
| 2025-12-29 | 1.0000                      |
|  |  |
| 2025-12-30 | 1.0000                      |
|  |  |
| 2025-12-31 | 1.0000                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $37111792222.57

- **Number of Shares Outstanding:** 37121289915.4800

- **Expense Reimbursement/Waiver:** 2413195.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1480302069.36            | $519932652.88           |
| 2025-12-02 | $1004484809.53            | $972076980.94           |
| 2025-12-03 | $683218896.69             | $843269305.15           |
| 2025-12-04 | $408934102.65             | $786184647.90           |
| 2025-12-05 | $334747923.07             | $718607103.77           |
| 2025-12-08 | $444918487.68             | $707997908.76           |
| 2025-12-09 | $504262788.01             | $564667974.08           |
| 2025-12-10 | $762994773.29             | $454098658.23           |
| 2025-12-11 | $1108942466.96            | $538903384.69           |
| 2025-12-12 | $607154408.28             | $1495719723.40          |
| 2025-12-15 | $790763310.33             | $550788750.62           |
| 2025-12-16 | $1070238173.70            | $501525224.36           |
| 2025-12-17 | $491450565.98             | $664265772.30           |
| 2025-12-18 | $861001669.13             | $322148506.73           |
| 2025-12-19 | $1129605206.23            | $1048692050.61          |
| 2025-12-22 | $706137111.69             | $533921834.07           |
| 2025-12-23 | $972833733.00             | $1224032192.80          |
| 2025-12-24 | $275486085.90             | $477941116.12           |
| 2025-12-26 | $634780996.07             | $570690041.60           |
| 2025-12-29 | $722582935.34             | $495473095.66           |
| 2025-12-30 | $688762008.91             | $679780840.77           |
| 2025-12-31 | $1063915451.60            | $446455247.88           |

**Total Gross Subscriptions (Month):** $16747517973.40

**Total Gross Redemptions (Month):** $15117173013.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8500%           |
| 2025-12-02 | 3.8500%           |
| 2025-12-03 | 3.8500%           |
| 2025-12-04 | 3.8300%           |
| 2025-12-05 | 3.8200%           |
| 2025-12-08 | 3.7800%           |
| 2025-12-09 | 3.7700%           |
| 2025-12-10 | 3.7600%           |
| 2025-12-11 | 3.7500%           |
| 2025-12-12 | 3.7300%           |
| 2025-12-15 | 3.6700%           |
| 2025-12-16 | 3.6500%           |
| 2025-12-17 | 3.6300%           |
| 2025-12-18 | 3.6200%           |
| 2025-12-19 | 3.6100%           |
| 2025-12-22 | 3.6000%           |
| 2025-12-23 | 3.6000%           |
| 2025-12-24 | 3.6000%           |
| 2025-12-26 | 3.6000%           |
| 2025-12-29 | 3.6200%           |
| 2025-12-30 | 3.6200%           |
| 2025-12-31 | 3.6300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 16.0600%         | 0.0000%              |
| Broker-dealer                                       |  | 11.6700%         | 0.0000%              |
| Broker-dealer                                       |  | 5.1900%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.4600%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.7700%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.8600%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $12227183247.43

- **Number of Shares Outstanding:** 12230312442.3500

- **Expense Reimbursement/Waiver:** 808901.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $234464890.80             | $243131334.20           |
| 2025-12-02 | $343613970.71             | $65970413.50            |
| 2025-12-03 | $178540893.38             | $56974045.38            |
| 2025-12-04 | $204056299.71             | $114329840.10           |
| 2025-12-05 | $133728103.22             | $95933491.50            |
| 2025-12-08 | $138928833.20             | $82434176.42            |
| 2025-12-09 | $706507676.12             | $92610261.42            |
| 2025-12-10 | $61106419.28              | $430566340.02           |
| 2025-12-11 | $199265665.60             | $199333802.61           |
| 2025-12-12 | $65866768.33              | $318149869.61           |
| 2025-12-15 | $127621423.57             | $464844036.70           |
| 2025-12-16 | $237079866.64             | $101671492.52           |
| 2025-12-17 | $214443162.53             | $96134660.79            |
| 2025-12-18 | $208117539.95             | $121676904.77           |
| 2025-12-19 | $254555417.39             | $381495647.61           |
| 2025-12-22 | $356566669.61             | $139575009.05           |
| 2025-12-23 | $123005694.14             | $328440805.74           |
| 2025-12-24 | $199405724.47             | $185693382.13           |
| 2025-12-26 | $127222866.50             | $348891004.62           |
| 2025-12-29 | $126693110.48             | $76336381.43            |
| 2025-12-30 | $301224912.52             | $50641522.30            |
| 2025-12-31 | $188206309.82             | $90145725.27            |

**Total Gross Subscriptions (Month):** $4730222217.97

**Total Gross Redemptions (Month):** $4084980147.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.6400%           |
| 2025-12-02 | 3.6400%           |
| 2025-12-03 | 3.6300%           |
| 2025-12-04 | 3.6200%           |
| 2025-12-05 | 3.6100%           |
| 2025-12-08 | 3.5600%           |
| 2025-12-09 | 3.5600%           |
| 2025-12-10 | 3.5500%           |
| 2025-12-11 | 3.5300%           |
| 2025-12-12 | 3.5100%           |
| 2025-12-15 | 3.4500%           |
| 2025-12-16 | 3.4300%           |
| 2025-12-17 | 3.4100%           |
| 2025-12-18 | 3.4000%           |
| 2025-12-19 | 3.4000%           |
| 2025-12-22 | 3.3900%           |
| 2025-12-23 | 3.3800%           |
| 2025-12-24 | 3.3800%           |
| 2025-12-26 | 3.3900%           |
| 2025-12-29 | 3.4000%           |
| 2025-12-30 | 3.4100%           |
| 2025-12-31 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 19.7200%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.5100%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.5500%          | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1702257778.17

- **Number of Shares Outstanding:** 1702693421.9500

- **Expense Reimbursement/Waiver:** 113536.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $6809913.66               | $410531.64              |
| 2025-12-02 | $2970305.38               | $7398400.81             |
| 2025-12-03 | $7492085.82               | $881728.94              |
| 2025-12-04 | $765082.23                | $10872103.14            |
| 2025-12-05 | $14409685.87              | $7219254.47             |
| 2025-12-08 | $400145859.20             | $2225989.63             |
| 2025-12-09 | $14165449.87              | $6437449.05             |
| 2025-12-10 | $130284.54                | $45190541.12            |
| 2025-12-11 | $688527.58                | $12766137.98            |
| 2025-12-12 | $25516043.29              | $25362227.02            |
| 2025-12-15 | $9257563.25               | $54026460.48            |
| 2025-12-16 | $11556486.35              | $273648.39              |
| 2025-12-17 | $3825852.27               | $17648339.51            |
| 2025-12-18 | $50095808.56              | $143776585.24           |
| 2025-12-19 | $17635954.62              | $5175230.80             |
| 2025-12-22 | $4483701.51               | $10293823.72            |
| 2025-12-23 | $14387239.12              | $18374603.26            |
| 2025-12-24 | $2706997.44               | $3789931.29             |
| 2025-12-26 | $7467206.43               | $1733235.11             |
| 2025-12-29 | $27698627.92              | $65678754.38            |
| 2025-12-30 | $36248881.37              | $1223163.97             |
| 2025-12-31 | $7198881.66               | $3135075.02             |

**Total Gross Subscriptions (Month):** $665656437.94

**Total Gross Redemptions (Month):** $443893214.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.3700%           |
| 2025-12-02 | 3.3700%           |
| 2025-12-03 | 3.3700%           |
| 2025-12-04 | 3.3500%           |
| 2025-12-05 | 3.3400%           |
| 2025-12-08 | 3.3000%           |
| 2025-12-09 | 3.2900%           |
| 2025-12-10 | 3.2900%           |
| 2025-12-11 | 3.2700%           |
| 2025-12-12 | 3.2500%           |
| 2025-12-15 | 3.1900%           |
| 2025-12-16 | 3.1700%           |
| 2025-12-17 | 3.1500%           |
| 2025-12-18 | 3.1400%           |
| 2025-12-19 | 3.1400%           |
| 2025-12-22 | 3.1300%           |
| 2025-12-23 | 3.1200%           |
| 2025-12-24 | 3.1200%           |
| 2025-12-26 | 3.1200%           |
| 2025-12-29 | 3.1400%           |
| 2025-12-30 | 3.1400%           |
| 2025-12-31 | 3.1500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.3500%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.7000%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.1300%          | 0.0000%              |
| Retail investor                                     |  | 18.5800%         | 0.0000%              |
| Retail investor                                     |  | 15.1500%         | 0.0000%              |
| Retail investor                                     |  | 27.1200%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $8051162787.17

- **Number of Shares Outstanding:** 8053223250.0900

- **Expense Reimbursement/Waiver:** 499901.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $39458717.25              | $52355655.44            |
| 2025-12-02 | $94211378.33              | $11225180.47            |
| 2025-12-03 | $65004140.67              | $11872313.93            |
| 2025-12-04 | $1688915.45               | $20344247.00            |
| 2025-12-05 | $4056873.40               | $20480307.24            |
| 2025-12-08 | $248971464.33             | $27895910.51            |
| 2025-12-09 | $19101908.13              | $117515898.67           |
| 2025-12-10 | $705551.72                | $156979263.91           |
| 2025-12-11 | $111058014.87             | $9463508.48             |
| 2025-12-12 | $8423729.21               | $25938436.86            |
| 2025-12-15 | $30579213.94              | $92109357.37            |
| 2025-12-16 | $73463931.49              | $21697181.09            |
| 2025-12-17 | $162478009.04             | $18488112.41            |
| 2025-12-18 | $66371283.60              | $39230267.81            |
| 2025-12-19 | $1048657435.03            | $181782523.28           |
| 2025-12-22 | $133439279.07             | $4855710.38             |
| 2025-12-23 | $15823005.95              | $180192002.54           |
| 2025-12-24 | $70077283.45              | $16253384.05            |
| 2025-12-26 | $28937994.96              | $11888763.59            |
| 2025-12-29 | $43208631.32              | $2663526.29             |
| 2025-12-30 | $22862375.21              | $54248481.04            |
| 2025-12-31 | $22620643.10              | $59346834.49            |

**Total Gross Subscriptions (Month):** $2311199779.52

**Total Gross Redemptions (Month):** $1136826866.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7500%           |
| 2025-12-02 | 3.7500%           |
| 2025-12-03 | 3.7400%           |
| 2025-12-04 | 3.7300%           |
| 2025-12-05 | 3.7200%           |
| 2025-12-08 | 3.6800%           |
| 2025-12-09 | 3.6700%           |
| 2025-12-10 | 3.6600%           |
| 2025-12-11 | 3.6500%           |
| 2025-12-12 | 3.6300%           |
| 2025-12-15 | 3.5700%           |
| 2025-12-16 | 3.5500%           |
| 2025-12-17 | 3.5300%           |
| 2025-12-18 | 3.5200%           |
| 2025-12-19 | 3.5100%           |
| 2025-12-22 | 3.5000%           |
| 2025-12-23 | 3.5000%           |
| 2025-12-24 | 3.5000%           |
| 2025-12-26 | 3.5000%           |
| 2025-12-29 | 3.5100%           |
| 2025-12-30 | 3.5200%           |
| 2025-12-31 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 78.0900%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.5200%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $107402727371.26

- **Number of Shares Outstanding:** 107430214001.8100

- **Expense Reimbursement/Waiver:** 6714716.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $4315895247.25            | $2437092899.37          |
| 2025-12-02 | $1892357821.33            | $2840957167.68          |
| 2025-12-03 | $1395840241.56            | $2643060370.41          |
| 2025-12-04 | $1622977373.81            | $2502941948.18          |
| 2025-12-05 | $1975337888.34            | $3644369562.36          |
| 2025-12-08 | $2520861957.58            | $2530834681.77          |
| 2025-12-09 | $2266414664.98            | $2607748526.98          |
| 2025-12-10 | $1617865031.52            | $3277621111.81          |
| 2025-12-11 | $3755099774.28            | $3304471969.79          |
| 2025-12-12 | $2954738641.08            | $3230921280.42          |
| 2025-12-15 | $2537016744.98            | $4665019214.94          |
| 2025-12-16 | $3174892143.63            | $1975403272.72          |
| 2025-12-17 | $2133229037.19            | $2097749850.72          |
| 2025-12-18 | $3492974016.92            | $3003250518.99          |
| 2025-12-19 | $2468764557.19            | $3494192272.93          |
| 2025-12-22 | $5378060418.78            | $2017311252.40          |
| 2025-12-23 | $2799855599.41            | $2509077483.87          |
| 2025-12-24 | $1385011248.28            | $2017500456.44          |
| 2025-12-26 | $2136909426.29            | $1125394898.29          |
| 2025-12-29 | $5234228229.71            | $1990294833.38          |
| 2025-12-30 | $4436565907.99            | $4029592352.98          |
| 2025-12-31 | $5350223950.91            | $2537218508.05          |

**Total Gross Subscriptions (Month):** $64845119923.01

**Total Gross Redemptions (Month):** $60482024434.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9000%           |
| 2025-12-02 | 3.9000%           |
| 2025-12-03 | 3.8900%           |
| 2025-12-04 | 3.8800%           |
| 2025-12-05 | 3.8700%           |
| 2025-12-08 | 3.8300%           |
| 2025-12-09 | 3.8200%           |
| 2025-12-10 | 3.8100%           |
| 2025-12-11 | 3.8000%           |
| 2025-12-12 | 3.7800%           |
| 2025-12-15 | 3.7200%           |
| 2025-12-16 | 3.7000%           |
| 2025-12-17 | 3.6800%           |
| 2025-12-18 | 3.6700%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6500%           |
| 2025-12-26 | 3.6500%           |
| 2025-12-29 | 3.6600%           |
| 2025-12-30 | 3.6700%           |
| 2025-12-31 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.0500%          | 0.0000%              |
| Depository institution or other banking institution |  | 18.4900%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.1800%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.4300%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.4000%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $10033558648.57

- **Number of Shares Outstanding:** 10036126448.5400

- **Expense Reimbursement/Waiver:** 672150.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $45302290.99              | $12779569.08            |
| 2025-12-02 | $22824182.17              | $21532471.37            |
| 2025-12-03 | $20611676.59              | $22222549.19            |
| 2025-12-04 | $18605803.70              | $29872152.21            |
| 2025-12-05 | $14197783.03              | $24559877.33            |
| 2025-12-08 | $15405932.64              | $18221113.22            |
| 2025-12-09 | $18247308.18              | $18281231.75            |
| 2025-12-10 | $29614897.11              | $10580311.35            |
| 2025-12-11 | $17201766.80              | $23972506.72            |
| 2025-12-12 | $15247094.10              | $23487492.33            |
| 2025-12-15 | $33841445.53              | $14615071.01            |
| 2025-12-16 | $23717352.93              | $16228946.89            |
| 2025-12-17 | $24421528.12              | $14469319.51            |
| 2025-12-18 | $14553701.57              | $27925835.53            |
| 2025-12-19 | $29216803.45              | $18221048.30            |
| 2025-12-22 | $54561714.76              | $17117606.42            |
| 2025-12-23 | $27937367.62              | $19359465.43            |
| 2025-12-24 | $25474406.96              | $28445586.59            |
| 2025-12-26 | $23818549.74              | $16131550.22            |
| 2025-12-29 | $21215756.10              | $8473116.01             |
| 2025-12-30 | $26949368.53              | $65930995.05            |
| 2025-12-31 | $25971390.28              | $44383341.28            |

**Total Gross Subscriptions (Month):** $548938120.90

**Total Gross Redemptions (Month):** $496811156.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.0500%           |
| 2025-12-02 | 3.0500%           |
| 2025-12-03 | 3.0400%           |
| 2025-12-04 | 3.0300%           |
| 2025-12-05 | 3.0100%           |
| 2025-12-08 | 2.9700%           |
| 2025-12-09 | 2.9600%           |
| 2025-12-10 | 2.9600%           |
| 2025-12-11 | 2.9400%           |
| 2025-12-12 | 2.9200%           |
| 2025-12-15 | 2.8600%           |
| 2025-12-16 | 2.8400%           |
| 2025-12-17 | 2.8200%           |
| 2025-12-18 | 2.8100%           |
| 2025-12-19 | 2.8100%           |
| 2025-12-22 | 2.8000%           |
| 2025-12-23 | 2.7900%           |
| 2025-12-24 | 2.7900%           |
| 2025-12-26 | 2.7900%           |
| 2025-12-29 | 2.8100%           |
| 2025-12-30 | 2.8100%           |
| 2025-12-31 | 2.8300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.6800%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $737033132.81

- **Number of Shares Outstanding:** 737221755.1800

- **Expense Reimbursement/Waiver:** 46733.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $7156784.77               | $207497.92              |
| 2025-12-02 | $4436097.23               | $462464.61              |
| 2025-12-03 | $1916368.20               | $3861322.36             |
| 2025-12-04 | $3906722.59               | $702796.77              |
| 2025-12-05 | $3581225.85               | $3902313.92             |
| 2025-12-08 | $4833221.35               | $617255.66              |
| 2025-12-09 | $746158.12                | $1863668.87             |
| 2025-12-10 | $2317711.06               | $3057078.81             |
| 2025-12-11 | $1777059.01               | $1333211.23             |
| 2025-12-12 | $5306066.51               | $621623.12              |
| 2025-12-15 | $1452114.76               | $4303867.61             |
| 2025-12-16 | $3703878.57               | $1001288.77             |
| 2025-12-17 | $5709580.97               | $748007.01              |
| 2025-12-18 | $1276186.60               | $1904893.89             |
| 2025-12-19 | $15654112.60              | $1172490.28             |
| 2025-12-22 | $4582127.86               | $2292647.88             |
| 2025-12-23 | $1510684.34               | $2366438.64             |
| 2025-12-24 | $7786268.08               | $2439335.20             |
| 2025-12-26 | $5194446.35               | $215502.55              |
| 2025-12-29 | $7336644.72               | $2102296.00             |
| 2025-12-30 | $15170702.92              | $329622.43              |
| 2025-12-31 | $1326610.92               | $2184479.87             |

**Total Gross Subscriptions (Month):** $106680773.38

**Total Gross Redemptions (Month):** $37690103.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.2300%           |
| 2025-12-02 | 3.2300%           |
| 2025-12-03 | 3.2200%           |
| 2025-12-04 | 3.2100%           |
| 2025-12-05 | 3.1900%           |
| 2025-12-08 | 3.1500%           |
| 2025-12-09 | 3.1500%           |
| 2025-12-10 | 3.1400%           |
| 2025-12-11 | 3.1200%           |
| 2025-12-12 | 3.1000%           |
| 2025-12-15 | 3.0400%           |
| 2025-12-16 | 3.0200%           |
| 2025-12-17 | 3.0000%           |
| 2025-12-18 | 2.9900%           |
| 2025-12-19 | 2.9900%           |
| 2025-12-22 | 2.9800%           |
| 2025-12-23 | 2.9800%           |
| 2025-12-24 | 2.9700%           |
| 2025-12-26 | 2.9800%           |
| 2025-12-29 | 2.9900%           |
| 2025-12-30 | 3.0000%           |
| 2025-12-31 | 3.0100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 80.9000%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1250529576.70

- **Number of Shares Outstanding:** 1250849613.6800

- **Expense Reimbursement/Waiver:** 80464.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $20025767.57              | $1967367.52             |
| 2025-12-02 | $4956681.66               | $4177235.05             |
| 2025-12-03 | $3388252.06               | $6746586.36             |
| 2025-12-04 | $6298572.69               | $6420459.60             |
| 2025-12-05 | $5370357.38               | $10423013.23            |
| 2025-12-08 | $3406909.27               | $62864964.39            |
| 2025-12-09 | $1110391.36               | $21323559.75            |
| 2025-12-10 | $2933588.08               | $9296788.57             |
| 2025-12-11 | $3088173.13               | $2881209.91             |
| 2025-12-12 | $16480137.58              | $9237985.59             |
| 2025-12-15 | $14399922.10              | $7205140.75             |
| 2025-12-16 | $2447189.09               | $17413831.07            |
| 2025-12-17 | $3066381.94               | $4712286.43             |
| 2025-12-18 | $39124767.00              | $26451975.97            |
| 2025-12-19 | $12298668.98              | $18048900.81            |
| 2025-12-22 | $131962118.34             | $8464676.67             |
| 2025-12-23 | $9613379.49               | $42974567.90            |
| 2025-12-24 | $2898475.16               | $11648947.35            |
| 2025-12-26 | $23245248.01              | $6809340.07             |
| 2025-12-29 | $5723167.51               | $3106515.17             |
| 2025-12-30 | $16053173.68              | $5668833.48             |
| 2025-12-31 | $10996530.58              | $20017584.57            |

**Total Gross Subscriptions (Month):** $338887852.66

**Total Gross Redemptions (Month):** $307861770.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8800%           |
| 2025-12-02 | 3.8800%           |
| 2025-12-03 | 3.8700%           |
| 2025-12-04 | 3.8600%           |
| 2025-12-05 | 3.8500%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.7900%           |
| 2025-12-11 | 3.7800%           |
| 2025-12-12 | 3.7600%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6800%           |
| 2025-12-17 | 3.6600%           |
| 2025-12-18 | 3.6500%           |
| 2025-12-19 | 3.6400%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6300%           |
| 2025-12-24 | 3.6300%           |
| 2025-12-26 | 3.6300%           |
| 2025-12-29 | 3.6400%           |
| 2025-12-30 | 3.6500%           |
| 2025-12-31 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 11.7800%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.2600%         | 0.0000%              |
| Depository institution or other banking institution |  | 29.9600%         | 0.0000%              |
| Broker-dealer                                       |  | 13.7300%         | 0.0000%              |
| Broker-dealer                                       |  | 17.1400%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $9029150666.64

- **Number of Shares Outstanding:** 9031461417.3500

- **Expense Reimbursement/Waiver:** 606759.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $97660333.50              | $28208918.61            |
| 2025-12-02 | $56901344.38              | $99118481.20            |
| 2025-12-03 | $50003742.29              | $77707672.85            |
| 2025-12-04 | $73493369.99              | $107102334.54           |
| 2025-12-05 | $31156742.26              | $80517703.12            |
| 2025-12-08 | $104536140.73             | $60535315.89            |
| 2025-12-09 | $80754015.60              | $82890358.96            |
| 2025-12-10 | $51204913.97              | $69394666.95            |
| 2025-12-11 | $49326039.66              | $66123586.96            |
| 2025-12-12 | $35106106.64              | $80314626.87            |
| 2025-12-15 | $59701470.50              | $44068726.27            |
| 2025-12-16 | $84896254.98              | $88798709.62            |
| 2025-12-17 | $86768824.83              | $95071900.66            |
| 2025-12-18 | $88069275.38              | $187813896.61           |
| 2025-12-19 | $90419229.16              | $67174229.29            |
| 2025-12-22 | $50009275.49              | $48094503.43            |
| 2025-12-23 | $60514004.36              | $97873022.68            |
| 2025-12-24 | $74052872.69              | $100603221.83           |
| 2025-12-26 | $102255682.75             | $28959831.67            |
| 2025-12-29 | $70593679.92              | $33764736.98            |
| 2025-12-30 | $52691776.88              | $67628270.58            |
| 2025-12-31 | $85437174.72              | $65250653.38            |

**Total Gross Subscriptions (Month):** $1535552270.68

**Total Gross Redemptions (Month):** $1677015368.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9000%           |
| 2025-12-02 | 3.9000%           |
| 2025-12-03 | 3.8900%           |
| 2025-12-04 | 3.8800%           |
| 2025-12-05 | 3.8700%           |
| 2025-12-08 | 3.8300%           |
| 2025-12-09 | 3.8200%           |
| 2025-12-10 | 3.8100%           |
| 2025-12-11 | 3.8000%           |
| 2025-12-12 | 3.7800%           |
| 2025-12-15 | 3.7200%           |
| 2025-12-16 | 3.7000%           |
| 2025-12-17 | 3.6800%           |
| 2025-12-18 | 3.6700%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6500%           |
| 2025-12-26 | 3.6500%           |
| 2025-12-29 | 3.6600%           |
| 2025-12-30 | 3.6700%           |
| 2025-12-31 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.2300%          | 0.0000%              |
| Broker-dealer |  | 78.1600%         | 0.0000%              |
| Broker-dealer |  | 9.0400%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $110133160.73

- **Number of Shares Outstanding:** 110161346.1400

- **Expense Reimbursement/Waiver:** 8668.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $89341.93                 | $2831691.17             |
| 2025-12-02 | $1480720.67               | $0.00                   |
| 2025-12-03 | $1090.87                  | $3352580.47             |
| 2025-12-04 | $5630556.79               | $41818.27               |
| 2025-12-05 | $2482.71                  | $1084311.03             |
| 2025-12-08 | $229074.68                | $14978.10               |
| 2025-12-09 | $6687557.49               | $823.88                 |
| 2025-12-10 | $4157.66                  | $8681489.01             |
| 2025-12-11 | $109667.48                | $27659.30               |
| 2025-12-12 | $458056.46                | $4500.50                |
| 2025-12-15 | $2761199.69               | $378680.65              |
| 2025-12-16 | $2632799.65               | $377086.63              |
| 2025-12-17 | $25592.41                 | $3848917.07             |
| 2025-12-18 | $3560.68                  | $907134.32              |
| 2025-12-19 | $8362319.71               | $203061.86              |
| 2025-12-22 | $3834.25                  | $29673328.75            |
| 2025-12-23 | $27.67                    | $1673495.86             |
| 2025-12-24 | $29.41                    | $1389673.39             |
| 2025-12-26 | $267.96                   | $1240258.90             |
| 2025-12-29 | $21747.11                 | $2459884.52             |
| 2025-12-30 | $1142828.13               | $1545.00                |
| 2025-12-31 | $1274957.40               | $20197.66               |

**Total Gross Subscriptions (Month):** $30921870.81

**Total Gross Redemptions (Month):** $58213116.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.6000%           |
| 2025-12-02 | 3.6000%           |
| 2025-12-03 | 3.5900%           |
| 2025-12-04 | 3.5800%           |
| 2025-12-05 | 3.5700%           |
| 2025-12-08 | 3.5300%           |
| 2025-12-09 | 3.5200%           |
| 2025-12-10 | 3.5100%           |
| 2025-12-11 | 3.5000%           |
| 2025-12-12 | 3.4800%           |
| 2025-12-15 | 3.4200%           |
| 2025-12-16 | 3.4000%           |
| 2025-12-17 | 3.3800%           |
| 2025-12-18 | 3.3700%           |
| 2025-12-19 | 3.3600%           |
| 2025-12-22 | 3.3500%           |
| 2025-12-23 | 3.3500%           |
| 2025-12-24 | 3.3500%           |
| 2025-12-26 | 3.3500%           |
| 2025-12-29 | 3.3600%           |
| 2025-12-30 | 3.3700%           |
| 2025-12-31 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 71.9400%         | 0.0000%              |
| Depository institution or other banking institution |  | 25.5800%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $4111199692.23

- **Number of Shares Outstanding:** 4112251835.2200

- **Expense Reimbursement/Waiver:** 224813.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 0.9999          |
|  |  |
| 2025-12-03 | 0.9999          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 0.9999          |
|  |  |
| 2025-12-08 | 0.9999          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 0.9999          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $250460350.45             | $215500000.00           |
| 2025-12-02 | $273000000.00             | $0.00                   |
| 2025-12-03 | $165200000.00             | $700000.00              |
| 2025-12-04 | $68000000.00              | $31500000.00            |
| 2025-12-05 | $0.00                     | $1116650000.00          |
| 2025-12-08 | $174100200.00             | $0.00                   |
| 2025-12-09 | $0.00                     | $71000000.00            |
| 2025-12-10 | $58200000.00              | $0.00                   |
| 2025-12-11 | $55000000.00              | $601000000.00           |
| 2025-12-12 | $980250000.00             | $53000000.00            |
| 2025-12-15 | $258600000.00             | $187500000.00           |
| 2025-12-16 | $0.00                     | $4100000.00             |
| 2025-12-17 | $1693000000.00            | $335000000.00           |
| 2025-12-18 | $500700000.00             | $0.00                   |
| 2025-12-19 | $0.00                     | $679000000.00           |
| 2025-12-22 | $3000000.00               | $462500000.00           |
| 2025-12-23 | $1600000.00               | $62000000.00            |
| 2025-12-24 | $224000000.00             | $52050000.00            |
| 2025-12-26 | $0.00                     | $165000000.00           |
| 2025-12-29 | $64300000.00              | $714000000.00           |
| 2025-12-30 | $184000000.00             | $186300000.00           |
| 2025-12-31 | $1060218271.20            | $1000000.00             |

**Total Gross Subscriptions (Month):** $6013628821.65

**Total Gross Redemptions (Month):** $4937800000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9000%           |
| 2025-12-02 | 3.9000%           |
| 2025-12-03 | 3.8900%           |
| 2025-12-04 | 3.8800%           |
| 2025-12-05 | 3.8700%           |
| 2025-12-08 | 3.8300%           |
| 2025-12-09 | 3.8200%           |
| 2025-12-10 | 3.8100%           |
| 2025-12-11 | 3.8000%           |
| 2025-12-12 | 3.7800%           |
| 2025-12-15 | 3.7200%           |
| 2025-12-16 | 3.7000%           |
| 2025-12-17 | 3.6800%           |
| 2025-12-18 | 3.6700%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6500%           |
| 2025-12-26 | 3.6500%           |
| 2025-12-29 | 3.6600%           |
| 2025-12-30 | 3.6700%           |
| 2025-12-31 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 64.1400%         | 0.0000%              |
| Non-financial corporation                           |  | 6.0100%          | 6.0100%              |
| Non-financial corporation                           |  | 21.2100%         | 21.2100%             |
| Non-financial corporation                           |  | 6.4400%          | 6.4400%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.830%, 1/2/2026
- **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):** $172000000.00
- **C.18.a - Value (excl. sponsor support):** $172000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1384205.74        | $1410687.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $2127908.04        | $2050131.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $3640353.32        | $3612613.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2830915.00        | $2560605.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $1872970.55        | $1807383.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $202723.14         | $183423.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $2925951.12        | $2539033.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $302393.35         | $287543.92         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $7076080.00        | $7256331.34        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $17750400.00       | $18038844.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $285699.89         | $288659.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $4736859.32        | $4757922.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $517597.99         | $536160.26         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $577229.25         | $597669.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $23732.94          | $23791.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $662018.40         | $644933.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $21529.66          | $22400.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $7970743.29        | $8093537.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $1020842.96        | $1029629.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0374 | 2055-09-01      | 5.5000%  |  | $535815.34         | $546319.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $7012767.96        | $7060073.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $6970269.48        | $7017288.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $528965.61         | $537435.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $7053906.77        | $6604965.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $3822849.57        | $3595010.29        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1488902.60        | $1448747.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $2889439.44        | $2935996.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $270719.26         | $241141.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $646083.83         | $652839.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1394075.99        | $1298010.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $76819.85          | $73327.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5140 | 2055-11-01      | 5.0000%  |  | $112076.69         | $113377.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ9664 | 2055-12-01      | 5.5000%  |  | $1838823.88        | $1883108.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $705838.98         | $725340.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $1496319.80        | $1512519.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $16916715.45       | $17003441.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $728681.44         | $776547.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $4582773.74        | $4763408.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $5787878.82        | $5885501.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $296476.85         | $246946.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $3609960.20        | $3129775.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $3343887.21        | $2894085.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $3114133.41        | $2957413.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $3548178.69        | $3203916.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $853062.31         | $883459.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $35216.42          | $36507.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $10724976.51       | $10581969.67       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $4769406.55        | $4910019.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1093542.26        | $1054079.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $10037753.96       | $8928140.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3812 | 2053-01-01      | 4.5000%  |  | $777599.58         | $768042.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1285677.62        | $1319205.94        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $1587603.34        | $1633410.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $5525197.97        | $5709868.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $78588.03          | $75841.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $50979.83          | $53803.74          | Agency Mortgage-Backed Securities  |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $68.80             | $70.12             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $68.80             | $70.95             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $2680448.00        | $2697622.23        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $4831548.80        | $4244626.13        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of America N.A., REPO,  3.850%, 1/2/2026
- **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):** $44515000.00
- **C.18.a - Value (excl. sponsor support):** $44515000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 01.500 CLMA4157 | 2050-10-01      | 1.5000%  |  | $8392283.36        | $6506679.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6204 | 2042-09-01      | 3.0000%  |  | $6859142.91        | $6373227.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD8078 | 2046-10-01      | 3.0000%  |  | $4585205.54        | $4181643.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC2848 | 2046-09-01      | 3.0000%  |  | $6985486.33        | $6372440.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8654 | 2047-01-01      | 3.5000%  |  | $6805751.11        | $6450121.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP8078 | 2050-08-01      | 2.0000%  |  | $7829871.80        | $6427327.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9865 | 2047-02-01      | 3.0000%  |  | $2927381.44        | $2661048.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP8083 | 2050-08-01      | 2.0000%  |  | $7848383.87        | $6442523.80        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  3.840%, 1/2/2026
- **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):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.7500 - 06/30/2030 | 2030-06-30      | 3.7500%  |  | $19030000.00       | $19113256.25       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2030 | 2030-06-30      | 3.7500%  |  | $50000000.00       | $50218750.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2030 | 2030-06-30      | 3.7500%  |  | $50000000.00       | $50218750.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2030 | 2030-06-30      | 3.7500%  |  | $50000000.00       | $50218750.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2030 | 2030-06-30      | 3.7500%  |  | $50000000.00       | $50218750.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2030 | 2030-06-30      | 3.7500%  |  | $50000000.00       | $50218750.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2030 | 2030-06-30      | 3.7500%  |  | $50000000.00       | $50218750.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2030 | 2030-06-30      | 3.7500%  |  | $50000000.00       | $50218750.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2030 | 2030-06-30      | 3.7500%  |  | $50000000.00       | $50218750.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2030 | 2030-06-30      | 3.7500%  |  | $50000000.00       | $50218750.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $25000000.00       | $24891602.50       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49783205.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $36315000.00       | $36558993.22       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $13685000.00       | $13776946.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50335940.00       | U.S. Treasuries (including strips) |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.830%, 1/2/2026
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $6852000.00        | $6944000.09        | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $1327714.29        | $1342355.14        | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $571.43            | $407.21            | Agency Debentures and Agency Strips |
| FCSB 2.45 FCOR 22-41 O    | 2041-08-09      | 2.4500%  |  | $2000.00           | $1457.27           | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $12857142.86       | $12935432.14       | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $4285714.29        | $4360635.71        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $4285714.29        | $4397700.00        | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $4000000.00        | $4129020.45        | Agency Debentures and Agency Strips |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  |  | $285.71            | $312.30            | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $48264000.00       | $40851952.73       | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $56136000.00       | $48161039.16       | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  |  | $15142857.14       | $15351402.05       | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $6167714.29        | $6334199.40        | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  |  | $8147714.29        | $8201759.43        | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI   | 2034-06-05      | 5.4000%  |  | $5684000.00        | $5728028.26        | Agency Debentures and Agency Strips |
| FCSB 5.95 FCOR 26-45 N    | 2045-05-22      | 5.9500%  |  | $5707142.86        | $5754288.61        | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  |  | $32213142.86       | $26751114.57       | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $6857142.86        | $7014563.81        | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $5714571.43        | $5783790.76        | Agency Debentures and Agency Strips |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.740%, 1/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** 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 GNII SF DO8746 C      | 2055-12-20      | 6.5000%  |  | $1292880.84        | $1381026.44        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB5980 X      | 2045-12-15      | 4.5000%  |  | $31969.11          | $31867.74          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681624 X      | 2038-11-15      | 6.0000%  |  | $10454.67          | $10908.51          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 675513 X      | 2038-06-15      | 5.5000%  |  | $16930.31          | $17639.39          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669626 X      | 2037-06-15      | 6.0000%  |  | $28872.65          | $29921.13          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 659615 X      | 2036-09-15      | 6.0000%  |  | $7856.22           | $8161.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658570 X      | 2036-08-15      | 6.0000%  |  | $10660.78          | $11276.24          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658133 X      | 2036-10-15      | 6.5000%  |  | $5389.30           | $5697.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618681 X      | 2036-10-15      | 6.5000%  |  | $11025.77          | $11598.93          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617704 X      | 2037-09-15      | 6.0000%  |  | $7559.19           | $7905.09           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615519 X      | 2033-09-15      | 4.5000%  |  | $40561.68          | $40717.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9354 C      | 2055-12-20      | 5.0000%  |  | $6905832.32        | $6949516.31        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  |  | $13291.79          | $13897.67          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782835 X      | 2039-12-15      | 6.0000%  |  | $10894.77          | $11562.17          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782269 X      | 2038-02-15      | 5.5000%  |  | $40439.47          | $42696.33          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781846 X      | 2034-09-15      | 6.5000%  |  | $15751.15          | $16399.18          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785334 X      | 2049-03-15      | 5.5000%  |  | $570793.17         | $601133.87         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  |  | $924.11            | $993.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784446 C      | 2048-02-20      | 3.0000%  |  | $417803.40         | $380589.65         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 745236 X      | 2040-07-15      | 4.5000%  |  | $60950.88          | $61149.88          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 739396 X      | 2040-10-15      | 4.5000%  |  | $266451.81         | $266446.75         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738002 X      | 2041-02-15      | 4.0000%  |  | $60217.47          | $58311.55          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733663 X      | 2040-05-15      | 4.5000%  |  | $85960.51          | $86068.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783284 C      | 2040-06-20      | 5.5000%  |  | $16667.57          | $17302.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8624 C      | 2055-12-20      | 6.0000%  |  | $997536.11         | $1020865.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8540 C      | 2055-12-20      | 6.0000%  |  | $924405.26         | $946704.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8493 C      | 2055-12-20      | 5.5000%  |  | $2732730.74        | $2769210.87        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO8312        | 2060-12-15      | 5.4000%  |  | $12471945.68       | $12933183.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7943 C      | 2055-12-20      | 6.5000%  |  | $2795517.05        | $2941623.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7941 C      | 2055-12-20      | 5.5000%  |  | $3080450.95        | $3162974.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7612 C      | 2055-12-20      | 6.0000%  |  | $1840896.84        | $1884794.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7560 C      | 2055-12-20      | 5.5000%  |  | $2628486.74        | $2708277.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7533 C      | 2055-11-20      | 7.0000%  |  | $5631568.53        | $5838992.33        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DO8097        | 2068-03-15      | 4.6300%  |  | $6208666.95        | $5910212.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7142 C      | 2055-12-20      | 5.0000%  |  | $779433.05         | $788443.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5959 C      | 2055-12-20      | 6.0000%  |  | $1179942.11        | $1232833.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7485 C      | 2055-12-20      | 5.0000%  |  | $8605561.26        | $8657346.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5797 C      | 2055-11-20      | 5.5000%  |  | $4255058.81        | $4415310.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5732 C      | 2055-11-20      | 6.0000%  |  | $5031103.97        | $5211076.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4280 C      | 2055-12-20      | 5.5000%  |  | $8757581.37        | $8992191.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1987 C      | 2055-12-20      | 6.5000%  |  | $6423569.16        | $6759307.71        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6443        | 2060-12-15      | 5.4000%  |  | $8738947.37        | $9062131.12        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442        | 2060-12-15      | 5.4000%  |  | $10908578.95       | $11312000.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6342 C      | 2055-11-20      | 6.5000%  |  | $7321387.59        | $7813799.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5278 C      | 2065-11-20      | 5.5000%  |  | $30542882.59       | $31063099.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2567 C      | 2055-04-20      | 6.0000%  |  | $261231.85         | $274220.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5324 C      | 2054-12-20      | 6.0000%  |  | $6314841.17        | $6559175.00        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL8514 X      | 2052-03-15      | 4.0000%  |  | $266220.79         | $255110.69         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  |  | $1020204.35        | $975925.78         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE7988 X      | 2048-01-15      | 5.0000%  |  | $636747.76         | $640985.74         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC1382 X      | 2047-09-15      | 4.5000%  |  | $122397.33         | $120830.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4832 C      | 2055-12-20      | 6.5000%  |  | $2786695.58        | $2945993.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5334 C      | 2055-12-20      | 5.0000%  |  | $1242976.00        | $1251987.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3737 C      | 2055-12-20      | 6.5000%  |  | $1235571.47        | $1313764.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  |  | $1578790.08        | $1608461.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  |  | $70548460.49       | $69200138.31       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M      | 2054-03-20      | 4.0000%  |  | $38094654.23       | $36273780.54       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  |  | $2470175.66        | $2234224.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6543 M      | 2050-03-20      | 4.0000%  |  | $3936193.75        | $3784033.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M      | 2050-03-20      | 3.0000%  |  | $45842019.55       | $41481893.39       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9671 M      | 2054-05-20      | 7.0000%  |  | $1118236.37        | $1162589.35        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732485 X      | 2040-02-15      | 6.0000%  |  | $4538.88           | $4698.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 731686 X      | 2040-11-15      | 4.5000%  |  | $195580.98         | $196087.93         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  |  | $3277.46           | $3347.75           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705395 X      | 2039-01-15      | 6.0000%  |  | $10507.30          | $11115.01          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704142 X      | 2038-12-15      | 6.5000%  |  | $502.03            | $528.71            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704005 X      | 2038-11-15      | 6.5000%  |  | $914.62            | $963.81            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702547 X      | 2038-11-15      | 5.5000%  |  | $20403.39          | $21390.08          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701417 X      | 2039-04-15      | 5.0000%  |  | $47688.85          | $49083.54          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699113 X      | 2038-09-15      | 6.0000%  |  | $6596.20           | $6926.55           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697584 X      | 2038-11-15      | 5.5000%  |  | $26548.42          | $27767.98          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723240 X      | 2039-10-15      | 5.0000%  |  | $8301.13           | $8582.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005258 M      | 2041-12-20      | 3.5000%  |  | $240806.65         | $228589.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005204 M      | 2041-10-20      | 4.5000%  |  | $422919.85         | $428099.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005085 M      | 2041-06-20      | 6.0000%  |  | $89436.05          | $92795.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004772 M      | 2040-08-20      | 5.0000%  |  | $333844.56         | $344256.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004695 M      | 2040-05-20      | 4.0000%  |  | $16476.25          | $16162.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005338 M      | 2042-03-20      | 6.0000%  |  | $46275.15          | $48959.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004268 M      | 2038-10-20      | 6.0000%  |  | $16434.63          | $17388.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004266 M      | 2038-10-20      | 5.5000%  |  | $5178.11           | $5391.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004059 M      | 2037-12-20      | 5.5000%  |  | $4144.91           | $4315.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M      | 2032-10-20      | 5.5000%  |  | $18970.96          | $19857.45          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602837 X      | 2033-02-15      | 6.0000%  |  | $4703.30           | $4848.63           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602212 X      | 2033-03-15      | 6.0000%  |  | $6976.25           | $7214.91           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3489 X      | 2049-01-15      | 4.5000%  |  | $17295.30          | $17133.41          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY4224 X      | 2047-05-15      | 5.0000%  |  | $5693.24           | $5835.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AW6056 C      | 2046-11-20      | 3.5000%  |  | $397638.62         | $367908.24         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  |  | $70132.73          | $69704.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9760 C      | 2055-12-20      | 5.5000%  |  | $3432684.32        | $3530976.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4486 C      | 2055-12-20      | 5.5000%  |  | $8418429.16        | $8527189.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3164 C      | 2055-12-20      | 6.5000%  |  | $10388632.95       | $10791739.61       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2237 C      | 2055-11-20      | 6.5000%  |  | $1168016.86        | $1230852.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0056 C      | 2055-11-20      | 6.5000%  |  | $1151176.65        | $1211341.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4389 C      | 2055-05-20      | 6.0000%  |  | $146549.24         | $153118.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M      | 2050-03-20      | 2.5000%  |  | $173104.25         | $150814.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  |  | $6426661.54        | $5817407.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M      | 2049-02-20      | 4.5000%  |  | $363217.61         | $361839.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M      | 2049-11-20      | 3.0000%  |  | $57788398.03       | $52335484.79       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M      | 2047-11-20      | 3.0000%  |  | $158886.09         | $145299.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M      | 2047-06-20      | 3.0000%  |  | $707304.31         | $646935.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1920 M      | 2044-05-20      | 4.0000%  |  | $151058.21         | $147022.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M      | 2042-05-20      | 3.5000%  |  | $4624272.62        | $4394384.62        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705143 X      | 2040-06-15      | 5.0000%  |  | $4281.05           | $4424.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 748647 X      | 2040-08-15      | 4.5000%  |  | $174514.44         | $173940.99         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737898 X      | 2041-01-15      | 4.0000%  |  | $271300.27         | $264523.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004978 M      | 2041-03-20      | 4.5000%  |  | $28858.89          | $29222.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M      | 2045-05-20      | 3.0000%  |  | $12849147.43       | $11796506.72       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786577 C      | 2053-03-20      | 5.0000%  |  | $1078093.81        | $1085244.45        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY5213 X      | 2047-02-15      | 4.5000%  |  | $168438.53         | $169046.09         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  |  | $12761.34          | $13340.62          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738261 X      | 2041-05-15      | 4.5000%  |  | $336147.18         | $335598.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005233 M      | 2041-11-20      | 4.0000%  |  | $27455.97          | $26816.26          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI3214 X      | 2044-05-15      | 4.0000%  |  | $53061.44          | $51288.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5597 M      | 2048-11-20      | 5.0000%  |  | $1647332.52        | $1682579.95        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682306 X      | 2038-03-15      | 6.0000%  |  | $27527.85          | $28614.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  |  | $506373.12         | $475315.57         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702740 X      | 2038-12-15      | 6.0000%  |  | $3194.29           | $3339.35           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 670636 X      | 2039-08-15      | 6.0000%  |  | $9194.94           | $9543.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723341 X      | 2039-09-15      | 6.0000%  |  | $6482.05           | $6773.12           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  |  | $535163.71         | $546667.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  |  | $504103.98         | $510586.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7525 C      | 2055-12-20      | 6.0000%  |  | $1630657.37        | $1690766.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4475 C      | 2055-12-20      | 5.5000%  |  | $786248.84         | $807311.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M      | 2055-10-20      | 4.5000%  |  | $7414.95           | $7267.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0627 C      | 2052-12-20      | 6.0000%  |  | $2208605.37        | $2261872.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AS7010 C      | 2046-06-20      | 3.5000%  |  | $753803.91         | $695351.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7534 C      | 2055-12-20      | 5.5000%  |  | $1116551.58        | $1153325.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3772 C      | 2055-12-20      | 5.5000%  |  | $1163225.37        | $1178353.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7539 C      | 2055-12-20      | 6.0000%  |  | $607793.79         | $638013.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7145 C      | 2055-12-20      | 5.0000%  |  | $833745.68         | $839789.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4855 C      | 2055-12-20      | 6.5000%  |  | $3065518.11        | $3240754.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0583 C      | 2055-12-20      | 5.0000%  |  | $1541974.00        | $1556096.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3712 C      | 2055-12-20      | 6.0000%  |  | $1652545.26        | $1691345.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2893 C      | 2055-12-20      | 5.0000%  |  | $3072318.42        | $3104054.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3004 C      | 2054-12-20      | 6.0000%  |  | $1158002.18        | $1196567.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7496 C      | 2055-12-20      | 6.5000%  |  | $990309.89         | $1042069.10        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6441        | 2060-12-15      | 5.4000%  |  | $10433684.21       | $10819542.72       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5364 C      | 2055-12-20      | 6.0000%  |  | $2413437.89        | $2503874.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3736 C      | 2055-12-20      | 6.5000%  |  | $1069980.95        | $1125906.36        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8158        | 2060-12-15      | 4.3400%  |  | $7390894.74        | $7106365.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0127 C      | 2055-12-20      | 6.5000%  |  | $791473.05         | $837151.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4487 C      | 2055-12-20      | 6.0000%  |  | $2526712.63        | $2586964.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0599 C      | 2055-12-20      | 5.5000%  |  | $6476736.74        | $6563196.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5128 C      | 2055-11-20      | 5.5000%  |  | $5651842.27        | $5879647.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9198 C      | 2055-12-20      | 5.5000%  |  | $7922223.47        | $8026276.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6630 C      | 2055-12-20      | 5.5000%  |  | $17548.63          | $18018.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2275 C      | 2055-11-20      | 6.5000%  |  | $905987.55         | $950113.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4831 C      | 2055-12-20      | 6.5000%  |  | $25684596.74       | $27357297.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6633 C      | 2055-12-20      | 6.5000%  |  | $934642.95         | $983494.55         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690922 X      | 2038-06-15      | 5.5000%  |  | $21417.26          | $22465.96          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689825 X      | 2038-08-15      | 6.0000%  |  | $4.01              | $4.15              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X      | 2038-08-15      | 6.0000%  |  | $8598.66           | $9006.99           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687708 X      | 2038-07-15      | 5.0000%  |  | $25460.61          | $26326.40          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 686781 X      | 2038-06-15      | 5.5000%  |  | $6706.18           | $7014.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M      | 2055-07-20      | 6.0000%  |  | $68209553.08       | $70010148.87       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  |  | $84160188.60       | $79954732.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M      | 2054-11-20      | 5.0000%  |  | $180918100.39      | $181667945.67      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2905 C      | 2055-12-20      | 6.5000%  |  | $2218816.53        | $2304912.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2901 C      | 2052-12-20      | 5.5000%  |  | $3197036.32        | $3239708.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0669 C      | 2055-12-20      | 5.5000%  |  | $4774627.79        | $4902536.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9575 C      | 2055-12-20      | 5.5000%  |  | $2970794.11        | $3004697.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9248 C      | 2055-12-20      | 6.5000%  |  | $1352105.26        | $1404571.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9250 C      | 2055-12-20      | 6.0000%  |  | $2225686.84        | $2279172.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8611 C      | 2055-12-20      | 5.5000%  |  | $5698377.26        | $5851038.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8467 C      | 2055-12-20      | 6.5000%  |  | $935320.11         | $984207.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7498 C      | 2055-12-20      | 6.5000%  |  | $1557548.63        | $1638956.51        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.6242%  |  | $578421.05         | $597565.01         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5579CA 09/25/45  | 2045-09-25      | 4.5000%  |  | $24661728.18       | $24595634.74       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05568C 08/25/55  | 2055-08-25      | 5.0000%  |  | $6418340.25        | $6456045.86        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547MV 05/25/36  | 2036-05-25      | 5.0000%  |  | $18255838.11       | $18528629.02       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5505FB 02/25/55  | 2055-02-25      | 5.3742%  |  | $5101290.93        | $5152904.25        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05182M 05/25/49  | 2049-05-25      | 2.5000%  |  | $9622031.67        | $8695471.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022CA R22F022  | 2048-11-25      | 3.5000%  |  | $8479613.42        | $8149677.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0258 10/25/53  | 2053-10-25      | 5.2242%  |  | $22539889.47       | $22793478.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  |  | $40561502.20       | $40433976.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $14229326.34       | $14363931.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA      | 2052-02-20      | 5.0000%  |  | $22256411.93       | $22496328.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $12768874.03       | $12846683.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  |  | $5453086.93        | $5509513.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-142 MA      | 2054-02-20      | 5.5000%  |  | $736842.11         | $752185.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD      | 2053-08-20      | 5.2677%  |  | $5511060.20        | $5555741.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 FG       | 2049-09-20      | 4.2984%  |  | $8292421.51        | $8129528.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 FE       | 2049-09-20      | 4.2484%  |  | $4669137.42        | $4571571.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD      | 2055-04-20      | 5.0000%  |  | $15736934.00       | $15887216.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-05 GA       | 2047-12-20      | 3.0000%  |  | $693950.13         | $635498.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 4.5487%  |  | $190850.57         | $191551.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $749394.50         | $756760.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-137 FE      | 2049-11-20      | 4.2984%  |  | $6859360.13        | $6734289.25        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL024FA R19F024  | 2049-05-25      | 4.4387%  |  | $3873780.81        | $3801599.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP      | 2055-06-20      | 4.5000%  |  | $104631.58         | $103783.44         | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53  | 2053-09-25      | 5.2242%  |  | $23121005.89       | $23300579.77       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5486FA 12/25/54  | 2054-12-25      | 5.3242%  |  | $9601367.65        | $9687745.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  |  | $9930346.62        | $9999716.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.8177%  |  | $17776799.98       | $17844246.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 PT      | 2065-11-20      | 6.5000%  |  | $220774565.05      | $229208300.70      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA      | 2050-12-20      | 5.0000%  |  | $19016348.53       | $19196236.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  |  | $5423057.98        | $5263307.35        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  |  | $27563.05          | $25476.12          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 CA      | 2053-08-16      | 4.5000%  |  | $2121666.27        | $2122971.10        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  |  | $433436.32         | $402196.97         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB      | 2065-05-16      | 4.0000%  |  | $858565.47         | $673501.12         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  |  | $859753.26         | $636689.71         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  |  | $1326315.79        | $859759.45         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-033 AC      | 2046-05-16      | 1.7440%  |  | $65831.45          | $59927.32          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB      | 2066-07-16      | 4.0000%  |  | $1115665.89        | $829859.44         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  |  | $2480879.74        | $2052284.61        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB      | 2065-05-16      | 4.0000%  |  | $641292.11         | $477615.98         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E       | 2064-10-16      | 3.0000%  |  | $147368.42         | $106993.01         | Agency Mortgage-Backed Securities         |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.720%, 1/9/2026
- **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):** $825000000.00
- **C.18.a - Value (excl. sponsor support):** $825000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SF 737794 X      | 2040-12-15      | 4.0000%  |  | $49304.67          | $48072.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724600 X      | 2040-05-15      | 5.0000%  |  | $32982.64          | $33789.09          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 719228 X      | 2040-07-15      | 4.5000%  |  | $107532.67         | $108253.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M      | 2041-05-20      | 6.0000%  |  | $9606.82           | $10139.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M      | 2041-01-20      | 4.0000%  |  | $436248.86         | $426390.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004771 M      | 2040-08-20      | 4.5000%  |  | $38722.25          | $39147.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004661 M      | 2040-03-20      | 6.5000%  |  | $12472.39          | $13484.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004052 M      | 2037-11-20      | 7.5000%  |  | $14844.29          | $15357.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004076 M      | 2038-01-20      | 7.5000%  |  | $11885.60          | $12257.45          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587345 X      | 2032-10-15      | 6.0000%  |  | $7861.39           | $8336.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0053 C      | 2055-11-20      | 6.5000%  |  | $972581.63         | $1023414.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9344 C      | 2055-03-20      | 6.0000%  |  | $1491072.66        | $1563385.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3958 C      | 2055-03-20      | 6.0000%  |  | $320901.50         | $335344.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  |  | $204975048.51      | $194732513.60      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0586 C      | 2055-12-20      | 5.0000%  |  | $6822916.70        | $6870702.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6761 C      | 2065-10-20      | 6.5000%  |  | $2153938.92        | $2250738.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5586 C      | 2055-12-20      | 5.5000%  |  | $941059.64         | $966270.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6230 C      | 2055-09-20      | 5.5000%  |  | $4882035.06        | $5012821.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5347 C      | 2065-11-20      | 5.5000%  |  | $11682871.78       | $11857593.02       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5324 C      | 2054-12-20      | 6.0000%  |  | $4228.88           | $4392.50           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7218        | 2067-05-15      | 5.5500%  |  | $968771.13         | $971537.95         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BF9995 X      | 2048-04-15      | 4.5000%  |  | $78983.53          | $78244.63          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  |  | $17245098.32       | $17865691.94       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  |  | $4293402.45        | $3879385.36        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB4482 X      | 2047-07-15      | 4.5000%  |  | $528106.77         | $524104.78         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW2784 X      | 2046-10-15      | 2.5000%  |  | $22183.95          | $19362.89          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU9418 X      | 2046-09-15      | 4.0000%  |  | $23951.78          | $23056.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9760 C      | 2055-12-20      | 5.5000%  |  | $2645637.22        | $2721393.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8561 C      | 2055-12-20      | 6.5000%  |  | $2428866.34        | $2555817.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8559 C      | 2055-12-20      | 6.5000%  |  | $1667862.53        | $1755032.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8514 C      | 2055-12-20      | 5.5000%  |  | $1686021.03        | $1708528.29        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 581589 X      | 2032-10-15      | 6.0000%  |  | $94.66             | $97.80             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  |  | $1671919.06        | $1709609.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7987 M      | 2052-04-20      | 2.5000%  |  | $14075402.91       | $12205898.51       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $10732352.93       | $9724692.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7902 C      | 2055-12-20      | 6.0000%  |  | $2916628.45        | $3024141.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7561 C      | 2055-12-20      | 6.0000%  |  | $1018243.92        | $1062640.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7530 C      | 2055-12-20      | 6.0000%  |  | $857.32            | $877.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7305 C      | 2055-12-20      | 5.0000%  |  | $1303762.81        | $1313857.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7299 C      | 2055-11-20      | 6.5000%  |  | $1315591.44        | $1390842.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M      | 2050-05-20      | 3.0000%  |  | $85029935.72       | $77072834.34       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $4786044.98        | $4336252.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $328120.45         | $335763.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  |  | $189205.19         | $173442.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1285 M      | 2043-09-20      | 3.5000%  |  | $1202005.08        | $1135890.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0225 M      | 2042-07-20      | 6.0000%  |  | $19933.44          | $21028.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M      | 2042-05-20      | 3.5000%  |  | $33954.50          | $32266.52          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696189 X      | 2038-08-15      | 5.5000%  |  | $1.33              | $1.39              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690613 X      | 2047-06-15      | 2.5000%  |  | $62176.03          | $54269.44          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676389 X      | 2038-01-15      | 5.5000%  |  | $3.23              | $3.41              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 676797 X      | 2038-04-15      | 6.0000%  |  | $15806.07          | $16494.91          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672676 X      | 2038-04-15      | 5.5000%  |  | $35926.69          | $37790.72          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672415 X      | 2037-12-15      | 6.0000%  |  | $10433.80          | $11036.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 668973 X      | 2037-03-15      | 6.0000%  |  | $36898.39          | $38194.56          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662537 X      | 2037-08-15      | 6.5000%  |  | $9228.10           | $9707.54           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X      | 2036-12-15      | 6.0000%  |  | $4257.90           | $4518.42           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X      | 2036-09-15      | 6.5000%  |  | $42677.16          | $44961.53          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  |  | $1.64              | $1.71              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783510 X      | 2040-07-15      | 6.5000%  |  | $9583.67           | $10150.26          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782436 X      | 2038-10-15      | 6.0000%  |  | $8.67              | $9.20              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 757038 X      | 2040-12-15      | 4.0000%  |  | $119349.36         | $116234.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786681 C      | 2053-04-20      | 5.5000%  |  | $706617.10         | $725952.50         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  |  | $7532.16           | $7988.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784439 X      | 2045-02-15      | 3.0000%  |  | $54152.28          | $50157.47          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781482 X      | 2032-08-15      | 6.0000%  |  | $186543.95         | $193888.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5908 C      | 2055-12-20      | 5.0000%  |  | $920666.83         | $930204.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6206 C      | 2055-12-20      | 6.5000%  |  | $1166924.23        | $1227915.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3739 C      | 2055-12-20      | 6.5000%  |  | $2116945.75        | $2236141.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3709 C      | 2055-12-20      | 6.0000%  |  | $5891854.02        | $6109039.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3667 C      | 2055-11-20      | 5.0000%  |  | $991076.16         | $999977.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3646 C      | 2055-11-20      | 6.5000%  |  | $1982185.63        | $2120363.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2329 C      | 2055-12-20      | 7.0000%  |  | $929365.05         | $973807.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2275 C      | 2055-11-20      | 6.5000%  |  | $406949.92         | $426770.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0991 C      | 2055-12-20      | 6.0000%  |  | $939782.16         | $974426.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0163 C      | 2055-12-20      | 6.0000%  |  | $1900199.54        | $1987703.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0130 C      | 2055-12-20      | 6.5000%  |  | $1816177.11        | $1911097.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0129 C      | 2055-12-20      | 6.5000%  |  | $975696.88         | $1028956.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5893 C      | 2055-11-20      | 6.5000%  |  | $2201658.01        | $2308649.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M      | 2035-10-20      | 5.0000%  |  | $10409.81          | $10707.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004833 M      | 2040-10-20      | 4.0000%  |  | $412804.99         | $403538.90         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738002 X      | 2041-02-15      | 4.0000%  |  | $78.21             | $75.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785587 M      | 2044-12-20      | 3.5000%  |  | $399865.74         | $373228.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  |  | $76116302.17       | $72523105.24       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  |  | $125725667.31      | $113716351.56      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M      | 2054-03-20      | 4.0000%  |  | $20213189.10       | $19247025.61       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X      | 2044-09-15      | 4.0000%  |  | $516482.63         | $501431.46         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8968 X      | 2047-10-15      | 4.5000%  |  | $79140.28          | $78285.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744060 X      | 2041-05-15      | 6.0000%  |  | $8560.18           | $8842.50           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783375 X      | 2041-08-15      | 5.0000%  |  | $109533.36         | $112354.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M      | 2050-03-20      | 3.0000%  |  | $12401262.67       | $11221753.77       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662554 X      | 2037-08-15      | 6.5000%  |  | $13291.39          | $13963.78          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674446 X      | 2037-09-15      | 6.0000%  |  | $9012.02           | $9353.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2893 M      | 2045-06-20      | 4.0000%  |  | $51870.84          | $50389.06          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 683958 X      | 2038-02-15      | 6.0000%  |  | $10591.61          | $10987.63          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782353 X      | 2038-06-15      | 6.0000%  |  | $9122.96           | $9675.72           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697651 X      | 2038-10-15      | 6.0000%  |  | $4.40              | $4.61              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728629 X      | 2040-01-15      | 4.5000%  |  | $73395.59          | $73932.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  |  | $583347.66         | $545705.79         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736663 X      | 2040-03-15      | 5.0000%  |  | $19.29             | $19.87             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733791 X      | 2040-07-15      | 4.5000%  |  | $114670.37         | $115250.37         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X      | 2043-05-15      | 2.5000%  |  | $17491.59          | $15398.81          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY1184 X      | 2046-11-15      | 2.5000%  |  | $132073.04         | $115276.43         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3002        | 2060-01-15      | 5.6400%  |  | $463986.99         | $486094.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7526 C      | 2055-11-20      | 6.0000%  |  | $1783398.25        | $1849137.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3688 C      | 2055-12-20      | 5.5000%  |  | $1550576.44        | $1593641.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0150 C      | 2055-12-20      | 6.5000%  |  | $1577577.76        | $1652302.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1519 C      | 2055-03-20      | 6.0000%  |  | $85045.40          | $88872.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0070 C      | 2055-11-20      | 6.5000%  |  | $3383771.84        | $3560613.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0113 C      | 2055-12-20      | 5.5000%  |  | $2608115.88        | $2687280.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $3350321.59        | $3224695.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7304 C      | 2055-12-20      | 5.0000%  |  | $914759.15         | $924236.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0001 C      | 2055-11-20      | 6.5000%  |  | $1714050.41        | $1801786.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2223 C      | 2055-11-20      | 5.5000%  |  | $1890151.39        | $1948056.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8540 C      | 2055-12-20      | 6.0000%  |  | $1510184.61        | $1546614.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0807 C      | 2055-04-20      | 6.0000%  |  | $228812.26         | $240188.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7921 C      | 2055-12-20      | 5.0000%  |  | $1668383.04        | $1692295.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3518 C      | 2055-10-20      | 7.0000%  |  | $2067509.58        | $2178688.53        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM9061        | 2060-12-15      | 5.2500%  |  | $18094457.94       | $18559268.37       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0120 C      | 2055-12-20      | 6.5000%  |  | $1313588.81        | $1385301.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0123 C      | 2055-12-20      | 6.5000%  |  | $958542.84         | $1008642.68        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-208 QP      | 2055-06-20      | 4.5000%  |  | $58225278.25       | $57753304.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 TY      | 2055-11-20      | 4.5000%  |  | $3539445.62        | $3183568.52        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5606PB 09/25/54  | 2055-12-25      | 4.5000%  |  | $54246412.65       | $53846942.06       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5209JH 05/25/48  | 2048-05-25      | 3.0000%  |  | $6387105.59        | $6023481.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL102EP R25F102  | 2055-12-25      | 4.5000%  |  | $33600147.75       | $33518196.99       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5606KD 12/25/55  | 2055-12-25      | 4.5000%  |  | $9814752.32        | $9714003.89        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042HL R17F042  | 2047-06-25      | 3.0000%  |  | $7386726.80        | $6924738.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  |  | $235642.11         | $217800.55         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  |  | $799647.32         | $794386.44         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  |  | $7129825.04        | $5172766.49        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2035-11-25      | 1.9120%  |  | $8279740.11        | $7198988.41        | Agency Mortgage-Backed Securities         |

### Security 7: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  3.830%, 1/2/2026
- **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):** $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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 4.79 FCOR 25-32 FA   | 2032-03-24      | 4.7900%  |  | $1283000.00        | $1297033.95        | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AS   | 2040-09-17      | 5.4400%  |  | $9666000.00        | $9774593.21        | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  |  | $542000.00         | $549464.33         | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-34 DP   | 2034-03-15      | 4.9500%  |  | $8218000.00        | $8316977.59        | Agency Debentures and Agency Strips |
| FCSB 4.07 FCOR 26-28 LK   | 2028-08-21      | 4.0700%  |  | $113000.00         | $114708.25         | Agency Debentures and Agency Strips |
| FCSB 4.66 FCOR 26-32 FE   | 2032-10-27      | 4.6600%  |  | $836000.00         | $841044.80         | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $227000.00         | $226944.51         | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $7000.00           | $7084.79           | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $889000.00         | $900936.38         | Agency Debentures and Agency Strips |
| FCSB 3.89 FCOR 27-30 JM   | 2030-12-17      | 3.8900%  |  | $11030000.00       | $11040431.93       | Agency Debentures and Agency Strips |
| FCSB 4.82 FCOR 26-33 FH   | 2033-12-02      | 4.8200%  |  | $23023000.00       | $23035910.79       | Agency Debentures and Agency Strips |
| FCSB 5 3/8 FCOR 26-40 BB  | 2040-12-03      | 5.3750%  |  | $22451000.00       | $22502604.87       | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 25-38 BF   | 2038-04-08      | 5.3700%  |  | $3000.00           | $3025.94           | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $391000.00         | $395311.60         | Agency Debentures and Agency Strips |
| FCSB 5.25 FCOR 26-34 DE   | 2034-03-03      | 5.2500%  |  | $3762000.00        | $3829431.34        | Agency Debentures and Agency Strips |
| FCSB 2.75 FCOR 22-41 I    | 2041-04-22      | 2.7500%  |  | $2000000.00        | $1523731.67        | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $5784000.00        | $4487111.52        | Agency Debentures and Agency Strips |
| FCSB 1 7/8 FCOR 22-36 AG  | 2036-02-11      | 1.8750%  |  | $2000000.00        | $1595671.33        | Agency Debentures and Agency Strips |
| FCSB 1.68 FCOR 21-35 AY   | 2035-09-17      | 1.6800%  |  | $575000.00         | $453882.19         | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $340000.00         | $350966.74         | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $4630000.00        | $4659914.69        | Agency Debentures and Agency Strips |
| FHLB 4.95 FHOR 26-33 IX   | 2033-04-14      | 4.9500%  |  | $325000.00         | $328005.44         | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $7160000.00        | $7285168.73        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  |  | $1945000.00        | $1993490.58        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 25-44 CY   | 2044-09-26      | 5.4500%  |  | $50000.00          | $49920.65          | Agency Debentures and Agency Strips |
| FHLB 2.15 FHOR 21-41 TT   | 2041-02-25      | 2.1500%  |  | $5000000.00        | $3539095.00        | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-28 5400 | 2028-02-25      | 1.1000%  |  | $270000.00         | $256545.90         | Agency Debentures and Agency Strips |
| FHLB 0.55 FHOR 21-26 5377 | 2026-02-12      | 0.5500%  |  | $23830000.00       | $23791481.45       | Agency Debentures and Agency Strips |
| FHLB 1.80 FHOR 22-36 BK   | 2036-01-25      | 1.8000%  |  | $2915000.00        | $2310918.72        | Agency Debentures and Agency Strips |
| FMAC FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  |  | $15000.00          | $12948.48          | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $4195000.00        | $3550761.27        | Agency Debentures and Agency Strips |
| FMAC FMIN 03/15/2031 E    | 2031-03-15      | 0.0000%  |  | $46000.00          | $37602.42          | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AU   | 2040-10-01      | 5.4400%  |  | $9973000.00        | $10092745.81       | Agency Debentures and Agency Strips |
| FCSB 5.59 FCOR 26-45 U    | 2045-09-18      | 5.5900%  |  | $21000.00          | $21261.17          | Agency Debentures and Agency Strips |
| FCSB 4.18 FCOR 26-29 JX   | 2029-11-13      | 4.1800%  |  | $22961000.00       | $23059946.60       | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $1310000.00        | $1344230.30        | Agency Debentures and Agency Strips |
| FHLB 5.19 FHOR 26-32 LC   | 2032-07-07      | 5.1900%  |  | $6490000.00        | $6670194.85        | Agency Debentures and Agency Strips |
| FHLB 6.00 FHOR 25-54 J    | 2054-10-23      | 6.0000%  |  | $50000.00          | $40419.29          | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $5315000.00        | $5347363.92        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $1135000.00        | $1161056.45        | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $1136000.00        | $1166664.05        | Agency Debentures and Agency Strips |
| FHLB 1.85 FHOR 22-36 BJ   | 2036-01-25      | 1.8500%  |  | $4350000.00        | $3414779.00        | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $1000000.00        | $729230.00         | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $1948000.00        | $1388160.49        | Agency Debentures and Agency Strips |
| FCSB 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  |  | $10000.00          | $10034.40          | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-33 FF   | 2033-09-26      | 4.9500%  |  | $209000.00         | $211537.78         | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-40 BK   | 2026-01-02      | 5.7500%  |  | $5150000.00        | $5222384.68        | Agency Mortgage-Backed Securities   |

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.810%, 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):** $194952071.43
- **C.18.a - Value (excl. sponsor support):** $194952071.43
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.810%, 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):** $204063533.76
- **C.18.a - Value (excl. sponsor support):** $204063533.76
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.830%, 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):** $330122789.70
- **C.18.a - Value (excl. sponsor support):** $330122789.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.845%, 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):** $50022542.00
- **C.18.a - Value (excl. sponsor support):** $50022542.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.845%, 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):** $169977008.87
- **C.18.a - Value (excl. sponsor support):** $169977008.87
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.855%, 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):** $415048996.14
- **C.18.a - Value (excl. sponsor support):** $415048996.14
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.820%, 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):** $49995628.00
- **C.18.a - Value (excl. sponsor support):** $49995628.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.785%, 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):** $240728416.76
- **C.18.a - Value (excl. sponsor support):** $240728416.76
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.785%, 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):** $249975482.50
- **C.18.a - Value (excl. sponsor support):** $249975482.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.830%, 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):** $308924927.01
- **C.18.a - Value (excl. sponsor support):** $308924927.01
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.745%, 1/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $541502891.61
- **C.18.a - Value (excl. sponsor support):** $541502891.61
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.745%, 1/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $335003142.30
- **C.18.a - Value (excl. sponsor support):** $335003142.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.745%, 1/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344752585.63
- **C.18.a - Value (excl. sponsor support):** $344752585.63
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.805%, 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):** $399963552.00
- **C.18.a - Value (excl. sponsor support):** $399963552.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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,  3.710%, 1/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184999115.70
- **C.18.a - Value (excl. sponsor support):** $184999115.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 1/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499996490.00
- **C.18.a - Value (excl. sponsor support):** $499996490.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.735%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $308494530.30
- **C.18.a - Value (excl. sponsor support):** $308494530.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.735%, 3/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73R3, C.4 - ISIN: US3130B73R31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699988184.00
- **C.18.a - Value (excl. sponsor support):** $699988184.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7G65, C.4 - ISIN: US3130B7G650, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $560517476.39
- **C.18.a - Value (excl. sponsor support):** $560517476.39
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 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):** $100003364.00
- **C.18.a - Value (excl. sponsor support):** $100003364.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 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):** $84001686.72
- **C.18.a - Value (excl. sponsor support):** $84001686.72
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 29: 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):** $747410045.06
- **C.18.a - Value (excl. sponsor support):** $747410045.06
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 30: 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):** $771813176.82
- **C.18.a - Value (excl. sponsor support):** $771813176.82
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.890%, 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):** $362818152.66
- **C.18.a - Value (excl. sponsor support):** $362818152.66
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 32: 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):** $694830486.79
- **C.18.a - Value (excl. sponsor support):** $694830486.79
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 33: 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):** $784921638.52
- **C.18.a - Value (excl. sponsor support):** $784921638.52
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 34: 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):** $713668980.93
- **C.18.a - Value (excl. sponsor support):** $713668980.93
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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):** $714406301.18
- **C.18.a - Value (excl. sponsor support):** $714406301.18
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.100%, 1/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $465659178.75
- **C.18.a - Value (excl. sponsor support):** $465659178.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $719349146.25
- **C.18.a - Value (excl. sponsor support):** $719349146.25
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $359639487.75
- **C.18.a - Value (excl. sponsor support):** $359639487.75
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.845%, 1/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $314358834.00
- **C.18.a - Value (excl. sponsor support):** $314358834.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.825%, 1/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SB3, C.4 - ISIN: US313385SB33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184621212.50
- **C.18.a - Value (excl. sponsor support):** $184621212.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.810%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75977115.00
- **C.18.a - Value (excl. sponsor support):** $75977115.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.805%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129619750.00
- **C.18.a - Value (excl. sponsor support):** $129619750.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.760%, 3/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118419328.40
- **C.18.a - Value (excl. sponsor support):** $118419328.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.750%, 3/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148768000.50
- **C.18.a - Value (excl. sponsor support):** $148768000.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.750%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89243199.90
- **C.18.a - Value (excl. sponsor support):** $89243199.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.744%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $988318859.34
- **C.18.a - Value (excl. sponsor support):** $988318859.34
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 2/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95014175.90
- **C.18.a - Value (excl. sponsor support):** $95014175.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 2/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3H2, C.4 - ISIN: US3133ER3H22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000829.00
- **C.18.a - Value (excl. sponsor support):** $100000829.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $182884290.72
- **C.18.a - Value (excl. sponsor support):** $182884290.72
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $140052572.42
- **C.18.a - Value (excl. sponsor support):** $140052572.42
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44969225.66
- **C.18.a - Value (excl. sponsor support):** $44969225.66
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $232888245.93
- **C.18.a - Value (excl. sponsor support):** $232888245.93
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $210012669.30
- **C.18.a - Value (excl. sponsor support):** $210012669.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 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):** $112936126.87
- **C.18.a - Value (excl. sponsor support):** $112936126.87
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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,  3.835%, 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):** $46017371.44
- **C.18.a - Value (excl. sponsor support):** $46017371.44
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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,  3.810%, 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):** $176953816.52
- **C.18.a - Value (excl. sponsor support):** $176953816.52
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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,  3.810%, 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):** $170026156.20
- **C.18.a - Value (excl. sponsor support):** $170026156.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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,  3.830%, 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):** $190004414.62
- **C.18.a - Value (excl. sponsor support):** $190004414.62
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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,  3.795%, 3/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80011910.40
- **C.18.a - Value (excl. sponsor support):** $80011910.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.830%, 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):** $99962605.33
- **C.18.a - Value (excl. sponsor support):** $99962605.33
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.835%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349835214.89
- **C.18.a - Value (excl. sponsor support):** $349835214.89
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.830%, 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):** $200129990.00
- **C.18.a - Value (excl. sponsor support):** $200129990.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244859201.46
- **C.18.a - Value (excl. sponsor support):** $244859201.46
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $329868260.50
- **C.18.a - Value (excl. sponsor support):** $329868260.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 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):** $357893153.66
- **C.18.a - Value (excl. sponsor support):** $357893153.66
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.810%, 1/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90002692.80
- **C.18.a - Value (excl. sponsor support):** $90002692.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.855%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304881003.25
- **C.18.a - Value (excl. sponsor support):** $304881003.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.850%, 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):** $251990746.37
- **C.18.a - Value (excl. sponsor support):** $251990746.37
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225935852.59
- **C.18.a - Value (excl. sponsor support):** $225935852.59
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147003933.72
- **C.18.a - Value (excl. sponsor support):** $147003933.72
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.850%, 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):** $85044547.65
- **C.18.a - Value (excl. sponsor support):** $85044547.65
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $384866793.58
- **C.18.a - Value (excl. sponsor support):** $384866793.58
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 9/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172032709.24
- **C.18.a - Value (excl. sponsor support):** $172032709.24
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.855%, 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):** $201924232.04
- **C.18.a - Value (excl. sponsor support):** $201924232.04
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.855%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178936434.77
- **C.18.a - Value (excl. sponsor support):** $178936434.77
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.845%, 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):** $192997505.16
- **C.18.a - Value (excl. sponsor support):** $192997505.16
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 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):** $80034838.40
- **C.18.a - Value (excl. sponsor support):** $80034838.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.850%, 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):** $106059111.96
- **C.18.a - Value (excl. sponsor support):** $106059111.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 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):** $476929496.38
- **C.18.a - Value (excl. sponsor support):** $476929496.38
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 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):** $304973669.35
- **C.18.a - Value (excl. sponsor support):** $304973669.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $64899547.00
- **C.18.a - Value (excl. sponsor support):** $64899547.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $82899140.33
- **C.18.a - Value (excl. sponsor support):** $82899140.33
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.845%, 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):** $357849423.86
- **C.18.a - Value (excl. sponsor support):** $357849423.86
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **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 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $113930966.84
- **C.18.a - Value (excl. sponsor support):** $113930966.84
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 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):** $264875467.61
- **C.18.a - Value (excl. sponsor support):** $264875467.61
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $445835579.30
- **C.18.a - Value (excl. sponsor support):** $445835579.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 10/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $126011471.04
- **C.18.a - Value (excl. sponsor support):** $126011471.04
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 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):** $309936248.50
- **C.18.a - Value (excl. sponsor support):** $309936248.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $424818156.07
- **C.18.a - Value (excl. sponsor support):** $424818156.07
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.825%, 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):** $193880854.31
- **C.18.a - Value (excl. sponsor support):** $193880854.31
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 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):** $559693079.02
- **C.18.a - Value (excl. sponsor support):** $559693079.02
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.805%, 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):** $214670619.81
- **C.18.a - Value (excl. sponsor support):** $214670619.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 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):** $464745967.00
- **C.18.a - Value (excl. sponsor support):** $464745967.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 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):** $74999032.50
- **C.18.a - Value (excl. sponsor support):** $74999032.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $35001240.75
- **C.18.a - Value (excl. sponsor support):** $35001240.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $164990576.85
- **C.18.a - Value (excl. sponsor support):** $164990576.85
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $387810253.13
- **C.18.a - Value (excl. sponsor support):** $387810253.13
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 98: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.860%, 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):** $270001414.80
- **C.18.a - Value (excl. sponsor support):** $270001414.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.840%, 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):** $44988106.50
- **C.18.a - Value (excl. sponsor support):** $44988106.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 100: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.825%, 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):** $231883880.63
- **C.18.a - Value (excl. sponsor support):** $231883880.63
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 101: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.850%, 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):** $339011316.32
- **C.18.a - Value (excl. sponsor support):** $339011316.32
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 102: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.820%, 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):** $212070333.12
- **C.18.a - Value (excl. sponsor support):** $212070333.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.840%, 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):** $572924134.80
- **C.18.a - Value (excl. sponsor support):** $572924134.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 104: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.810%, 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):** $731926009.44
- **C.18.a - Value (excl. sponsor support):** $731926009.44
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 105: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.850%, 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):** $550992002.00
- **C.18.a - Value (excl. sponsor support):** $550992002.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 106: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.850%, 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):** $483805764.75
- **C.18.a - Value (excl. sponsor support):** $483805764.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 107: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.805%, 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):** $399631704.19
- **C.18.a - Value (excl. sponsor support):** $399631704.19
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 108: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.810%, 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):** $350149863.00
- **C.18.a - Value (excl. sponsor support):** $350149863.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 109: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.830%, 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):** $105051187.50
- **C.18.a - Value (excl. sponsor support):** $105051187.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 110: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.850%, 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):** $340978974.53
- **C.18.a - Value (excl. sponsor support):** $340978974.53
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 111: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.970%, 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):** $350438290.27
- **C.18.a - Value (excl. sponsor support):** $350438290.27
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 112: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.850%, 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):** $253181137.88
- **C.18.a - Value (excl. sponsor support):** $253181137.88
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 113: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.850%, 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):** $237365309.50
- **C.18.a - Value (excl. sponsor support):** $237365309.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 114: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $624692722.25
- **C.18.a - Value (excl. sponsor support):** $624692722.25
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., REPO,  3.830%, 1/2/2026
- **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):** $1247000000.00
- **C.18.a - Value (excl. sponsor support):** $1247000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 BOND 52        | 2052-11-15      | 4.0000%  |  | $4911.26           | $4314.66           | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $3395.68           | $2488.11           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $1822538.46        | $1019769.68        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $16876015.51       | $8450820.87        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $2781.77           | $1806.53           | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $2762584.62        | $2078474.74        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $1338126.92        | $1016932.30        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $1899276.92        | $1367607.54        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $41156218.22       | $40636981.08       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $143884.62         | $100829.13         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $179491.26         | $127384.95         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $222541.54         | $186639.75         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $607001.23         | $597668.82         | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $358752.31         | $332850.75         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $672756883.69      | $671021170.93      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $1995.20           | $2016.46           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $20857513.85       | $20892180.87       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $28801479.38       | $29245886.21       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $17945960.69       | $17387817.52       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $460411.58         | $458050.49         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $805753.85         | $803259.23         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $1614519.68        | $1598116.16        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $233611.06         | $231237.57         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $36623.43          | $34591.87          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $3157826.06        | $2772244.45        | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $2532.37           | $2388.19           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $408958.45         | $390648.74         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $575538.46         | $544214.78         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $11444524.75       | $10004617.57       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $1035950.05        | $997054.83         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  |  | $430234.18         | $424531.97         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $139979011.38      | $138325153.18      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $4744355.38        | $4481178.12        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $316469.42         | $314998.23         | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $236936.62         | $247533.84         | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  |  | $57984.96          | $58909.57          | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $4402850.05        | $3381908.35        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $227414.43         | $222102.49         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $364507.69         | $358903.53         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $80421.91          | $76044.95          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $251318.46         | $248531.48         | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $217077146.09      | $223671827.09      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $1466280.15        | $1068987.88        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $11746337.12       | $11604900.19       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $4796153.85        | $3769467.57        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $1150175.25        | $1064630.96        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $8996452.72        | $9398277.30        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $772084.85         | $731152.00         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $341102.46         | $337072.32         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $144114.83         | $138297.61         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $872861.63         | $556574.07         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $18565144.15       | $18439218.11       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $28105.46          | $27050.23          | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $9745.78           | $8132.37           | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $383692.31         | $318059.34         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $130417.02         | $129115.89         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $279308.82         | $276522.24         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $497437.89         | $495280.26         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $2834853.06        | $2802357.34        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $18749124.62       | $18534204.75       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $163184.34         | $161715.20         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $18702122.31       | $17872463.10       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $364469.32         | $355476.80         | U.S. Treasuries (including strips) |

### Security 116: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., REPO,  3.750%, 1/6/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 381905009, C.3 - LEI: FOR8UP27PHTHYVLBNG30
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** 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 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $1694269266.67     | $1732124408.67     | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  |  | $2061266.67        | $2292433.58        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $18333333.33       | $17227595.00       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $312000000.00      | $288993080.35      | U.S. Treasuries (including strips) |

### Security 117: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., REPO,  3.520%, 1/2/2026
- **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):** $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:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 BOND 50     | 2050-02-15      | 2.0000%  |  | $304368000.00      | $181998976.18      | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50 | 2050-11-15      | 1.6250%  |  | $79300.00          | $42118.21          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51 | 2051-02-15      | 0.1250%  |  | $3702148.10        | $2010757.88        | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50 | 2050-02-15      | 0.2500%  |  | $122656483.79      | $70998049.78       | U.S. Treasuries (including strips) |

### Security 118: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  4.095%, 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):** $260882241.20
- **C.18.a - Value (excl. sponsor support):** $260882241.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.850%, 1/2/2026
- **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):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $75.19             | $61.33             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.060 WNWN1390 | 2029-07-01      | 4.0600%  |  | $100.09            | $100.26            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $14.62             | $14.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $112.93            | $116.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $1856643.84        | $1862950.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $76.66             | $75.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $4668458.84        | $4395338.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  |  | $11083.56          | $10324.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5298 | 2054-04-01      | 6.0000%  |  | $81.94             | $85.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  |  | $98227.46          | $101365.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $18.32             | $16.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  |  | $3144324.68        | $3151452.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4946 | 2047-08-01      | 3.5000%  |  | $1515060.94        | $1424967.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $1767766.07        | $1612667.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $68.22             | $65.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $85100.47          | $90429.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  |  | $78974.62          | $81814.74          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  |  | $624609.57         | $617016.81         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8977 | 2033-05-01      | 3.5800%  |  | $192.64            | $185.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3523 | 2042-09-01      | 3.5000%  |  | $1378076.97        | $1323127.07        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08655 G | 2045-07-01      | 4.0000%  |  | $2817.12           | $2745.69           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07655 G | 2035-12-01      | 5.5000%  |  | $97.28             | $102.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $97.87             | $100.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $4140.86           | $4361.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $88.53             | $90.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4405 | 2055-10-01      | 6.0000%  |  | $735607.42         | $766363.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  |  | $106.93            | $109.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $438900.38         | $458695.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0078 | 2055-03-01      | 6.0000%  |  | $92.18             | $95.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $797.69            | $790.88            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  |  | $943.32            | $924.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $78.39             | $77.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  |  | $121975.89         | $126759.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0325 | 2052-09-01      | 4.5000%  |  | $215044.34         | $213734.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  |  | $107.07            | $112.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  |  | $2127727.74        | $2156351.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $145.32            | $143.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5850 | 2048-03-01      | 3.5000%  |  | $133659.70         | $126993.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA0511 | 2037-10-01      | 3.5000%  |  | $355452.54         | $345580.44         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5533 | 2035-12-01      | 4.4650%  |  | $197.08            | $196.90            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5097 | 2032-10-01      | 4.4800%  |  | $97.96             | $99.02             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $96.99             | $99.01             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4196 | 2035-06-01      | 5.0800%  |  | $290.97            | $304.57            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $106.69            | $109.05            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  |  | $1550168.62        | $1600130.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $183.16            | $193.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6820 | 2053-02-01      | 5.5000%  |  | $77335.19          | $81041.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6087 | 2053-03-01      | 5.5000%  |  | $78.30             | $80.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX6271 | 2053-01-01      | 6.5000%  |  | $61281.69          | $64393.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX2861 | 2052-11-01      | 5.5000%  |  | $84192.31          | $87851.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 DLDF1153 | 2055-09-01      | 6.5000%  |  | $33214.53          | $34181.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  |  | $215128.54         | $226459.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7289 | 2055-07-01      | 6.0000%  |  | $144876.33         | $149804.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $96.78             | $101.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  |  | $30246.64          | $32077.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7968 | 2055-05-01      | 6.5000%  |  | $96.45             | $102.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB9499 | 2054-08-01      | 6.0000%  |  | $391833.10         | $412783.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  |  | $1540886.03        | $1485147.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $54.98             | $53.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $218.81            | $222.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $202015.68         | $203473.36         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $0.56              | $0.57              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  |  | $3783780.27        | $3846154.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  |  | $5312.47           | $4326.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $620.71            | $638.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3812 | 2053-01-01      | 4.5000%  |  | $81.45             | $80.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  |  | $190560.59         | $156116.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  |  | $70253.76          | $72669.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1183 | 2055-09-01      | 6.0000%  |  | $96.75             | $99.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9776 | 2046-08-01      | 3.5000%  |  | $3139.11           | $2986.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $474146.60         | $492851.68         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4919 | 2032-10-01      | 4.5900%  |  | $96.99             | $99.01             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $290.97            | $296.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3843 | 2052-07-01      | 3.5000%  |  | $23833.05          | $22200.77          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  |  | $96.99             | $97.40             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  |  | $181.08            | $187.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $80.13             | $82.71             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8528 | 2033-03-01      | 3.4300%  |  | $102.31            | $96.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9658 | 2055-09-01      | 6.0000%  |  | $193.44            | $204.27            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4128 | 2035-06-01      | 5.2150%  |  | $933120.20         | $978341.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $23.49             | $23.47             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  |  | $109.70            | $99.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $1186.33           | $1228.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $232575.68         | $249860.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0856 | 2055-08-01      | 5.5000%  |  | $97.49             | $100.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9029 | 2056-01-01      | 5.0000%  |  | $100.09            | $100.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5054 | 2047-10-01      | 3.5000%  |  | $304423.04         | $288101.30         | Agency Mortgage-Backed Securities         |
| FHLB 4.00 FHOR 26-30 16   | 2030-12-04      | 4.0000%  |  | $70317.73          | $70391.74          | Agency Debentures and Agency Strips       |
| FMAC FMZC 01/02/34 A      | 2034-01-02      | 0.0000%  |  | $193.98            | $137.03            | Agency Debentures and Agency Strips       |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $724806.02         | $528550.29         | Agency Debentures and Agency Strips       |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.00              | $0.00              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $0.08              | $0.08              | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC018KY R11F018 | 2041-03-25      | 4.0000%  |  | $104108.37         | $103004.44         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3184AE 07/15/36 | 2036-07-15      | 6.0000%  |  | $103.81            | $109.83            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3110CQ 02/15/36 | 2036-02-15      | 5.5000%  |  | $91.52             | $94.98             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3695JG 07/15/40 | 2040-07-15      | 4.5000%  |  | $113001.85         | $113423.46         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 4.7742%  |  | $99.95             | $100.09            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-122 LH     | 2051-07-20      | 2.5000%  |  | $1031686.83        | $613733.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-03 PC      | 2033-11-20      | 5.5000%  |  | $8.51              | $8.53              | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL066MB R13F066 | 2043-07-25      | 3.0000%  |  | $151503.12         | $139260.61         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL073KE R13F073 | 2043-07-25      | 3.0000%  |  | $169737.97         | $148483.55         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  |  | $20444.90          | $19543.73          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3211HE 09/15/36 | 2036-09-15      | 6.0000%  |  | $93382.50          | $98403.77          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047AY R15F047 | 2045-07-25      | 3.0000%  |  | $161587.08         | $145337.40         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43 | 2043-07-15      | 3.5000%  |  | $215736.14         | $206213.26         | Agency Collateralized Mortgage Obligation |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $1768563.55        | $1782970.54        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $1939789.63        | $1950664.39        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $9.70              | $9.73              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $10.06             | $10.22             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $775395.99         | $793121.18         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $58.19             | $58.50             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $798062.54         | $812652.69         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $29.10             | $28.86             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $2036789.30        | $2002214.29        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $484193.31         | $481942.42         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $1783218.73        | $1765428.12        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $484940.13         | $479691.87         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $19.40             | $19.55             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $278477.59         | $271606.73         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $9.70              | $9.60              | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $106.69            | $107.92            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $9.70              | $9.47              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $19.40             | $17.59             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $9.70              | $8.91              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $184.28            | $114.22            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $9.70              | $5.43              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $795.32            | $465.20            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $223.08            | $158.19            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $19.40             | $10.30             | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $12.28             | $7.11              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $29.10             | $18.90             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $678.93            | $494.97            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $1357849.83        | $1403843.49        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $154795.99         | $157774.76         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $77.59             | $80.01             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $9.70              | $9.82              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $361830.77         | $369826.95         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $9.70              | $9.83              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $277759.87         | $286027.62         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $361753.18         | $369477.03         | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $77.59             | $67.96             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $5278805.02        | $5272206.51        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  |  | $13108096.99       | $13039327.74       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $116378.26         | $116531.10         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $1862207.36        | $1852175.41        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $9.70              | $9.74              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $135.79            | $136.70            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  |  | $2303540.80        | $2344865.95        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $19.40             | $19.45             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $164.88            | $171.74            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $67.89             | $70.67             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $126.09            | $127.65            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $106.69            | $107.15            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $606420.07         | $609219.42         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  |  | $872900.00         | $880846.09         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $484940.13         | $492316.56         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  |  | $30.82             | $30.96             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $581930.10         | $594331.22         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $1568056.19        | $1598968.78        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $484998.33         | $482511.14         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $9.70              | $7.49              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $19.40             | $17.09             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $19.40             | $15.21             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $38.80             | $30.10             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $174.58            | $180.27            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $290.97            | $287.74            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $242.47            | $249.34            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $484881.94         | $487316.42         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $817596.32         | $829628.76         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $19.40             | $19.73             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $581881.61         | $597608.41         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $581.94            | $596.41            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $1067471.57        | $1071848.21        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $8322001.00        | $8400868.61        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $4025.08           | $4103.71           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $1556184.62        | $1571309.27        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $48.49             | $49.63             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $9.70              | $10.04             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $471225.75         | $484608.56         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $872890.30         | $905658.60         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $1721387.63        | $1755162.20        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $9.70              | $9.94              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $300.67            | $305.24            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  |  | $21.74             | $20.50             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $67.89             | $67.68             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $77.59             | $75.78             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $48.49             | $46.03             | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $29.10             | $28.93             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $3526681.27        | $3313976.54        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $116.39            | $101.85            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $872900.00         | $856960.60         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $87.29             | $85.75             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $58.19             | $51.09             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $186278.93         | $183628.65         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $98803.68          | $93565.50          | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  |  | $12.13             | $11.33             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $203.68            | $192.59            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE J 27      | 2027-03-31      | 0.6250%  |  | $9.70              | $9.38              | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $209585.62         | $193997.69         | U.S. Treasuries (including strips)        |
| FNMA FNRA CL005A2 R17M005 | 2029-04-25      | 3.0190%  |  | $43.64             | $42.80             | Agency Mortgage-Backed Securities         |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $48.49             | $47.76             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $29.10             | $28.95             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $19.40             | $13.72             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $19.40             | $19.87             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $9.70              | $8.48              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $29.10             | $26.39             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  |  | $12.91             | $12.79             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $13399066.89       | $13682766.00       | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $155.18            | $146.67            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $126.09            | $94.86             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $87.29             | $82.51             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $29.10             | $26.95             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $9.70              | $9.99              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $29.10             | $29.62             | U.S. Treasuries (including strips)        |
| USTR 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  |  | $9.70              | $10.40             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $25.10             | $18.22             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $9.70              | $6.20              | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  |  | $203649.83         | $204314.50         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $2228199.00        | $2298782.77        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $189508.70         | $188823.64         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $213.38            | $210.81            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $10629421.40       | $9352521.75        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $2455262.21        | $2517848.64        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $665845.82         | $673172.32         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $280388.29         | $167660.14         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $67.89             | $72.02             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $58.19             | $55.19             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $9.70              | $9.59              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $417.06            | $427.53            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $58911.71          | $57786.85          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $3879.60           | $3921.71           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $2424458.19        | $2492817.79        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $29.10             | $28.95             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $347136.79         | $266750.67         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $235637.12         | $241091.31         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $1937219.40        | $1924079.38        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $9.70              | $10.02             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $678929.77         | $675577.88         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $484930.43         | $508585.12         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $2040145.15        | $2031296.02        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $326943.48         | $338613.14         | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $9.70              | $9.59              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $19.40             | $19.15             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $18041200.67       | $17825518.11       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $9.70              | $8.59              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $9.70              | $9.76              | U.S. Treasuries (including strips)        |

### Security 120: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.750%, 1/2/2026
- **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):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  |  | $22512118.16       | $22753305.49       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $14281072.45       | $14701397.73       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3699 | 2056-01-01      | 5.0000%  |  | $19433197.78       | $19631643.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $50943681.49       | $53659625.02       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $895519.66         | $945540.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $1051893.59        | $1112261.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $12727531.82       | $13182872.00       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $643.20            | $663.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1076 | 2052-01-01      | 3.0000%  |  | $2979420.12        | $2679690.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  |  | $571.39            | $513.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $30373228.00       | $27562337.62       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8013 | 2034-09-01      | 2.5000%  |  | $35010.53          | $33513.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9776 | 2046-08-01      | 3.5000%  |  | $201.66            | $191.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  |  | $21230.64          | $20645.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA2055 | 2028-03-01      | 5.0000%  |  | $3.56              | $3.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $11035385.20       | $10670286.84       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $243.80            | $235.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2443 | 2041-12-01      | 4.0000%  |  | $74.04             | $72.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0489 | 2040-09-01      | 4.0000%  |  | $101.00            | $99.67             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07655 G | 2035-12-01      | 5.5000%  |  | $64.49             | $67.85             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  |  | $73.95             | $77.46             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $40.19             | $41.41             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $96.66             | $98.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $6651.39           | $7145.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $39298559.84       | $36493546.54       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $598.08            | $591.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $6930003.49        | $7326649.17        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6182 | 2037-08-01      | 4.3200%  |  | $14325.11          | $13918.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1033409.66        | $1088149.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $5005926.11        | $4900758.28        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9915 | 2033-08-01      | 3.7900%  |  | $751.89            | $729.70            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  |  | $1874.44           | $1836.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $22646917.42       | $23315190.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $4219764.07        | $4288764.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7309 | 2052-05-01      | 3.5000%  |  | $22788948.57       | $21241480.22       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3316 | 2049-02-01      | 4.0000%  |  | $454.79            | $441.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $545.32            | $422.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  |  | $4336193.26        | $4394543.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4696 | 2054-02-01      | 6.0000%  |  | $21965820.42       | $23180991.58       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  |  | $824.44            | $814.42            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  |  | $317.95            | $288.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7379 | 2052-12-01      | 5.0000%  |  | $770.70            | $783.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $56027968.78       | $55612129.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $7289495.07        | $6649936.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD2981 | 2053-05-01      | 6.5000%  |  | $20758.52          | $21814.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8299 | 2048-09-01      | 4.0000%  |  | $276.92            | $268.98            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092 | 2033-10-01      | 3.6900%  |  | $862.75            | $830.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $40271186.36       | $40489120.61       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C92047 G | 2039-05-01      | 3.5000%  |  | $403460.48         | $390317.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $1243.61           | $1252.64           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $777.78            | $793.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $316611.15         | $326929.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $14578987.90       | $14976109.80       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  |  | $2301412.30        | $2312382.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $42962055.72       | $44155641.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $18793023.49       | $18776861.49       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $4475805.54        | $4621797.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $712.81            | $744.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $791.94            | $794.63            | Agency Mortgage-Backed Securities         |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $2590000.00        | $2533486.20        | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $15555555.56       | $11311844.44       | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $7630777.78        | $6344572.03        | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $297111.11         | $247697.24         | Agency Debentures and Agency Strips       |
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 5.3341%  |  | $440913.15         | $446832.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.8641%  |  | $346618.90         | $348030.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FD      | 2068-11-20      | 4.4641%  |  | $391102.41         | $390994.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  |  | $1663616.54        | $1662299.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O CF      | 2068-03-20      | 4.9335%  |  | $454604.44         | $455032.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FQ      | 2067-06-20      | 4.6774%  |  | $392410.28         | $394687.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 5.0994%  |  | $834259.96         | $838069.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H06 MB     | 2063-01-20      | 4.1400%  |  | $38429.98          | $38302.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.4177%  |  | $608050.96         | $618352.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O EF     | 2071-01-20      | 5.3141%  |  | $517413.30         | $524203.70         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $286.09            | $297.13            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $89.06             | $93.12             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  |  | $16453.11          | $15727.89          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O FL     | 2071-04-20      | 5.7677%  |  | $1217822.28        | $1237366.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 5.2489%  |  | $1264468.21        | $1281671.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O EF     | 2070-12-20      | 5.3141%  |  | $518540.50         | $525382.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.4177%  |  | $205717.23         | $208505.80         | Agency Collateralized Mortgage Obligation |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $343311.11         | $324482.89         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $311.11            | $273.12            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $2063911.11        | $1951582.75        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $751566.67         | $717040.50         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $7700.00           | $6731.22           | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $18697777.78       | $19325859.51       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $77.78             | $77.44             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $9572111.11        | $9560145.97        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  |  | $57553222.22       | $57251279.68       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $77.78             | $78.92             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $77.78             | $79.09             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $15629911.11       | $15778035.78       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $786800.00         | $802168.60         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $129834444.44      | $131243822.45      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $10906155.56       | $11012153.14       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $77.78             | $78.70             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $77.78             | $79.43             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $77.78             | $78.19             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $54575888.89       | $56278077.70       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $49759888.89       | $50859544.16       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $1166.67           | $1114.91           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $2143322.22        | $2128784.22        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $1944.44           | $1924.23           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $544.44            | $500.24            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $15266844.44       | $14346055.26       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $1244.44           | $771.35            | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $3539977.78        | $2070603.80        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $7005366.67        | $4477056.69        | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $6894235.15        | $3990634.95        | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $5604165.43        | $4067957.21        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $77.78             | $59.76             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $155.56            | $104.25            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $155.56            | $121.58            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $3885311.11        | $3842225.15        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $64555166.67       | $65254372.55       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $135100.00         | $137773.99         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $77.78             | $79.43             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $155554777.78      | $158890622.64      | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $125237000.00      | $118383092.08      | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $676666.67         | $642267.17         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $9967533.33        | $10240204.79       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $29076522.22       | $26372232.16       | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  |  | $660195.28         | $653907.02         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $77.78             | $65.48             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $14508433.33       | $14626621.26       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $77.78             | $78.63             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $33854022.22       | $34478375.03       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $155.56            | $141.07            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $10111111.11       | $9918050.73        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $77.78             | $78.44             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $2272822.22        | $2336906.32        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $5954122.22        | $5924892.07        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $233.33            | $237.53            | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $83351411.11       | $82486223.46       | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $777.78            | $773.26            | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.820%, 1/2/2026
- **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):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $262892944.16      | $259982668.71      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $1594538.95        | $1615111.91        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $73833497.34       | $72513459.48       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $189392538.95      | $133351558.73      | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $226829.47         | $144033.26         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $177072808.42      | $178231927.02      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $26918922.11       | $17161242.36       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.820%, 1/2/2026
- **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):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 TRFR BK 10/31/27 | 2027-10-31      | 3.7921%  |  | $51129458.42       | $51513382.80       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $102331210.53      | $103962031.93      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $44260812.63       | $44852130.49       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $44639427.37       | $45850671.87       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $76022084.21       | $76758206.05       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $84408315.79       | $85307360.36       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $95359023.16       | $95047675.95       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $84761970.53       | $82763370.82       | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  |  | $22413802.53       | $22079706.77       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $15250122.11       | $15359463.13       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $38600694.74       | $39506002.07       | U.S. Treasuries (including strips) |

### Security 123: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.850%, 1/2/2026
- **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:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 05.500 CLRJ3634 | 2055-03-01      | 5.5000%  |  | $32681970.80       | $33483441.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  |  | $66653141.93       | $68287699.13       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8962 | 2055-11-01      | 6.5000%  |  | $215807.84         | $228860.26         | Agency Mortgage-Backed Securities |

### Security 124: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.840%, 1/2/2026
- **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):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.500 CLCB6545 | 2053-06-01      | 6.5000%  |  | $6028485.06        | $6426676.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  |  | $39586.04          | $38462.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD0181 | 2055-04-01      | 7.0000%  |  | $925011.10         | $992416.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAL7926 | 2043-11-01      | 3.5000%  |  | $6513107.91        | $6216987.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  |  | $33702379.67       | $34085362.29       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $1211003.55        | $1223170.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5140 | 2054-11-01      | 5.5000%  |  | $7458012.13        | $7612977.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5196 | 2042-10-01      | 5.0000%  |  | $1187699.69        | $1204169.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLZT2425 | 2043-03-01      | 2.5000%  |  | $26431209.36       | $23799779.82       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.840%, 1/2/2026
- **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:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLFM2334 | 2041-05-01      | 6.0000%  |  | $124514.24         | $132283.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  |  | $24166361.07       | $24986567.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4067 | 2052-07-01      | 4.5000%  |  | $5946894.41        | $5896107.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA9007 | 2051-02-01      | 4.5000%  |  | $20254.29          | $20042.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA7414 | 2050-10-01      | 4.5000%  |  | $2854955.76        | $2825749.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7369 | 2050-10-01      | 2.5000%  |  | $20450.26          | $17622.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $852273.50         | $834361.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I3BF0157 | 2046-08-01      | 4.0000%  |  | $10037.48          | $9852.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6612 | 2055-09-01      | 5.5000%  |  | $2037165.10        | $2082352.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3626 | 2055-07-01      | 6.0000%  |  | $1184795.91        | $1235040.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB2975 | 2054-05-01      | 6.5000%  |  | $980640.53         | $1034268.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA5872 | 2053-12-01      | 6.5000%  |  | $906887.92         | $962673.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7983 | 2042-01-01      | 3.5000%  |  | $65255.25          | $62652.00          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO0845 | 2037-09-01      | 4.5000%  |  | $74167.65          | $75227.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $2316146.97        | $2347316.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8716 | 2053-04-01      | 5.5000%  |  | $8419108.96        | $8619393.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6187 | 2045-11-01      | 3.5000%  |  | $56427.57          | $53830.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0920 | 2048-12-01      | 4.5000%  |  | $48709.91          | $48531.92          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD4717 | 2052-08-01      | 2.0000%  |  | $57894.22          | $47203.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7602 | 2053-12-01      | 6.0000%  |  | $15492326.70       | $16066580.78       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5319 | 2044-11-01      | 5.0000%  |  | $8668181.55        | $8883340.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9628 | 2054-08-01      | 6.5000%  |  | $602560.71         | $635813.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD6536 | 2052-02-01      | 3.0000%  |  | $419629.98         | $376242.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7683 | 2055-06-01      | 6.5000%  |  | $416479.37         | $439584.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4592 | 2055-08-01      | 6.0000%  |  | $34313560.59       | $35529290.04       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $4899714.83        | $5122063.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9084 | 2056-01-01      | 6.0000%  |  | $387187.50         | $401144.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $440316.49         | $377696.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0182 | 2055-12-01      | 5.5000%  |  | $5114045.74        | $5219805.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4415 | 2051-09-01      | 3.0000%  |  | $319626.66         | $285293.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB7272 | 2042-12-01      | 3.0000%  |  | $106257.54         | $98713.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1647 | 2055-12-01      | 5.5000%  |  | $2761545.10        | $2825865.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  |  | $5995352.05        | $5610610.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ3945 | 2054-09-01      | 6.0000%  |  | $589540.42         | $608976.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3787 | 2053-08-01      | 5.0000%  |  | $97492.91          | $98703.44          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3676 | 2053-08-01      | 6.0000%  |  | $24393.16          | $25751.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4885 | 2054-01-01      | 6.5000%  |  | $9481632.84        | $9940796.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZA6290 | 2039-02-01      | 4.5000%  |  | $200218.30         | $203574.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7420 | 2054-01-01      | 6.0000%  |  | $413809.16         | $428994.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3126 | 2052-10-01      | 4.5000%  |  | $4916232.96        | $4899507.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM5388 | 2050-09-01      | 4.5000%  |  | $1123498.86        | $1104497.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM3736 | 2050-07-01      | 2.0000%  |  | $3061882.61        | $2526073.57        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.830%, 1/2/2026
- **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):** $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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 BILL 01/06/26   | 2026-01-06      | 0.0000%  |  | $554080.00         | $553866.12         | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26   | 2026-03-26      | 0.0000%  |  | $566160.00         | $561571.84         | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26   | 2026-03-12      | 0.0000%  |  | $16040.00          | $15931.20          | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26   | 2026-02-26      | 0.0000%  |  | $206400.00         | $205273.47         | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26   | 2026-02-05      | 0.0000%  |  | $546000.00         | $544175.82         | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26   | 2026-01-15      | 0.0000%  |  | $400000.00         | $399490.80         | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26   | 2026-01-08      | 0.0000%  |  | $10720.00          | $10713.84          | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26   | 2026-07-09      | 0.0000%  |  | $5080000.00        | $4990470.08        | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26   | 2026-06-11      | 0.0000%  |  | $219600.00         | $216210.91         | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26   | 2026-02-19      | 0.0000%  |  | $404400.00         | $402492.44         | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26   | 2026-01-22      | 0.0000%  |  | $2440.00           | $2435.19           | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35 | 2035-01-15      | 2.1250%  |  | $1559336.33        | $1606535.62        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55   | 2055-02-15      | 4.6250%  |  | $4863240.00        | $4798669.55        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54   | 2054-08-15      | 4.2500%  |  | $6420880.00        | $5943632.04        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54   | 2054-05-15      | 4.6250%  |  | $1386840.00        | $1351955.53        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  |  | $23834320.00       | $15134429.73       | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50   | 2050-02-15      | 0.2500%  |  | $412955.97         | $239115.76         | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43   | 2043-11-15      | 3.7500%  |  | $4765560.00        | $4220123.52        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42   | 2042-11-15      | 2.7500%  |  | $3606200.00        | $2796422.29        | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29   | 2029-01-15      | 2.5000%  |  | $314300.74         | $328320.43         | U.S. Treasuries (including strips) |
| USTR 6 3/8 BOND 27   | 2027-08-15      | 6.3750%  |  | $86000.00          | $91962.23          | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26   | 2026-11-15      | 6.5000%  |  | $302120.00         | $312666.00         | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26   | 2026-06-18      | 0.0000%  |  | $5204760.00        | $5120255.52        | U.S. Treasuries (including strips) |
| USTR BILL 03/17/26   | 2026-03-17      | 0.0000%  |  | $8952000.00        | $8888217.00        | U.S. Treasuries (including strips) |
| USTR BILL 11/27/26   | 2026-11-27      | 0.0000%  |  | $4000000.00        | $3877224.00        | U.S. Treasuries (including strips) |
| USTR BILL 02/17/26   | 2026-02-17      | 0.0000%  |  | $3320.00           | $3305.02           | U.S. Treasuries (including strips) |
| USTR BILL 05/07/26   | 2026-05-07      | 0.0000%  |  | $60480.00          | $59742.93          | U.S. Treasuries (including strips) |
| USTR BILL 01/02/26   | 2026-01-02      | 0.0000%  |  | $173800.00         | $173800.00         | U.S. Treasuries (including strips) |
| USTR BILL 02/03/26   | 2026-02-03      | 0.0000%  |  | $194000.00         | $193395.11         | U.S. Treasuries (including strips) |
| USTR BILL 01/20/26   | 2026-01-20      | 0.0000%  |  | $3800.00           | $3793.28           | U.S. Treasuries (including strips) |
| USTR BILL 01/13/26   | 2026-01-13      | 0.0000%  |  | $1200000.00        | $1198717.20        | U.S. Treasuries (including strips) |
| USTR BILL 03/10/26   | 2026-03-10      | 0.0000%  |  | $30000.00          | $29807.22          | U.S. Treasuries (including strips) |
| USTR BILL 06/25/26   | 2026-06-25      | 0.0000%  |  | $10000000.00       | $9831560.00        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 46       | 2046-02-15      | 1.0000%  |  | $294357.19         | $223765.92         | U.S. Treasuries (including strips) |
| USTR BILL 01/27/26   | 2026-01-27      | 0.0000%  |  | $262000.00         | $261358.10         | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50   | 2050-05-15      | 1.2500%  |  | $808000.00         | $390831.54         | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26   | 2026-01-29      | 0.0000%  |  | $440000.00         | $438836.20         | U.S. Treasuries (including strips) |
| USTR BILL 02/10/26   | 2026-02-10      | 0.0000%  |  | $56000.00          | $55785.58          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33 | 2033-11-15      | 4.5000%  |  | $46320.00          | $48226.87          | U.S. Treasuries (including strips) |
| USTR BILL 02/12/26   | 2026-02-12      | 0.0000%  |  | $30400.00          | $30275.94          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51   | 2051-05-15      | 2.3750%  |  | $173400.00         | $110545.27         | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26   | 2026-03-19      | 0.0000%  |  | $279600.00         | $277526.77         | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26     | 2026-11-15      | 2.0000%  |  | $343840.00         | $340150.06         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26 | 2026-07-15      | 0.1250%  |  | $25847903.53       | $25716416.51       | U.S. Treasuries (including strips) |

### Security 127: Fixed Income Clearing Corporation ("FICC") - MIZUHO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  3.830%, 1/2/2026
- **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:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLFA3560 | 2055-11-01      | 5.5000%  |  | $6182.53           | $6418.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3856 | 2055-10-01      | 6.0000%  |  | $1228.96           | $1283.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1763 | 2055-06-01      | 5.0000%  |  | $5863.54           | $5942.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD9565 | 2055-12-01      | 5.0000%  |  | $7723.00           | $7768.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6878 | 2054-06-01      | 6.0000%  |  | $6725.56           | $6946.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAY8319 | 2045-04-01      | 2.5000%  |  | $534.78            | $472.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKAS7661 | 2046-08-01      | 3.0000%  |  | $5364.56           | $4790.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAJ5299 | 2041-11-01      | 4.0000%  |  | $2031.07           | $1997.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIQN1779 | 2035-03-01      | 2.5000%  |  | $1669.58           | $1600.50           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC U92272 G | 2043-12-01      | 4.5000%  |  | $1582.38           | $1590.56           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U91254 G | 2043-04-01      | 4.0000%  |  | $1192.20           | $1168.61           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC U99091 G | 2044-03-01      | 4.5000%  |  | $2743.33           | $2757.51           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC T65238 G | 2044-08-01      | 4.5000%  |  | $11333.15          | $11003.07          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A95828 G | 2040-12-01      | 4.5000%  |  | $7185.57           | $7283.65           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91295 G | 2030-04-01      | 4.5000%  |  | $560.13            | $565.85            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G16785 G | 2034-03-01      | 4.0000%  |  | $3593.87           | $3616.34           | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G05394 G | 2035-05-01      | 7.0000%  |  | $732.16            | $773.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CZAA3304 | 2048-04-01      | 4.5000%  |  | $76.81             | $75.98             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5710 M     | 2049-01-20      | 4.0000%  |  | $144919.07         | $139544.50         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $80.78             | $80.42             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4260 M     | 2047-02-20      | 2.5000%  |  | $78524.93          | $69801.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0535 M     | 2042-11-20      | 4.0000%  |  | $32761.75          | $31998.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA3390 | 2056-01-01      | 5.5000%  |  | $6859035.00        | $7034704.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3530 | 2056-01-01      | 5.0000%  |  | $1504301.00        | $1518910.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3524 | 2056-01-01      | 5.0000%  |  | $1252585.00        | $1262001.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3518 | 2056-01-01      | 4.5000%  |  | $206480.00         | $203999.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5944 | 2056-01-01      | 5.0000%  |  | $500000.00         | $501700.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7831 | 2054-02-01      | 6.0000%  |  | $4993.84           | $5162.59           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  |  | $453.36            | $441.91            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5934 M     | 2049-05-20      | 5.5000%  |  | $129176.21         | $133329.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL7390 | 2039-09-01      | 6.5000%  |  | $242.61            | $256.44            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $87876.72          | $89486.33          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3381 | 2056-01-01      | 5.0000%  |  | $2358293.00        | $2381195.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3525 | 2056-01-01      | 5.0000%  |  | $1297303.00        | $1312710.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1436 | 2055-06-01      | 5.5000%  |  | $3022.90           | $3089.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF2456 | 2055-12-01      | 5.5000%  |  | $14854.00          | $15382.51          | Agency Mortgage-Backed Securities  |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $1197200.00        | $1208756.64        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $2198000.00        | $2234939.04        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $1800200.00        | $1440098.21        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $6400.00           | $6494.00           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $999600.00         | $1026494.75        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $30967300.00       | $31091726.61       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $27001000.00       | $27246790.10       | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $188329500.00      | $191272022.54      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $5357400.00        | $5442779.26        | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $100.00            | $102.42            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $344700.00         | $358513.68         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $4946000.00        | $4896017.28        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $9459000.00        | $9470213.28        | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $473000.00         | $463337.08         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $2784600.00        | $2627934.05        | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $8051200.00        | $8149682.28        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $10999900.00       | $11203029.65       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $11023000.00       | $11047275.40       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $34442900.00       | $35665662.07       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $820300.00         | $839167.34         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $158314000.00      | $163628555.38      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $900.00            | $904.78            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $4075400.00        | $3990381.95        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $900.00            | $900.24            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $15001000.00       | $14856639.03       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $92699900.00       | $87935061.63       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $4977900.00        | $4953000.43        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $2170400.00        | $1905710.76        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  |  | $749900.00         | $756465.44         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $999300.00         | $1021338.61        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $4701900.00        | $4651928.21        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $353600.00         | $325115.22         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $10458500.00       | $9421992.06        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $10275700.00       | $10372385.64       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $610800.00         | $573902.18         | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $999600.00         | $1014768.93        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $300.00            | $212.84            | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  |  | $403600.00         | $392249.15         | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $11660800.00       | $11867109.79       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $200000.00         | $168484.37         | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $68038400.00       | $43494469.67       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $500.00            | $515.83            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $27115500.00       | $26970561.36       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $755200.00         | $593571.72         | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $74629300.00       | $72729163.39       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $111001700.00      | $83102893.48       | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $964000.00         | $948348.50         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $2487500.00        | $2359800.56        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $14105600.00       | $14121357.20       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $999500.00         | $1020436.11        | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $509800.00         | $246591.48         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $399600.00         | $351496.23         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $9196600.00        | $9088756.55        | U.S. Treasuries (including strips) |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $100.00            | $96.93             | U.S. Treasuries (including strips) |
| USTR BILL 02/24/26        | 2026-02-24      | 0.0000%  |  | $200.00            | $198.96            | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  |  | $284000.00         | $280924.28         | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  |  | $682000.00         | $676473.07         | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $100.00            | $99.32             | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $176100.00         | $172101.65         | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  |  | $44000.00          | $43853.00          | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $540800.00         | $540111.56         | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $275700.00         | $272896.41         | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  |  | $142600.00         | $141927.36         | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $100304000.00      | $100106300.82      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $1196000.00        | $1235111.75        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $6303800.00        | $6462143.47        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $1000.00           | $1010.93           | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $2072600.00        | $1917865.90        | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $23709600.00       | $23906437.10       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $11792100.00       | $10915622.69       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $4419100.00        | $2825632.20        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $8500500.00        | $8711048.88        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $43000.00          | $30949.44          | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $2106100.00        | $2065825.29        | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $9999800.00        | $9260153.52        | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $13400000.00       | $13726362.83       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $3700600.00        | $3531764.21        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $121000.00         | $123193.36         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $47600.00          | $45449.06          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $9732300.00        | $9949378.95        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $3552100.00        | $3627067.96        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $152500.00         | $156532.63         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $241400.00         | $246000.73         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $1100.00           | $1116.28           | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $1003900.00        | $903329.21         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $783200.00         | $772898.57         | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  |  | $250000.00         | $246455.25         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $2760100.00        | $1759607.79        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $727300.00         | $558817.32         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $700.00            | $723.63            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $47219700.00       | $48660580.45       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $22300.00          | $22574.26          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $100.00            | $102.19            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $9028100.00        | $9279422.66        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $999200.00         | $1028469.39        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $200.00            | $204.24            | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $3235500.00        | $3216422.46        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $91100.00          | $88390.03          | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $40552100.00       | $38805401.86       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $2201500.00        | $2103563.66        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $15630500.00       | $15282924.57       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $10024500.00       | $9480495.17        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $57032500.00       | $49881493.54       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1400.00           | $1375.43           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $263000.00         | $248378.08         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $4999000.00        | $4920063.91        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $399600.00         | $389548.49         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $2998500.00        | $3055673.10        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $26000900.00       | $25178041.04       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $3688700.00        | $3703807.12        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $200.00            | $195.06            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $200.00            | $204.61            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $9702700.00        | $8598181.02        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $9000100.00        | $8598437.60        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $999800.00         | $1036327.17        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $800.00            | $833.05            | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $437000.00         | $299320.75         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $4264600.00        | $4200240.42        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $398500.00         | $391990.35         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $7249600.00        | $7372999.45        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $185400.00         | $175941.78         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $262607600.00      | $270555926.82      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $10027200.00       | $9982573.95        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $658800.00         | $684588.86         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $272100.00         | $203023.96         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $7000300.00        | $7068083.90        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1800400.00        | $1578134.77        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $811800.00         | $823456.60         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $4102300.00        | $4210817.42        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $1365600.00        | $956960.31         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $130300.00         | $107922.25         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $515400.00         | $477140.05         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $2154900.00        | $2178733.00        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $2399700.00        | $2384840.85        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $19900300.00       | $18032233.96       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $37740300.00       | $30897204.41       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $2000000.00        | $1723754.50        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $900.00            | $658.87            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $18096400.00       | $12794992.93       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $10385000.00       | $6431705.70        | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $5000900.00        | $3521140.87        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $38164400.00       | $21342585.69       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $2900.00           | $2943.02           | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $460300.00         | $474090.33         | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $19000.00          | $19573.37          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $5350500.00        | $5385524.37        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $2719900.00        | $2726210.17        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $800.00            | $807.83            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $482500.00         | $499001.48         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $47936800.00       | $49910225.37       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $6138700.00        | $6410943.85        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $5000300.00        | $5203234.98        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $300.00            | $309.25            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $999900.00         | $1025692.18        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $2318000.00        | $2052696.08        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $4349600.00        | $4393533.70        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $3499600.00        | $3676615.05        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $999300.00         | $1005508.44        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $90000.00          | $78995.66          | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $34729600.00       | $32749756.10       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $1897700.00        | $1796998.55        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $5000000.00        | $4944318.68        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $3000100.00        | $2849034.65        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $2073000.00        | $1974518.72        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $1027200.00        | $1023635.70        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $803000.00         | $761938.76         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $4670600.00        | $4416388.58        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $2483000.00        | $2354897.76        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $110300.00         | $96703.97          | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $1099100.00        | $642245.90         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $2570000.00        | $1907338.65        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $49000.00          | $27923.05          | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $1352700.00        | $884455.10         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $450500.00         | $239122.21         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $101000.00         | $50548.81          | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $1411300.00        | $843452.15         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $318500.00         | $206775.28         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $2437500.00        | $2325626.26        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $2147400.00        | $1876588.70        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $7402300.00        | $5568705.88        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $39233600.00       | $30125794.18       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $10032700.00       | $7309960.66        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $303.52            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $500.00            | $335.17            | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $10000000.00       | $10243838.90       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $111000500.00      | $113312522.06      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $1977900.00        | $2093968.61        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $2957900.00        | $3100215.03        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $999700.00         | $1006645.92        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $44800.00          | $46454.24          | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $999900.00         | $1011787.05        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $100.00            | $102.08            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $999900.00         | $1009785.52        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $473000.00         | $484577.13         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $1000.00           | $1008.26           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $541200.00         | $544146.92         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $6100.00           | $6181.50           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $999100.00         | $1012901.69        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $999300.00         | $1003808.03        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $5001300.00        | $5037022.69        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $959900.00         | $965800.72         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $200.00            | $200.97            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $999200.00         | $1007540.01        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $1286000.00        | $1301860.35        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $700.00            | $719.37            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $2001800.00        | $1976785.51        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AJ 26     | 2026-01-15      | 3.8750%  |  | $600.00            | $610.70            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $3668500.00        | $3696978.57        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $4000800.00        | $4043413.07        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $1754700.00        | $1777339.38        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $300.00            | $305.74            | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $700.00            | $714.78            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $5446200.00        | $5562769.51        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $500000.00         | $509673.48         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $999800.00         | $959487.89         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27      | 2027-03-31      | 0.6250%  |  | $3992200.00        | $3861094.84        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $3311000.00        | $3258705.83        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  |  | $814900.00         | $763491.02         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  |  | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $476600.00         | $448305.57         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $285500.00         | $284066.48         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  |  | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $1000.00           | $991.82            | U.S. Treasuries (including strips) |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE H 26      | 2026-02-28      | 2.5000%  |  | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $31200.00          | $30665.16          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $406100.00         | $403210.19         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $15200.00          | $15779.49          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $3998800.00        | $4069504.78        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11935900.00       | $11826866.41       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $19999900.00       | $19852962.17       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $200.00            | $152.98            | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $500.00            | $388.73            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $15128900.00       | $10913655.62       | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $1474800.00        | $1152518.08        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $1200.00           | $968.93            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $486500.00         | $405665.43         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $200.00            | $176.20            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $102000000.00      | $84126004.50       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $945000.00         | $732798.81         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2180500.00        | $2123947.76        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $1000000.00        | $944472.25         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $1214000.00        | $1252879.26        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $178600.00         | $182579.74         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  |  | $269892000.00      | $269459902.91      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  |  | $200000100.00      | $198869035.70      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $200.00            | $199.58            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $49998700.00       | $50348045.31       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $503100.00         | $507759.69         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $18836300.00       | $18960672.86       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $10100.00          | $10203.86          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $41184900.00       | $41716983.88       | U.S. Treasuries (including strips) |

### Security 128: Fixed Income Clearing Corporation ("FICC") - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  3.810%, 1/2/2026
- **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:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $225100.00         | $170207.34         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $125000100.00      | $112477579.62      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $63291300.00       | $61699275.19       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $1300.00           | $987.59            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $117299000.00      | $119295611.09      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $5215100.00        | $4319457.42        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $103979500.00      | $73518322.30       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $14745900.00       | $10637367.85       | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $300.00            | $275.83            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $220364000.00      | $204005609.01      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $100000000.00      | $94470750.00       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $100.00            | $94.86             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $400.00            | $354.47            | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $15289200.00       | $15795612.70       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $45497400.00       | $46301862.28       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $171512600.00      | $169689764.09      | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $37285900.00       | $33785825.96       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $100.00            | $86.19             | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $1160700000.00     | $977799023.02      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $59658800.00       | $36948275.80       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $2552700.00        | $1797359.74        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $16387200.00       | $9164174.47        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $270400.00         | $267168.47         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $19186900.00       | $10933813.26       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $114543300.00      | $60798772.34       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $100.00            | $63.50             | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $336241900.00      | $168283438.90      | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $23800400.00       | $17904898.12       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $272889000.00      | $198830609.40      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $100.00            | $67.03             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $20967000.00       | $18378555.71       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $91161300.00       | $71437852.16       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $180200.00         | $177359.58         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $5112500.00        | $5317380.88        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $205456200.00      | $203965901.32      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $6299500.00        | $6501246.21        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $80697800.00       | $79751501.48       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 3.8071%  |  | $700.00            | $705.27            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $134598200.00      | $134894618.89      | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 3.7521%  |  | $1748900.00        | $1760686.44        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $284636800.00      | $292974615.74      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $11074100.00       | $11507597.91       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $3000.00           | $3044.51           | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $50001800.00       | $48419376.74       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $3904800.00        | $3856005.62        | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $2077000.00        | $1926267.96        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $565378600.00      | $593976302.34      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $138917600.00      | $147069666.79      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $673865500.00      | $504498335.29      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $100.00            | $83.38             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $532434800.00      | $545622677.56      | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $100.00            | $81.24             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $143800.00         | $142909.58         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  3.820%, 1/2/2026
- **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):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $49999900.00       | $51906125.75       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  |  | $64000.00          | $63879.62          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $409513000.00      | $407197073.48      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $60630000.00       | $61215265.07       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $100.00            | $102.81            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $100.00            | $103.55            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $32027000.00       | $32236648.74       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $100.00            | $102.71            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $50000000.00       | $50750981.52       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $9800000.00        | $9681557.80        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $319000000.00      | $279002260.78      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $375000000.00      | $353901913.67      | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $159700000.00      | $150595919.61      | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $1149900.00        | $1187987.28        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $5000.00           | $4933.61           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $3297700.00        | $3468286.72        | U.S. Treasuries (including strips) |
| USTR BILL 04/21/26    | 2026-04-21      | 0.0000%  |  | $13000000.00       | $12861446.00       | U.S. Treasuries (including strips) |
| USTR BILL 03/31/26    | 2026-03-31      | 0.0000%  |  | $300000000.00      | $297422400.00      | U.S. Treasuries (including strips) |
| USTR BILL 03/05/26    | 2026-03-05      | 0.0000%  |  | $200.00            | $198.79            | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  |  | $100000000.00      | $98456700.00       | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $224999000.00      | $230478948.47      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $100.00            | $104.81            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  3.830%, 1/2/2026
- **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: 795991009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.850 CA945190 | 2037-08-01      | 5.8500%  |  | $21265.53          | $21424.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB3677 | 2050-09-01      | 2.0000%  |  | $629.77            | $516.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 GL789299 | 2029-07-01      | 6.5000%  |  | $13847.80          | $13986.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 4LZJ9546 | 2036-06-01      | 6.0000%  |  | $9851.51           | $10084.42          | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $8482400.00        | $8608236.40        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $2085100.00        | $2147568.42        | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $3859000.00        | $3975454.72        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $230500.00         | $244413.85         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $271100.00         | $272322.98         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $900.00            | $871.52            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $710600.00         | $718168.70         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $100.00            | $97.78             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $692614400.00      | $653130259.88      | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $27600.00          | $27209.25          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $30770900.00       | $29221479.35       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $100.00            | $99.20             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $5587500.00        | $4951439.95        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $1000.00           | $873.89            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $35929600.00       | $34290351.64       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $8141700.00        | $7813425.22        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $19962800.00       | $19647506.11       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  |  | $4000.00           | $4028.68           | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $373800.00         | $376268.14         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $1800.00           | $1818.51           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $2741692000.00     | $2787768190.33     | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $200.00            | $202.19            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $3505800.00        | $3536255.37        | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $88175600.00       | $90325664.14       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $2900.00           | $2957.94           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $2459100.00        | $2510158.41        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $500.00            | $508.52            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $744900.00         | $753248.81         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $38958300.00       | $39946514.95       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $374600.00         | $376587.63         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $10100.00          | $10283.08          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $500.00            | $520.61            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $148804800.00      | $152069760.46      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $400.00            | $411.72            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $1000.00           | $1021.20           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $4405100.00        | $4360137.77        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $4362400.00        | $4354536.85        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $72245000.00       | $71730904.58       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $200.00            | $130.77            | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $3171000.00        | $1683144.34        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $30000.00          | $22384.12          | U.S. Treasuries (including strips) |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $42795700.00       | $46193575.49       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $6104800.00        | $6420595.20        | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $900.00            | $897.62            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  |  | $41900.00          | $41239.55          | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $2500.00           | $2576.71           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $1119300.00        | $1120626.89        | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  |  | $100.00            | $97.70             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $1000.00           | $1019.13           | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $14996600.00       | $15568339.24       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $3000.00           | $3044.06           | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $100.00            | $93.96             | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $4892300.00        | $4966540.65        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $2685300.00        | $2675982.23        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $4100.00           | $4066.45           | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $15461900.00       | $13523213.34       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $4247500.00        | $4435871.44        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $200.00            | $203.81            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $1400.00           | $1411.91           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $14620300.00       | $10367039.08       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $48057900.00       | $47425794.44       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  |  | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $1100.00           | $1058.81           | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27      | 2027-03-31      | 0.6250%  |  | $100.00            | $96.72             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $2266900.00        | $2314117.11        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $100.00            | $101.52            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  3.820%, 1/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795991009, 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:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $700.00            | $720.50            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $43540000.00       | $45086375.54       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $4100.00           | $4266.40           | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26    | 2026-02-15      | 4.0000%  |  | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $900.00            | $879.99            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $100.00            | $98.05             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  |  | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $500.00            | $471.50            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $100.00            | $95.54             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $261217000.00      | $249994334.03      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $100.00            | $86.19             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $200.00            | $113.97            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $100.00            | $63.93             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $100.00            | $63.94             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $100.00            | $72.57             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $100.00            | $80.00             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $100.00            | $78.36             | U.S. Treasuries (including strips) |
| USTR BILL 05/21/26    | 2026-05-21      | 0.0000%  |  | $1200.00           | $1183.77           | U.S. Treasuries (including strips) |
| USTR BILL 05/07/26    | 2026-05-07      | 0.0000%  |  | $600.00            | $592.69            | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26    | 2026-09-03      | 0.0000%  |  | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $228574000.00      | $233831324.98      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $1000.00           | $943.74            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $500.00            | $506.17            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $2600.00           | $2646.00           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $400.00            | $404.37            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $700.00            | $723.94            | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $100.00            | $59.76             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $418400.00         | $419321.42         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $100.00            | $106.04            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $100.00            | $103.46            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $600.00            | $597.00            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $200.00            | $199.11            | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $300.00            | $307.32            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $200.00            | $198.87            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $700.00            | $700.86            | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/27 | 2027-10-31      | 3.7921%  |  | $3900.00           | $3929.28           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $600.00            | $602.17            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $600.00            | $605.65            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $2300.00           | $2336.65           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $500.00            | $507.18            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $473821000.00      | $490642183.70      | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $300.00            | $302.78            | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 3.7521%  |  | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $800.00            | $809.84            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $200.00            | $204.39            | U.S. Treasuries (including strips) |

### Security 132: Societe Generale SA

- **C.1 - Title:** Societe Generale SA, REPO,  3.760%, 1/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 8336P1001, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/4 BOND 43 | 2043-11-15      | 4.7500%  |  | $8622000.00        | $8721807.51        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53 | 2053-11-15      | 4.7500%  |  | $8011845.71        | $7967587.57        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43 | 2043-05-15      | 3.8750%  |  | $8571314.29        | $7774130.91        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43 | 2043-02-15      | 3.8750%  |  | $14285542.86       | $13125674.63       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41     | 2041-11-15      | 2.0000%  |  | $11697657.14       | $8233646.74        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51     | 2051-08-15      | 2.0000%  |  | $12642308.57       | $7394739.13        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43 | 2043-02-15      | 3.1250%  |  | $21210400.00       | $17496856.65       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42 | 2042-11-15      | 2.7500%  |  | $8142857.14        | $6317411.58        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38 | 2038-05-15      | 4.5000%  |  | $980251.43         | $1007988.85        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44 | 2044-08-15      | 4.1250%  |  | $7325554.29        | $6873653.66        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44 | 2044-11-15      | 4.6250%  |  | $13354948.57       | $13234714.93       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42 | 2042-02-15      | 3.1250%  |  | $6868571.43        | $5760490.56        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54 | 2054-02-15      | 4.2500%  |  | $7247845.71        | $6713298.97        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44 | 2044-08-15      | 3.1250%  |  | $9714285.71        | $7843690.71        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41 | 2041-05-15      | 2.2500%  |  | $22457085.71       | $16663092.83       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55 | 2055-05-15      | 4.7500%  |  | $12742800.00       | $12688336.15       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51 | 2051-05-15      | 2.3750%  |  | $12394125.71       | $7903026.95        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51 | 2051-02-15      | 1.8750%  |  | $9999771.43        | $5699082.23        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45 | 2045-11-15      | 4.6250%  |  | $6857085.71        | $6778483.43        | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45 | 2045-08-15      | 4.8750%  |  | $20400000.00       | $21085261.50       | U.S. Treasuries (including strips) |
| USTR 5 BOND 45     | 2045-05-15      | 5.0000%  |  | $7778622.86        | $8077194.34        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54 | 2054-08-15      | 4.2500%  |  | $7328285.71        | $6788978.85        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.830%, 1/2/2026
- **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):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 MNAR XX.XXX HYBZ5205 | 2035-10-01      | 4.4900%  |  | $35517000.00       | $35480299.11       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5203 | 2035-10-01      | 4.4900%  |  | $20009000.00       | $19988324.04       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5065 | 2032-09-01      | 4.4800%  |  | $11625000.00       | $11764713.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  |  | $745189.78         | $753696.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  |  | $1251.92           | $1036.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0186 | 2057-02-01      | 4.5000%  |  | $295.82            | $292.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  |  | $561431.16         | $536393.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  |  | $951.33            | $961.53            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ4830 | 2035-09-01      | 4.7600%  |  | $18743000.00       | $19015835.61       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ4811 | 2035-09-01      | 4.8100%  |  | $14909270.00       | $15218433.59       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ4804 | 2035-09-01      | 4.8500%  |  | $14263000.00       | $14570633.90       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4521 | 2032-08-01      | 4.4100%  |  | $21702000.00       | $21869561.14       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ4047 | 2035-06-01      | 4.8900%  |  | $20100000.00       | $20660689.50       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $13520000.00       | $13363803.44       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3233 | 2032-03-01      | 4.6600%  |  | $9771000.00        | $10001911.53       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  |  | $914336.45         | $904510.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8631 | 2052-08-01      | 5.0000%  |  | $1046868.65        | $1070418.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4328 | 2052-06-01      | 5.0000%  |  | $751800.48         | $761180.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0006 | 2052-08-01      | 5.0000%  |  | $520.12            | $525.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  |  | $7932317.20        | $8224242.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1714 | 2052-08-01      | 5.0000%  |  | $786.78            | $800.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3390 | 2049-04-01      | 4.5000%  |  | $7401672.36        | $7426430.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1848 | 2053-03-01      | 5.0000%  |  | $653407.31         | $657407.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  |  | $570.85            | $600.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  |  | $235.86            | $245.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  |  | $959694.14         | $953506.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  |  | $875605.43         | $933440.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  |  | $502621.84         | $528141.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3476 | 2053-05-01      | 6.0000%  |  | $1493914.91        | $1545208.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  |  | $497162.75         | $497125.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3694 | 2052-07-01      | 5.0000%  |  | $817904.45         | $832772.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1173 | 2049-06-01      | 4.0000%  |  | $2754056.47        | $2674225.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5615 | 2053-06-01      | 6.5000%  |  | $707.92            | $753.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  |  | $507.69            | $538.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  |  | $13633.56          | $13942.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE2669 | 2047-04-01      | 4.0000%  |  | $615415.24         | $598111.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  |  | $684683.06         | $654607.44         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0709 | 2034-04-01      | 4.9300%  |  | $193000.00         | $199549.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  |  | $6008.10           | $5702.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  |  | $1292.47           | $1307.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  |  | $588306.50         | $591055.06         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1030 | 2029-05-01      | 4.9620%  |  | $5450000.00        | $5635163.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  |  | $925961.72         | $987121.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  |  | $683354.59         | $664140.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  |  | $4.74              | $4.82              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  |  | $1304192.72        | $1251014.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  |  | $10.06             | $10.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  |  | $368076.60         | $388252.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  |  | $156037.80         | $156658.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  |  | $14.72             | $15.74             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  |  | $1042392.77        | $1077874.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  |  | $491353.70         | $468945.35         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3550 | 2035-05-01      | 4.4800%  |  | $15897000.00       | $15925429.13       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3549 | 2032-04-01      | 4.9200%  |  | $20853000.00       | $21650147.63       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13595328.98       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $10125283.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  |  | $648799.18         | $693007.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  |  | $594.57            | $616.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  |  | $752893.57         | $801004.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  |  | $978485.25         | $1009392.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  |  | $106.56            | $101.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  |  | $132033.97         | $129448.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  |  | $715.89            | $729.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  |  | $1148645.82        | $1203013.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9582 | 2052-09-01      | 5.0000%  |  | $1327461.10        | $1339979.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  |  | $864270.68         | $816271.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9275 | 2053-10-01      | 6.0000%  |  | $347051.61         | $360034.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8242 | 2049-11-01      | 3.5000%  |  | $709502.80         | $674403.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2212 | 2055-07-01      | 5.5000%  |  | $979.06            | $1000.96           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3625 | 2035-05-01      | 4.6800%  |  | $617000.00         | $625360.97         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ4914 | 2035-11-01      | 4.7400%  |  | $25570000.00       | $26039132.79       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  |  | $867.48            | $852.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9502 | 2049-06-01      | 3.5000%  |  | $720617.80         | $689144.58         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ4619 | 2035-08-01      | 4.9600%  |  | $21175000.00       | $21906264.50       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ4940 | 2035-09-01      | 4.8200%  |  | $2862000.00        | $2926042.02        | Agency Mortgage-Backed Securities  |
| GNMA GNAR WB 788268 M     | 2055-10-20      | 5.5000%  |  | $6607.32           | $6735.83           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ4707 | 2035-09-01      | 4.8400%  |  | $19305000.00       | $19797805.16       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5264 | 2035-10-01      | 4.6800%  |  | $1600000.00        | $1619705.60        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $84469161.05       | $84819257.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  |  | $545078.98         | $543181.02         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ4298 | 2035-07-01      | 4.9600%  |  | $10955000.00       | $11285044.93       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $70410456.72       | $71510150.68       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0555 M     | 2055-08-20      | 5.0000%  |  | $7711601.21        | $7741573.63        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5073 | 2035-10-01      | 4.7450%  |  | $32194000.00       | $32685124.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  |  | $623936.99         | $667317.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6209 | 2053-08-01      | 5.5000%  |  | $798789.46         | $831866.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  |  | $538774.37         | $573203.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  |  | $330136.01         | $345035.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0623 M     | 2055-09-20      | 5.5000%  |  | $35877630.06       | $36459182.52       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $68769667.40       | $69052769.22       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  |  | $30786437.13       | $31607490.87       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  |  | $36442825.38       | $38113255.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  |  | $9010804.06        | $9212360.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8783 | 2055-07-01      | 6.0000%  |  | $352050.58         | $369097.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  |  | $988745.39         | $992489.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  |  | $949257.13         | $938948.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  |  | $858490.50         | $899124.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  |  | $387962.25         | $410615.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  |  | $13847.23          | $14779.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2041 | 2053-05-01      | 6.0000%  |  | $85991.46          | $90386.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  |  | $958983.35         | $1014073.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY1604 | 2053-05-01      | 6.5000%  |  | $911541.90         | $971524.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  |  | $845537.38         | $884227.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9024 | 2053-04-01      | 5.0000%  |  | $610483.25         | $624668.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7287 | 2053-06-01      | 6.5000%  |  | $752522.05         | $803821.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5914 | 2053-01-01      | 6.0000%  |  | $938360.28         | $989949.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5016 | 2053-01-01      | 5.5000%  |  | $780136.85         | $813136.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  |  | $1010827.75        | $1035901.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  |  | $745.99            | $756.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  |  | $525084.84         | $546356.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0175 | 2053-02-01      | 5.5000%  |  | $10305.34          | $10723.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  |  | $1205081.53        | $1230143.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  |  | $584114.17         | $590030.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  |  | $22981.23          | $23922.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5204 | 2052-12-01      | 4.5000%  |  | $8601.19           | $8510.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1976 | 2052-07-01      | 5.0000%  |  | $816335.63         | $833881.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  |  | $113379.46         | $115742.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  |  | $72176.29          | $70665.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1148 | 2042-08-01      | 3.5000%  |  | $579670.82         | $553322.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $255220.97         | $249878.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  |  | $34.56             | $36.40             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  |  | $6666358.82        | $6416921.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  |  | $547344.58         | $553503.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  |  | $741483.44         | $776580.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  |  | $331676.43         | $340656.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  |  | $553799.73         | $585750.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  |  | $43149.45          | $43079.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  |  | $2.93              | $3.02              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  |  | $2.47              | $2.53              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  |  | $8.20              | $8.67              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  |  | $40.49             | $42.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  |  | $6.58              | $6.68              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  |  | $23.92             | $25.25             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  |  | $547110.91         | $548600.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRBC2809 | 2046-08-01      | 3.5000%  |  | $507417.36         | $481846.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  |  | $257137.87         | $264121.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  |  | $560331.71         | $593818.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  |  | $728513.46         | $780858.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  |  | $15.31             | $15.63             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  |  | $5337.90           | $5418.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  |  | $11.34             | $12.15             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  |  | $8.66              | $8.93              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  |  | $7.80              | $8.34              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAY1242 | 2045-01-01      | 4.0000%  |  | $208997.97         | $203327.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  |  | $621961.31         | $611214.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  |  | $401555.61         | $394889.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  |  | $696743.27         | $681727.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  |  | $418411.29         | $430189.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  |  | $68809.15          | $69761.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  |  | $1071028.77        | $1086916.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG0848 | 2053-04-01      | 5.0000%  |  | $791398.09         | $801441.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  |  | $1347176.51        | $1356583.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  |  | $422056.87         | $449218.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  |  | $1124220.65        | $1143230.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  |  | $761.58            | $775.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0239 | 2052-09-01      | 5.0000%  |  | $755.05            | $764.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0225 | 2052-09-01      | 5.0000%  |  | $881594.84         | $899929.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  |  | $50968.15          | $50742.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  |  | $103932.89         | $106517.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  |  | $9.77              | $10.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  |  | $4.66              | $4.75              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $77.14             | $80.84             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  |  | $206541.18         | $212731.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  |  | $221315.57         | $225996.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  |  | $558206.44         | $533484.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  |  | $821654.70         | $880808.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5086 | 2052-11-01      | 5.0000%  |  | $717.75            | $738.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV9710 | 2052-06-01      | 4.5000%  |  | $708388.98         | $700368.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  |  | $582191.58         | $599098.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  |  | $810890.44         | $769903.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2368 | 2049-11-01      | 3.5000%  |  | $819292.63         | $775516.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  |  | $372407.67         | $369401.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN8300 | 2049-07-01      | 3.5000%  |  | $472.73            | $449.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  |  | $330.49            | $331.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  |  | $492410.26         | $490770.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  |  | $491848.32         | $494836.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  |  | $450670.38         | $462836.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  |  | $696455.19         | $695359.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  |  | $83702.73          | $85681.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK9601 | 2048-06-01      | 4.0000%  |  | $667645.16         | $650660.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  |  | $606159.77         | $609420.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  |  | $513093.92         | $515491.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH8165 | 2047-07-01      | 4.0000%  |  | $813.84            | $796.13            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5225 | 2035-10-01      | 4.5500%  |  | $13525000.00       | $13575254.40       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5218 | 2032-11-01      | 4.2900%  |  | $15535000.00       | $15530991.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  |  | $7.18              | $7.20              | Agency Mortgage-Backed Securities  |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $200.00            | $201.65            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.830%, 1/2/2026
- **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:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  |  | $994274.39         | $1055041.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF5920 | 2052-12-01      | 6.0000%  |  | $507919.44         | $528700.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF3956 | 2052-12-01      | 4.5000%  |  | $583161.07         | $573999.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF0451 | 2052-09-01      | 4.5000%  |  | $762989.00         | $757995.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7312 | 2050-10-01      | 2.5000%  |  | $101458247.87      | $87671932.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6810 | 2050-08-01      | 2.0000%  |  | $68999284.36       | $56588429.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $46051518.50       | $37991796.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  |  | $39395903.34       | $33814107.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  |  | $260393609.89      | $214820214.76      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9294 | 2054-10-01      | 5.5000%  |  | $3009620.73        | $3075348.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7047 | 2045-06-01      | 3.5000%  |  | $1492095.20        | $1428631.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  |  | $829565.14         | $873329.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  |  | $104830453.70      | $86744649.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9318 | 2054-10-01      | 5.5000%  |  | $891.65            | $923.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4041 | 2053-03-01      | 5.5000%  |  | $1145284.58        | $1173496.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9163 | 2054-09-01      | 6.5000%  |  | $36292205.51       | $38687769.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6565 | 2050-08-01      | 2.5000%  |  | $138203117.98      | $119716976.73      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  |  | $40585649.38       | $43081937.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA6449 | 2054-01-01      | 6.5000%  |  | $951221.21         | $1005134.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $60998298.53       | $50512792.70       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  |  | $654860.15         | $559073.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  |  | $29785914.41       | $24658964.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7706 | 2050-11-01      | 2.0000%  |  | $81907442.24       | $67917132.39       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCA8010 | 2050-12-01      | 1.5000%  |  | $62959642.58       | $49028310.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  |  | $49.58             | $50.33             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1714 | 2052-08-01      | 5.0000%  |  | $943472.31         | $960396.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  |  | $839.75            | $862.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $24395.63          | $24886.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7341 | 2050-10-01      | 2.0000%  |  | $46317713.01       | $37967401.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  |  | $47245553.86       | $39124263.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  |  | $9613230.40        | $10093036.34       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS2342 | 2038-08-01      | 5.5000%  |  | $11.82             | $12.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  |  | $2178887.99        | $2092742.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  |  | $135.89            | $130.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  |  | $59524700.22       | $49086905.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  |  | $1054422.19        | $1105011.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0783 | 2050-04-01      | 3.5000%  |  | $923.04            | $869.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  |  | $953.95            | $980.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8916 | 2055-11-01      | 6.5000%  |  | $998.45            | $1049.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2234 | 2056-01-01      | 5.5000%  |  | $1024.00           | $1050.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0273 | 2051-12-01      | 2.5000%  |  | $1853819.44        | $1615164.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  |  | $820.04            | $847.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CICB9254 | 2039-09-01      | 6.0000%  |  | $838.00            | $882.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1168 | 2055-10-01      | 5.5000%  |  | $79859980.69       | $81965355.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  |  | $55665788.17       | $56157632.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  |  | $905.77            | $936.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $895.20            | $943.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $35196467.90       | $36280178.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6919 | 2050-09-01      | 2.5000%  |  | $30581729.26       | $26264791.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  |  | $68068565.98       | $69531677.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  |  | $2334821.98        | $2397090.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  |  | $31901740.16       | $32972904.89       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2945 | 2056-01-01      | 5.0000%  |  | $1000.00           | $1005.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA3424 | 2048-03-01      | 4.0000%  |  | $175981.71         | $170773.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $654.59            | $677.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9911 | 2055-03-01      | 7.0000%  |  | $847234.22         | $903420.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $977.31            | $1001.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  |  | $100757989.35      | $104381280.20      | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  |  | $924064.59         | $907154.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0056 | 2055-10-01      | 5.5000%  |  | $10790111.04       | $11001633.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  |  | $32933785.59       | $34277099.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  |  | $744.20            | $771.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  |  | $908.64            | $926.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $19667.73          | $19393.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $51345.02          | $47828.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  |  | $1033890.26        | $847011.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  |  | $3414042.64        | $2794300.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  |  | $255727.26         | $219573.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  |  | $14137.92          | $11593.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $3745820.64        | $3069350.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  |  | $31107508.02       | $32065380.76       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7344 | 2055-01-01      | 5.5000%  |  | $10782960.84       | $11123522.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD6671 | 2052-04-01      | 3.0000%  |  | $869.57            | $794.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2352 | 2052-11-01      | 4.5000%  |  | $45177557.59       | $44681959.78       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2474 | 2055-09-01      | 5.5000%  |  | $521759.01         | $531987.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1338 | 2055-08-01      | 5.5000%  |  | $995.62            | $1021.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX5101 | 2055-02-01      | 6.0000%  |  | $811.82            | $846.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  |  | $3111.47           | $3192.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $778.00            | $766.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  |  | $602687.58         | $634731.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  |  | $131448.46         | $134556.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  |  | $109131.68         | $111045.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  |  | $5.31              | $5.47              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1028 | 2055-09-01      | 6.0000%  |  | $989.09            | $1040.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8124 | 2052-06-01      | 3.0000%  |  | $2000679.54        | $1802146.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7211 | 2054-02-01      | 6.0000%  |  | $876.43            | $926.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS6832 | 2053-11-01      | 5.0000%  |  | $881.89            | $886.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  |  | $755.21            | $750.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2160 | 2052-06-01      | 3.5000%  |  | $1773518.74        | $1656474.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2585 | 2052-09-01      | 4.5000%  |  | $730.35            | $725.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  |  | $6.19              | $6.34              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  |  | $1799.04           | $1898.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  |  | $38676856.20       | $40692577.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  |  | $4457114.29        | $4672761.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  |  | $74784625.09       | $78607166.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  |  | $6422021.06        | $6591059.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  |  | $41580212.82       | $44591271.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  |  | $41876984.93       | $43794532.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  |  | $32598129.75       | $33707650.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  |  | $31261875.92       | $32457236.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  |  | $55975072.43       | $57355044.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $1023716.05        | $1032895.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  |  | $48484316.77       | $50117090.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $67392899.96       | $68265682.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  |  | $715.41            | $725.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6728 | 2050-08-01      | 2.5000%  |  | $114273872.57      | $98178664.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  |  | $43671141.43       | $45301093.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  |  | $10704524.18       | $10617689.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  |  | $33525369.38       | $32506645.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4381 | 2052-08-01      | 4.0000%  |  | $836.47            | $801.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  |  | $739.05            | $764.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  |  | $13355335.67       | $11001867.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7122 | 2050-09-01      | 2.5000%  |  | $57654047.56       | $49491349.05       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  |  | $12163172.20       | $11605450.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4738 | 2049-11-01      | 3.0000%  |  | $44023238.39       | $39586400.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  |  | $45242357.74       | $45298458.26       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  |  | $1142196.69        | $1156095.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4890 | 2054-09-01      | 6.0000%  |  | $164463.69         | $173015.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  |  | $447369.04         | $438203.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN8300 | 2049-07-01      | 3.5000%  |  | $503675.88         | $478540.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  |  | $630129.24         | $632237.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  |  | $160016.75         | $161034.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH8165 | 2047-07-01      | 4.0000%  |  | $532557.11         | $520970.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  |  | $962.18            | $932.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0309 | 2055-06-01      | 5.5000%  |  | $16463203.12       | $16797592.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8844 | 2055-07-01      | 6.5000%  |  | $93960.78          | $101025.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1802 | 2054-04-01      | 6.5000%  |  | $917953.25         | $968151.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA7720 | 2053-12-01      | 7.5000%  |  | $941291.69         | $1008282.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1072 | 2052-03-01      | 3.0000%  |  | $1390658.93        | $1264701.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3424 | 2056-01-01      | 5.0000%  |  | $1000.00           | $1009.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2827 | 2056-01-01      | 5.0000%  |  | $1000.00           | $1005.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2646 | 2056-01-01      | 6.5000%  |  | $1000.00           | $1050.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  |  | $116313849.98      | $118593989.12      | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $40630393.27       | $38967120.39       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0063 | 2055-11-01      | 5.0000%  |  | $61835.12          | $62045.46          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4813 | 2055-09-01      | 6.5000%  |  | $1008.99           | $1081.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  |  | $81114.78          | $80360.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA4137 | 2054-11-01      | 5.5000%  |  | $1024.00           | $1044.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3743 | 2055-12-01      | 5.0000%  |  | $32172.71          | $32282.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2191 | 2055-07-01      | 6.5000%  |  | $217064.93         | $227643.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  |  | $31512934.30       | $32716098.13       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $856.67            | $877.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9794 | 2055-01-01      | 5.5000%  |  | $1310295.42        | $1351678.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9784 | 2055-01-01      | 5.0000%  |  | $34874783.17       | $35279353.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6269 | 2051-02-01      | 2.0000%  |  | $2240135.47        | $1864721.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  |  | $32185726.41       | $32499655.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  |  | $68343282.88       | $70299153.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8685 | 2054-06-01      | 5.5000%  |  | $31141468.87       | $31979122.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  |  | $50479548.21       | $51791377.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  |  | $41264914.28       | $42479395.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $32721357.58       | $33535508.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $795.96            | $791.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  |  | $35604612.33       | $38542253.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8867 | 2051-02-01      | 3.0000%  |  | $615.33            | $562.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $132095862.24      | $109278635.78      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7559 | 2050-11-01      | 2.0000%  |  | $662.27            | $542.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $63715660.66       | $52215663.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7363 | 2050-10-01      | 2.5000%  |  | $14881745.02       | $12771637.58       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  |  | $6910180.75        | $5662953.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  |  | $14361061.17       | $11766012.64       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3855 | 2051-09-01      | 2.5000%  |  | $1000.00           | $857.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  |  | $879.00            | $910.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0248 | 2054-01-01      | 5.0000%  |  | $907.63            | $912.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ7980 | 2055-11-01      | 5.0000%  |  | $998.83            | $1004.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2936 | 2055-09-01      | 6.0000%  |  | $997.37            | $1036.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  |  | $50455865.31       | $43786070.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7282 | 2050-10-01      | 2.0000%  |  | $39438501.76       | $32328357.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  |  | $43825141.15       | $36155332.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  |  | $41909254.88       | $34824900.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7987 | 2050-12-01      | 2.0000%  |  | $40498260.74       | $33396512.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7037 | 2050-09-01      | 2.5000%  |  | $8570461.21        | $7385323.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  |  | $44699483.65       | $37594932.83       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $8956159.38        | $7351803.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $7855153.74        | $6504897.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA7463 | 2054-01-01      | 7.0000%  |  | $801508.83         | $853179.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  |  | $341037.93         | $327640.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO4459 | 2040-11-01      | 5.0000%  |  | $1005737.00        | $1024074.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  |  | $33898320.38       | $34725959.16       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9064 | 2053-05-01      | 5.5000%  |  | $31837009.39       | $32614320.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8293 | 2052-12-01      | 5.0000%  |  | $18797162.96       | $19036801.73       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1162 | 2054-08-01      | 5.5000%  |  | $582992.06         | $594554.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH4599 | 2053-11-01      | 7.5000%  |  | $398362.06         | $430552.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG3912 | 2053-06-01      | 5.5000%  |  | $46975.90          | $48650.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1295 | 2053-04-01      | 5.5000%  |  | $496197.60         | $507564.66         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.820%, 1/2/2026
- **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):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $228555000.00      | $216193614.00      | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $288999900.00      | $267505532.44      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $239625600.00      | $237468267.93      | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $540000000.00      | $286807455.25      | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $479000000.00      | $304280798.25      | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $300000000.00      | $265765858.01      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $300000000.00      | $235780650.00      | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $200000000.00      | $188976250.00      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $295000000.00      | $297136934.62      | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $233190100.00      | $235202701.65      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $273000000.00      | $278471938.09      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $299551300.00      | $300357467.44      | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $251902560.00      | $260942596.86      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $211000000.00      | $213019533.75      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $230000000.00      | $217241518.35      | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $200000000.00      | $197351600.00      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $96666800.00       | $95511148.41       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $261024960.00      | $268035618.57      | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $330000000.00      | $197325810.00      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $285000000.00      | $289856888.12      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $387000000.00      | $246767823.90      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.820%, 1/2/2026
- **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):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 TRIB 46        | 2046-02-15      | 1.0000%  |  | $60454240.00       | $45948910.11       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $58218300.00       | $42259557.82       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $40000000.00       | $40200830.72       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $81000000.00       | $71269567.11       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $230000000.00      | $150402574.64      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $65000000.00       | $66198762.50       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $80000000.00       | $78472489.28       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $165000000.00      | $92322878.45       | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $124321430.00      | $105072276.79      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $61000000.00       | $63536272.15       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $100000000.00      | $75906915.47       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $57000000.00       | $51305182.28       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $55000000.00       | $56058377.76       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $120000000.00      | $121728474.73      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $160000000.00      | $132631000.00      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $195000000.00      | $144689437.62      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  |  | $86279670.00       | $46861314.44       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $230000000.00      | $111298701.49      | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $94970250.00       | $54972247.11       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $146000000.00      | $116796886.41      | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $52807200.00       | $38907764.08       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $100000000.00      | $72904750.00       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $100000000.00      | $67015650.00       | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $100000000.00      | $77744515.47       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $48429900.00       | $49364109.35       | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $134858270.00      | $142637605.61      | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $74175200.00       | $53910628.08       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $51000000.00       | $52009428.35       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $44598000.00       | $44122038.99       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  |  | $150000000.00      | $149812500.00      | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $150967500.00      | $149297921.39      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $50000000.00       | $50324389.50       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $102000000.00      | $102962487.69      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $84000000.00       | $84924276.92       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $40000000.00       | $40349205.49       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $130000000.00      | $136115963.57      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $65000000.00       | $66436450.00       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $77000000.00       | $78188110.00       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $50000000.00       | $51677596.69       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $148000000.00      | $148642320.00      | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  |  | $98568000.00       | $77745017.16       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $40000000.00       | $39105040.00       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $89333200.00       | $88265221.59       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $60000000.00       | $61286689.45       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $55956000.00       | $55282237.20       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $56000000.00       | $50476902.00       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $8880800.00        | $7771652.36        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $40000000.00       | $37823000.00       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $40000000.00       | $37958312.09       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $126000000.00      | $110147152.50      | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $61000000.00       | $60073374.20       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $189801000.00      | $180390296.10      | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $101106600.00      | $97260125.79       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $40000000.00       | $38225529.28       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  |  | $102893720.00      | $93664024.70       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $60000000.00       | $60694554.70       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $110000000.00      | $101888586.02      | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $130000000.00      | $114207973.48      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $110000000.00      | $94798027.50       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $155000000.00      | $113573150.00      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $81862900.00       | $43513958.44       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $190000000.00      | $117769315.00      | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $90000000.00       | $52642800.00       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $40000000.00       | $40156737.02       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.830%, 1/2/2026
- **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:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLDF1097 | 2055-10-01      | 5.5000%  |  | $1372701.60        | $1413108.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  |  | $91001.97          | $93947.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0564 | 2054-05-01      | 5.5000%  |  | $4421999.24        | $4517591.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3014 | 2054-12-01      | 5.0000%  |  | $968.04            | $978.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3241 | 2054-05-01      | 6.0000%  |  | $13287907.30       | $13941526.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC9872 | 2054-12-01      | 4.0000%  |  | $3880327.00        | $3702814.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3693 | 2056-01-01      | 5.0000%  |  | $75251741.00       | $76264754.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $2049413.94        | $1757953.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $25502.75          | $25634.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8024 | 2050-12-01      | 2.5000%  |  | $693.11            | $599.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $64491.29          | $57421.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3595 | 2049-02-01      | 4.5000%  |  | $53839.38          | $51990.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $20937934.93       | $21709497.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  |  | $72585.15          | $67067.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  |  | $853682.82         | $876122.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3111 | 2054-10-01      | 6.0000%  |  | $879504.42         | $910663.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  |  | $988.15            | $1010.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA3326 | 2055-08-01      | 4.5000%  |  | $13117241.77       | $12958785.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $266803.59         | $231522.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $140398934.08      | $143566099.99      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1650716.69        | $1346418.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  |  | $53708.39          | $55548.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1816 | 2051-09-01      | 3.0000%  |  | $70820.49          | $63172.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  |  | $10684245.45       | $11200016.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $25881.28          | $26711.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0259 | 2055-01-01      | 5.5000%  |  | $2312551.70        | $2381300.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  |  | $2433522.10        | $2538655.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $856998.17         | $762262.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $768209.86         | $697695.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0410 | 2051-05-01      | 2.0000%  |  | $727.99            | $602.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  |  | $295603.70         | $252103.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9247 | 2051-02-01      | 2.0000%  |  | $712.79            | $590.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $22689.03          | $21797.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  |  | $628.93            | $536.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $111311.27         | $95894.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  |  | $939965.68         | $801619.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8893 | 2051-02-01      | 2.0000%  |  | $1323990.60        | $1086197.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $166.65            | $165.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $300223.33         | $306291.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $1139176.85        | $931677.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  |  | $38619687.14       | $39404065.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  |  | $15230800.67       | $15751617.90       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $172921.05         | $176814.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0391 | 2054-11-01      | 5.5000%  |  | $922.79            | $945.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  |  | $25069971.41       | $26042586.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0238 | 2054-05-01      | 5.0000%  |  | $961044.42         | $974007.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0230 | 2054-11-01      | 5.0000%  |  | $452376.66         | $456708.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0200 | 2055-01-01      | 5.5000%  |  | $25009577.84       | $25597886.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  |  | $31236050.10       | $32076279.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ9023 | 2055-11-01      | 5.0000%  |  | $22691.89          | $22836.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ6027 | 2055-08-01      | 5.0000%  |  | $1065905.46        | $1072170.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ4983 | 2055-09-01      | 6.5000%  |  | $1005.32           | $1059.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4964 | 2055-10-01      | 5.5000%  |  | $990.82            | $1015.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.800 CA897347 | 2036-09-01      | 5.8000%  |  | $45190.26          | $45973.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CI890698 | 2030-10-01      | 2.0000%  |  | $43509.21          | $42119.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  |  | $364407.06         | $384217.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $2012604.09        | $2109048.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKDA9397 | 2054-02-01      | 6.0000%  |  | $1186018.56        | $1207908.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  |  | $3417235.84        | $3486049.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1665 | 2055-12-01      | 4.5000%  |  | $60995019.46       | $60239901.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1164 | 2055-10-01      | 6.0000%  |  | $1006.06           | $1047.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  |  | $152863101.23      | $157362677.52      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0561 | 2055-06-01      | 5.5000%  |  | $313437.14         | $325418.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0393 | 2055-05-01      | 5.5000%  |  | $979.16            | $1010.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0238 | 2055-04-01      | 5.5000%  |  | $3123818.39        | $3223081.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0219 | 2055-10-01      | 5.5000%  |  | $990914.15         | $1025379.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9672 | 2055-10-01      | 6.5000%  |  | $1049973.00        | $1099269.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9555 | 2055-10-01      | 5.5000%  |  | $1276694.86        | $1314272.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9056 | 2055-09-01      | 5.5000%  |  | $40957.63          | $41760.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8242 | 2055-09-01      | 5.5000%  |  | $1243869.87        | $1289628.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3174 | 2043-05-01      | 3.0000%  |  | $1910870.95        | $1776336.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  |  | $252009.78         | $246970.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3884 | 2052-02-01      | 3.0000%  |  | $1230201.13        | $1097680.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  |  | $79383.83          | $81738.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $25627.58          | $24030.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $1016222.51        | $1043074.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  |  | $21186.81          | $19735.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFS3009 | 2042-05-01      | 2.0000%  |  | $75494.19          | $66047.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS2920 | 2036-07-01      | 3.0000%  |  | $138632.08         | $134602.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS2769 | 2051-06-01      | 2.0000%  |  | $798.03            | $653.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8490 | 2055-05-01      | 5.5000%  |  | $1331313.53        | $1371880.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5514 | 2055-05-01      | 6.0000%  |  | $280646.40         | $290259.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3303 | 2055-02-01      | 6.0000%  |  | $6198327.69        | $6429742.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3028 | 2055-03-01      | 5.5000%  |  | $1109061.43        | $1142246.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $29211.98          | $30004.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0281 | 2055-01-01      | 5.5000%  |  | $461598.51         | $470647.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  |  | $939573.36         | $981380.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9587 | 2055-01-01      | 5.5000%  |  | $4823642.55        | $4950346.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8501 | 2054-12-01      | 5.5000%  |  | $144732.69         | $147620.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC6888 | 2054-11-01      | 4.0000%  |  | $965395.80         | $921232.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC6572 | 2054-11-01      | 4.0000%  |  | $32026.04          | $30561.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $3668747.66        | $3682273.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0059 | 2050-08-01      | 2.5000%  |  | $8493356.00        | $7254798.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9662 | 2054-10-01      | 5.5000%  |  | $2383034.11        | $2444000.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9651 | 2054-11-01      | 5.5000%  |  | $3579335.67        | $3655265.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9019 | 2054-09-01      | 6.0000%  |  | $541913.77         | $560384.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8840 | 2036-01-01      | 3.0000%  |  | $1643274.03        | $1595490.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9867 | 2055-08-01      | 6.0000%  |  | $4923824.31        | $5090564.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY8699 | 2055-07-01      | 7.0000%  |  | $1033.29           | $1096.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  |  | $534.93            | $507.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $572560.89         | $490686.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $38512.80          | $31431.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $25368.99          | $25925.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  |  | $56598.47          | $56902.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $179248.31         | $169044.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $137134.73         | $134359.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2961 | 2037-04-01      | 3.0000%  |  | $234.28            | $223.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2773 | 2036-10-01      | 3.0000%  |  | $162.20            | $155.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $44359.76          | $41651.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3526 | 2048-11-01      | 4.5000%  |  | $200350.56         | $193468.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA3524 | 2048-11-01      | 4.0000%  |  | $114162.58         | $107475.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  |  | $1410.53           | $1483.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  |  | $627748.01         | $640053.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4801 | 2055-08-01      | 5.5000%  |  | $996.35            | $1015.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $38367435.42       | $39119565.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6793 | 2055-09-01      | 5.5000%  |  | $2511609.68        | $2560848.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4781 | 2055-08-01      | 6.5000%  |  | $1224979.53        | $1298509.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE4238 | 2055-07-01      | 7.0000%  |  | $1987.52           | $2126.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3154 | 2055-06-01      | 6.0000%  |  | $1402507.90        | $1471498.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  |  | $42979.04          | $44171.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $217349.59         | $205711.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $30061679.87       | $28279072.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $101.49            | $103.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1885 | 2052-02-01      | 2.5000%  |  | $823.23            | $701.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  |  | $1324.06           | $1283.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  |  | $250932.33         | $254499.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2473 | 2053-02-01      | 5.0000%  |  | $1983023.79        | $1989759.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  |  | $8316993.77        | $8732508.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $2409695.91        | $2466924.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $810.48            | $839.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $51740093.38       | $52825100.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  |  | $726780.87         | $718552.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $2138666.61        | $1904794.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  |  | $691.18            | $650.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ6847 | 2054-10-01      | 4.0000%  |  | $1100403.68        | $1050071.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $139120.81         | $136575.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  |  | $21670.38          | $22355.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6303 | 2053-06-01      | 6.0000%  |  | $816.27            | $845.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7274 | 2053-02-01      | 6.0000%  |  | $3203567.36        | $3372907.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $417866.82         | $428899.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  |  | $750163.54         | $780005.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $48850.68          | $51423.78          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5371 | 2053-01-01      | 5.0000%  |  | $7770687.55        | $7938430.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $751583.64         | $799330.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $726.67            | $731.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $7005721.91        | $7191663.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  |  | $2024513.62        | $2055820.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  |  | $4536391.20        | $4568652.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  |  | $7672455.51        | $8013910.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  |  | $11300596.71       | $11633188.34       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1227 | 2054-04-01      | 6.0000%  |  | $727.60            | $753.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $19539882.62       | $19955912.77       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1070 | 2054-03-01      | 6.0000%  |  | $845.91            | $887.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0962 | 2054-02-01      | 7.0000%  |  | $5094568.11        | $5387268.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  |  | $45821.16          | $47169.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  |  | $42441555.82       | $45982299.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  |  | $4360476.99        | $4559492.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3276 | 2055-08-01      | 5.0000%  |  | $998.24            | $1009.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $2280382.15        | $2361507.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  |  | $61298261.64       | $63478967.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6840 | 2052-01-01      | 2.0000%  |  | $3106457.36        | $2561611.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  |  | $24200.81          | $24714.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $88864.53          | $72213.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6600 | 2052-09-01      | 3.5000%  |  | $14623606.95       | $13622060.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  |  | $95935.20          | $99587.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $227339.17         | $233341.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $303539.97         | $276664.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $217.63            | $206.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  |  | $175.12            | $159.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7798 | 2046-08-01      | 3.0000%  |  | $345326.04         | $315144.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $9903881.30        | $9401176.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $22673763.27       | $20796216.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  |  | $5560773.73        | $5320579.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  |  | $4534558.68        | $4325400.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS5623 | 2030-08-01      | 3.0000%  |  | $35718.10          | $35225.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  |  | $77335.34          | $74098.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  |  | $10309618.43       | $9169951.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $76089.73          | $71229.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $3172.90           | $2846.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $1329617.63        | $1207252.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  |  | $44463.09          | $36793.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3MZA3002 | 2029-12-01      | 2.5000%  |  | $45197.91          | $44430.78          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $62864.39          | $66143.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  |  | $1509050.30        | $1514098.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $280.20            | $281.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $357.36            | $343.98            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18659 G | 2032-09-01      | 3.0000%  |  | $125.26            | $122.99            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18492 G | 2029-01-01      | 3.0000%  |  | $40.01             | $39.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZA3083 | 2030-08-01      | 3.0000%  |  | $162810.76         | $160150.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $309593.86         | $326711.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5944 | 2056-01-01      | 5.0000%  |  | $1560050.00        | $1565356.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  |  | $22460912.74       | $22537317.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  |  | $8958050.06        | $9257338.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $822.72            | $830.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  |  | $723785.69         | $750024.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5468522.26        | $5446998.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $40106.18          | $35192.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1121 | 2055-02-01      | 5.0000%  |  | $3777608.88        | $3822376.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  |  | $1545326.84        | $1594876.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0907 | 2054-09-01      | 5.5000%  |  | $1836592.92        | $1885169.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  |  | $4115814.22        | $4312010.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL2246 | 2053-09-01      | 4.5000%  |  | $5181794.98        | $5123085.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  |  | $891.38            | $927.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9463 | 2052-04-01      | 3.5000%  |  | $105435.60         | $98890.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD9791 | 2052-04-01      | 2.0000%  |  | $31280.07          | $25424.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  |  | $803.69            | $653.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2575992.71        | $2238878.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE8087 | 2052-06-01      | 4.0000%  |  | $4427214.30        | $4248515.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFM2090 | 2049-05-01      | 6.0000%  |  | $39949.58          | $42146.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $103267.15         | $96194.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  |  | $42128.87          | $42660.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM1056 | 2049-06-01      | 5.5000%  |  | $84823.03          | $88712.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  |  | $130665.70         | $117416.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  |  | $72636.23          | $71977.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $350.16            | $316.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4124 | 2052-09-01      | 3.5000%  |  | $28196176.00       | $26401649.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3601 | 2055-11-01      | 6.0000%  |  | $1005.02           | $1044.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3162 | 2055-10-01      | 5.0000%  |  | $985.55            | $996.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2319 | 2055-07-01      | 5.5000%  |  | $5675212.90        | $5877121.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  |  | $937.56            | $961.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1963 | 2055-06-01      | 6.0000%  |  | $13443095.82       | $13884029.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  |  | $8697594.95        | $8993168.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  |  | $729406.75         | $648775.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  |  | $3660680.02        | $3760562.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV6358 | 2055-12-01      | 4.5000%  |  | $978.07            | $970.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $361868.00         | $365503.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  |  | $28936.05          | $29787.74          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  |  | $1506.85           | $1590.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2600 | 2052-05-01      | 3.0000%  |  | $12038085.47       | $10825127.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $2576518.17        | $2593800.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1682 | 2055-10-01      | 5.5000%  |  | $1541071.07        | $1581361.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  |  | $857129.05         | $896062.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL1193 | 2052-09-01      | 3.5000%  |  | $5575998.67        | $5214833.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3481 | 2055-02-01      | 5.5000%  |  | $4450.94           | $4588.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $2773820.09        | $2880610.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4167 | 2055-05-01      | 6.0000%  |  | $9694330.11        | $10008397.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3115 | 2055-10-01      | 5.5000%  |  | $23550071.68       | $24078849.28       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2072 | 2055-08-01      | 6.0000%  |  | $931.74            | $962.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $93068939.55       | $96105499.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  |  | $998828.25         | $1018426.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0685 | 2055-01-01      | 6.0000%  |  | $5211807.20        | $5381540.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $2502515.22        | $2551572.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  |  | $10819885.13       | $11051942.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  |  | $109693.10         | $102180.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $85581.45          | $74237.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $22644.78          | $22125.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $225474.09         | $214757.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $76052.72          | $75562.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $32655.85          | $31587.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $1650169.45        | $1563051.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  |  | $72273.71          | $65675.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  |  | $92047545.32       | $79804055.82       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0053 | 2041-01-01      | 4.5000%  |  | $1014543.00        | $1020000.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  |  | $19967367.39       | $20619880.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $7175542.27        | $7070987.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA4671 | 2032-07-01      | 3.0000%  |  | $43693.98          | $42574.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $2291809.76        | $2258647.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $292466.35         | $272435.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $424005.68         | $394966.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $118028.07         | $110516.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8858 | 2054-07-01      | 6.0000%  |  | $30756.96          | $31934.92          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G14961 G | 2029-01-01      | 3.5000%  |  | $39.64             | $39.58             | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G07358 G | 2036-04-01      | 5.0000%  |  | $57.47             | $58.75             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G02031 G | 2036-02-01      | 5.5000%  |  | $29362.21          | $30891.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5595 | 2055-12-01      | 5.0000%  |  | $4038758.00        | $4080000.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ5122 | 2055-10-01      | 6.5000%  |  | $12658553.78       | $13401923.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  |  | $19480721.41       | $20054162.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4801 | 2055-09-01      | 6.0000%  |  | $1006.28           | $1054.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4570 | 2055-08-01      | 6.0000%  |  | $4935326.43        | $5103394.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4591 | 2055-08-01      | 6.0000%  |  | $8679441.40        | $8991831.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  |  | $734582.31         | $776619.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4381 | 2055-06-01      | 6.0000%  |  | $4021302.27        | $4219138.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3075 | 2054-12-01      | 5.5000%  |  | $963.26            | $990.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  |  | $51100173.95       | $52596352.96       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2457 | 2054-09-01      | 6.0000%  |  | $858.01            | $897.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $6712122.31        | $6903493.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  |  | $68451.62          | $56324.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $74448.66          | $60683.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $331195.38         | $273114.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR2026 | 2051-06-01      | 3.0000%  |  | $31383.49          | $27954.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $2495082.61        | $2512829.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $24955.07          | $26913.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $554909.89         | $504518.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $79284.34          | $68829.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $274196.67         | $250237.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $72399.41          | $67350.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  |  | $556.84            | $457.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5721 | 2048-04-01      | 3.0000%  |  | $285197.63         | $264503.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $3494893.04        | $3544159.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  |  | $786.18            | $746.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  |  | $6288828.41        | $6354903.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS4798 | 2038-04-01      | 3.0000%  |  | $151542.87         | $146380.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4683 | 2053-06-01      | 5.0000%  |  | $30818560.46       | $31179219.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4238 | 2053-03-01      | 5.0000%  |  | $571297.65         | $575390.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  |  | $157175.37         | $159131.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  |  | $449857.71         | $477897.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $770.92            | $794.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3972 | 2051-04-01      | 3.0000%  |  | $1824460.64        | $1661771.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $73702.11          | $74294.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3856 | 2050-07-01      | 3.5000%  |  | $4142145.43        | $3951116.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH5542 | 2041-01-01      | 3.5000%  |  | $60041.45          | $57807.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL254548 | 2032-12-01      | 5.5000%  |  | $6426.43           | $6700.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6767 | 2054-05-01      | 5.5000%  |  | $29316.71          | $29930.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6522 | 2054-05-01      | 7.0000%  |  | $737001.42         | $791241.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  |  | $481853.67         | $391567.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM7242 | 2036-03-01      | 3.0000%  |  | $384.95            | $373.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  |  | $849.19            | $896.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $1424324.95        | $1459764.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $128729.03         | $120918.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $262041.22         | $256037.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $137.58            | $136.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $151.40            | $150.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  |  | $111895.68         | $111799.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  |  | $54866.11          | $56833.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4583 | 2050-10-01      | 2.0000%  |  | $771227.02         | $641053.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $44170.26          | $39703.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $69436.32          | $65109.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM7043 | 2036-03-01      | 2.5000%  |  | $96932.07          | $92499.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4460 | 2048-11-01      | 3.5000%  |  | $247177.09         | $233249.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  |  | $1538157.39        | $1495244.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  |  | $27062.58          | $26786.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $63824.60          | $55066.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1596 | 2055-05-01      | 5.5000%  |  | $234661.27         | $240665.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5210 | 2055-06-01      | 5.5000%  |  | $175018.21         | $178449.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY4128 | 2055-05-01      | 7.0000%  |  | $1283024.58        | $1362967.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $8664811.71        | $8917731.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY0514 | 2055-04-01      | 7.0000%  |  | $852324.59         | $910694.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0498 | 2055-04-01      | 6.5000%  |  | $799.00            | $846.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0495 | 2055-04-01      | 6.5000%  |  | $753.38            | $796.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7144 | 2055-02-01      | 5.5000%  |  | $5881987.63        | $6001452.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5524 | 2055-02-01      | 6.0000%  |  | $949611.18         | $992356.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX5451 | 2055-01-01      | 5.0000%  |  | $918567.40         | $922045.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  |  | $2473990.35        | $2531731.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX5395 | 2055-01-01      | 7.0000%  |  | $885.68            | $949.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $29.63             | $29.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NPAE0287 | 2038-02-01      | 5.5000%  |  | $56108.61          | $57100.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1187 | 2049-11-01      | 5.0000%  |  | $6762095.80        | $6862429.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1124 | 2054-07-01      | 5.5000%  |  | $3279573.24        | $3347923.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1153 | 2046-07-01      | 3.0000%  |  | $1647157.60        | $1521825.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $95794.64          | $89233.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $793.06            | $744.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $1792003.64        | $1551519.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $318567.96         | $323571.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1891.87           | $1956.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  |  | $285043.70         | $265057.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $76067.12          | $74264.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  |  | $158694.52         | $151858.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1407 | 2054-12-01      | 5.0000%  |  | $4322111.35        | $4344053.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  |  | $88308.09          | $88059.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $124405.80         | $124298.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS9459 | 2045-07-01      | 3.5000%  |  | $879.97            | $840.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $30425.75          | $27723.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4663 | 2046-05-01      | 3.5000%  |  | $218.35            | $207.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  |  | $22653.26          | $22480.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3125 | 2052-03-01      | 3.5000%  |  | $821886.92         | $770036.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2171 | 2049-07-01      | 4.0000%  |  | $7522652.67        | $7326110.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $5650.48           | $5039.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8982 | 2054-08-01      | 5.0000%  |  | $127537.66         | $128227.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  |  | $963.36            | $971.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $14073583.23       | $15220134.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $1676541.47        | $1752619.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7289 | 2053-10-01      | 5.0000%  |  | $759.12            | $771.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  |  | $2587373.06        | $2719052.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  |  | $14187864.23       | $14701635.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $3907295.44        | $3858673.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8421 | 2054-02-01      | 5.5000%  |  | $565845.84         | $578197.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $63767088.63       | $65956616.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $5036973.46        | $5131812.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  |  | $364950.45         | $367790.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  |  | $84535.47          | $83499.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5825 | 2053-03-01      | 4.5000%  |  | $784.32            | $782.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $76904.86          | $78978.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $133642.82         | $135372.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0927 | 2040-03-01      | 5.5000%  |  | $2955308.41        | $3095225.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4796 | 2052-10-01      | 5.0000%  |  | $4093875.76        | $4168534.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4641 | 2052-08-01      | 6.0000%  |  | $1057631.98        | $1133788.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $13156275.81       | $13511012.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  |  | $768.95            | $775.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $22685173.05       | $23785933.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  |  | $750.52            | $744.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  |  | $71039.71          | $70136.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $94217.59          | $80350.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8190 | 2054-06-01      | 6.0000%  |  | $610590.82         | $639328.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  |  | $580896.15         | $598085.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  |  | $32111.62          | $28561.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $33515.09          | $28549.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7338 | 2053-09-01      | 4.5000%  |  | $20406912.15       | $20216025.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7305 | 2053-12-01      | 5.0000%  |  | $38137513.37       | $38403204.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7283 | 2053-09-01      | 4.5000%  |  | $80467.38          | $80482.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  |  | $153370.60         | $154247.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  |  | $731.47            | $720.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $199304.93         | $185718.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3181 | 2052-03-01      | 4.0000%  |  | $2480718.82        | $2384301.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  |  | $692.89            | $651.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $631.94            | $521.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2293 | 2052-07-01      | 4.5000%  |  | $320412.70         | $317676.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  |  | $978038.69         | $884691.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA9177 | 2054-06-01      | 7.0000%  |  | $718166.30         | $771573.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $12052757.04       | $12377498.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $93679.78          | $90489.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $84694.25          | $85226.69          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08789 G | 2047-11-01      | 4.0000%  |  | $122.36            | $119.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $11429.15          | $10958.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3361 | 2052-12-01      | 5.5000%  |  | $6720801.59        | $6973969.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5716 | 2049-04-01      | 3.5000%  |  | $1611.43           | $1512.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $60880.16          | $52032.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $313894.55         | $321802.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $16124.40          | $15233.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  |  | $11858258.05       | $11241434.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  |  | $512994.76         | $523051.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $18933.07          | $17723.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $817.54            | $825.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $35255.85          | $31369.95          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ6926 | 2054-10-01      | 4.0000%  |  | $3765694.14        | $3593448.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4501111.12        | $4661514.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $105828.93         | $108265.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $63060.66          | $62193.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  |  | $691709.97         | $598316.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1788531.87        | $1475586.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF7042 | 2053-02-01      | 5.0000%  |  | $2636.99           | $2678.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS3265 | 2036-04-01      | 1.5000%  |  | $4320864.56        | $3929955.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $204901.08         | $170214.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $266.82            | $243.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV8126 | 2052-04-01      | 2.5000%  |  | $713114.33         | $609243.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  |  | $3672130.79        | $3878467.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $4705739.22        | $4856821.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4141 | 2049-09-01      | 3.0000%  |  | $197979.01         | $179979.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $48307.55          | $48821.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5298 | 2054-04-01      | 6.0000%  |  | $3977184.08        | $4152657.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $2758847.32        | $2502459.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  |  | $766210.30         | $771939.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $178528.58         | $165417.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $116554.16         | $115139.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  |  | $77963620.04       | $63965304.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  |  | $198122.79         | $200958.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  |  | $661.42            | $548.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $37491.77          | $36401.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $522897.67         | $425932.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4516 | 2037-01-01      | 2.0000%  |  | $621.50            | $577.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $238403.96         | $243698.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $125784.61         | $128320.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  |  | $2706557.45        | $2715956.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  |  | $711.74            | $682.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1270886.91        | $1332793.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5021 | 2054-09-01      | 4.5000%  |  | $2583147.87        | $2558155.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1040544.71        | $1089508.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU3612 | 2051-11-01      | 4.0000%  |  | $1706866.13        | $1634210.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $76765.63          | $77319.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $1463708.69        | $1265893.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $5779266.87        | $5893426.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ0973 | 2042-12-01      | 3.5000%  |  | $163348.24         | $156256.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP1083 | 2042-08-01      | 3.5000%  |  | $651552.05         | $624548.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7395046.01        | $7049450.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  |  | $868102.66         | $853334.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  |  | $245577.01         | $261306.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL7349 | 2039-10-01      | 6.5000%  |  | $256500.32         | $271538.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  |  | $651839.68         | $692871.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $23120.02          | $24723.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $84760.53          | $81940.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $864067.07         | $834942.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $65.11             | $67.34             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9292 | 2051-11-01      | 3.0000%  |  | $540645.45         | $490684.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  |  | $2270875.68        | $2145885.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  |  | $4516184.19        | $4413975.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  |  | $81.68             | $78.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $90839.43          | $87280.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1635 | 2028-10-01      | 3.0000%  |  | $53.82             | $53.24             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  |  | $2134981.87        | $2037929.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $3065214.90        | $3001054.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0448 | 2040-06-01      | 4.5000%  |  | $28872.02          | $28488.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  |  | $17.68             | $18.01             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3661 | 2053-08-01      | 5.5000%  |  | $9581.32           | $9794.81           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4373 | 2053-11-01      | 6.5000%  |  | $23624764.77       | $25335544.25       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $10901268.27       | $11114969.46       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  |  | $956.52            | $939.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $36219.44          | $35850.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $16711292.82       | $16100483.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $65611.87          | $56449.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $49445073.13       | $51207163.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $63110.23          | $54713.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  |  | $93.56             | $91.71             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $1912375.67        | $2020032.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $279561.25         | $281620.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $21202.11          | $21392.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP8713 | 2050-08-01      | 3.0000%  |  | $42040.88          | $37738.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  |  | $91390.07          | $78479.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  |  | $379447.56         | $352376.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $67037471.18       | $68382466.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $240100.65         | $186522.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRAB7668 | 2043-01-01      | 3.0000%  |  | $29999.28          | $27795.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  |  | $391851.18         | $387522.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQB2339 | 2050-08-01      | 3.0000%  |  | $33585.11          | $30723.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $382035.49         | $361471.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7290 | 2049-02-01      | 4.5000%  |  | $1965315.49        | $1963625.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5055 | 2052-11-01      | 6.0000%  |  | $77128.30          | $80310.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2061 | 2052-06-01      | 4.0000%  |  | $172172.47         | $165169.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  |  | $11645789.16       | $11476098.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4728 | 2054-06-01      | 6.5000%  |  | $2413915.04        | $2529871.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $4896406.62        | $4564291.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  |  | $4021946.34        | $3839083.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $98942483.08       | $92166077.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1871 | 2052-05-01      | 3.0000%  |  | $817.18            | $734.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $65479.42          | $59462.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  |  | $192751.43         | $201331.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $96.46             | $92.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  |  | $371123.96         | $330098.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZT0657 | 2040-07-01      | 6.0000%  |  | $278769.11         | $298207.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  |  | $62958.15          | $65760.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  |  | $60255.03          | $54542.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  |  | $9294716.33        | $8453683.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  |  | $2026546.26        | $1661416.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $837.71            | $871.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $699.19            | $605.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $43907.56          | $44768.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  |  | $167480.21         | $160357.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $41268.93          | $42595.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $25507.73          | $26012.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  |  | $912.21            | $915.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $75608635.46       | $77090741.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $794068.80         | $799307.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $703.94            | $729.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  |  | $41743.84          | $38884.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  |  | $187041.40         | $166399.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  |  | $640.12            | $594.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  |  | $1195153.82        | $1037285.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3597 | 2052-05-01      | 3.5000%  |  | $2859200.87        | $2663378.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $32175.48          | $32199.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $99404.02          | $99318.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $16992.66          | $17333.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  |  | $2303003.12        | $2299380.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  |  | $619140.87         | $602915.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $646679.03         | $669684.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY8516 | 2053-08-01      | 6.0000%  |  | $19821330.55       | $20515790.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $281399.85         | $287109.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1173031.06        | $1200576.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $6814623.73        | $6971396.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  |  | $1024645.28        | $1032193.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $650077.30         | $654030.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $154837.12         | $156020.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4258 | 2051-02-01      | 3.5000%  |  | $400.98            | $376.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $82024.83          | $70289.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $33602.80          | $32005.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  |  | $431861.65         | $370944.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $29351.11          | $28343.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $56331.79          | $55259.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  |  | $17420.90          | $17171.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3931 | 2035-02-01      | 3.0000%  |  | $155.12            | $151.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $45977.79          | $39549.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  |  | $281171.11         | $274731.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $168403.50         | $158098.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $436924.35         | $405748.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3845 | 2029-11-01      | 2.5000%  |  | $57017.68          | $55835.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5543 | 2053-01-01      | 6.0000%  |  | $396727.08         | $413096.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  |  | $4175205.28        | $4210054.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $77442.06          | $77808.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $964273.56         | $992085.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4748 | 2052-08-01      | 3.5000%  |  | $204540.29         | $190531.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM5066 | 2050-10-01      | 3.0000%  |  | $379484.73         | $338845.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1320876.54        | $1328712.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  |  | $344307.10         | $359645.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $467716.44         | $400178.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  |  | $3245535.12        | $2953956.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $8298263.00        | $7918694.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  |  | $1165659.51        | $1158238.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $56865051.92       | $58968111.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $66771.98          | $60387.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0034 | 2050-10-01      | 2.5000%  |  | $24633.10          | $20977.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7628 | 2050-11-01      | 2.0000%  |  | $671.54            | $557.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $79284.83          | $79807.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS9620 | 2052-06-01      | 3.0000%  |  | $655731.31         | $589128.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $836143.77         | $827943.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  |  | $270386.12         | $266389.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2680 | 2054-10-01      | 6.5000%  |  | $18264.40          | $19077.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $36322.51          | $31299.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  |  | $1076127.25        | $1113626.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4339 | 2050-12-01      | 3.0000%  |  | $767.81            | $694.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $182969.76         | $191409.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $117409.59         | $111325.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $34654.45          | $33667.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5600 | 2052-06-01      | 2.5000%  |  | $1105278.55        | $960311.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $2906973.84        | $2880530.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4245 | 2050-12-01      | 2.0000%  |  | $29885.92          | $24723.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $353701.47         | $347234.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $36241.78          | $29498.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $668563.50         | $641368.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS3998 | 2044-08-01      | 4.0000%  |  | $114676.04         | $112417.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2516 | 2052-07-01      | 4.0000%  |  | $44851.03          | $43031.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $14994.06          | $14430.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  |  | $394467.44         | $386097.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  |  | $842.98            | $849.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  |  | $343313.65         | $325829.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  |  | $785546.06         | $704328.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1850 | 2052-03-01      | 3.0000%  |  | $76171.53          | $68700.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  |  | $915.32            | $940.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $56027.31          | $54893.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  |  | $11982891.06       | $12459450.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6116 | 2053-01-01      | 6.0000%  |  | $11405606.97       | $11896390.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3814 | 2053-02-01      | 6.0000%  |  | $2056079.05        | $2128936.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $85785.87          | $88175.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  |  | $1498970.95        | $1537162.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  |  | $7043917.40        | $7124617.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $95196.53          | $93660.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $270771.44         | $266492.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  |  | $37177.67          | $36662.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW1139 | 2052-09-01      | 4.0000%  |  | $6107936.77        | $5902541.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $898031.70         | $945208.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  |  | $602134.08         | $579742.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $705.69            | $632.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  |  | $2918538.95        | $2597849.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $63422.90          | $61290.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3842 | 2052-04-01      | 3.0000%  |  | $269493.61         | $239916.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $35468.38          | $36231.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $92.43             | $89.81             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  |  | $46498.84          | $45602.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $168.73            | $169.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $4777690.00        | $4677278.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $4368423.75        | $4259315.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $38673790.14       | $38102191.52       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  |  | $75024.50          | $79431.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $70482.93          | $57289.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3072 | 2053-05-01      | 6.0000%  |  | $749.83            | $779.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  |  | $93921.40          | $96162.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  |  | $41236.44          | $41032.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $72406.54          | $67447.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  |  | $981.12            | $936.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $2145625.57        | $2187686.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  |  | $87136979.68       | $88845154.91       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $2344796.24        | $2237529.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $92442.66          | $94254.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  |  | $983140.26         | $1002609.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  |  | $264966.80         | $260119.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $395121.28         | $403008.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $27979.16          | $28530.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $237596.60         | $238735.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  |  | $62475.72          | $65258.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  |  | $1173837.58        | $1208386.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1040803.42        | $1054281.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0479 | 2060-06-01      | 2.5000%  |  | $1789296.63        | $1512426.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6634 | 2053-06-01      | 5.5000%  |  | $7324080.17        | $7614921.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX4884 | 2055-01-01      | 6.5000%  |  | $29475.51          | $30857.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1614 | 2055-08-01      | 5.5000%  |  | $600243.72         | $612011.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  |  | $5646091.32        | $5722091.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6508 | 2055-08-01      | 6.0000%  |  | $1103958.15        | $1150206.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0554 | 2055-01-01      | 5.5000%  |  | $964.62            | $983.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0315 | 2055-02-01      | 5.5000%  |  | $1115916.37        | $1147882.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMB0294 | 2055-01-01      | 4.0000%  |  | $18350445.13       | $17510973.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $6605.16           | $6523.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3503 | 2055-02-01      | 6.0000%  |  | $924.62            | $968.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF7034 | 2055-11-01      | 5.5000%  |  | $1002.00           | $1028.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1207 | 2055-10-01      | 5.0000%  |  | $1062.53           | $1068.45           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  |  | $2463035.60        | $2460543.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  |  | $94365.59          | $94859.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  |  | $1294694.83        | $1100922.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA4115 | 2040-08-01      | 3.0000%  |  | $514160.77         | $482359.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9853 | 2054-11-01      | 5.5000%  |  | $33047.55          | $33760.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  |  | $491460.94         | $507588.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5226 | 2055-06-01      | 5.5000%  |  | $551.79            | $563.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0149 | 2054-12-01      | 5.0000%  |  | $13476899.14       | $13578564.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $564118.07         | $575233.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  |  | $24800.55          | $24117.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1575 | 2050-09-01      | 2.0000%  |  | $1532263.50        | $1277211.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3642 | 2052-11-01      | 5.0000%  |  | $300096.28         | $302291.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  |  | $804.06            | $770.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  |  | $74026.71          | $69477.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $190113.80         | $168130.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  |  | $136023.13         | $139614.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $723513.18         | $697848.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $39108.33          | $39937.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8971 | 2051-02-01      | 3.0000%  |  | $510.14            | $454.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $936801.67         | $931441.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $1959134.45        | $1597275.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $1966806.80        | $2002592.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9777 | 2051-12-01      | 3.0000%  |  | $5834139.03        | $5204752.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $24663.49          | $23120.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS7778 | 2033-07-01      | 3.5000%  |  | $660352.93         | $653171.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  |  | $653.49            | $675.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $1753663.04        | $1830629.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $31374835.93       | $32441894.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $41964.06          | $40135.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  |  | $434267.28         | $446773.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $72871.80          | $69627.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1210 | 2055-05-01      | 6.0000%  |  | $981.36            | $1031.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1128 | 2055-04-01      | 5.0000%  |  | $3512.11           | $3552.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0449 | 2054-10-01      | 5.5000%  |  | $630072.03         | $642518.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  |  | $791.88            | $829.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5213 | 2054-07-01      | 5.5000%  |  | $44096.64          | $44991.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA4359 | 2054-02-01      | 6.0000%  |  | $884.72            | $916.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4446 | 2053-11-01      | 7.0000%  |  | $495.76            | $531.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL740320 | 2033-10-01      | 4.5000%  |  | $12.85             | $12.94             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $532877.69         | $508519.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  |  | $110.97            | $105.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  |  | $31303067.98       | $29890256.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAW3585 | 2044-06-01      | 3.5000%  |  | $2124766.70        | $2034240.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $10078697.12       | $9656819.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $10006093.39       | $9587234.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $59538.94          | $57812.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  |  | $667153.16         | $640706.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA2356 | 2045-07-01      | 3.0000%  |  | $47206.82          | $42158.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $443478.29         | $430622.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $322036.98         | $309122.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $135.50            | $136.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3893 | 2055-11-01      | 5.5000%  |  | $161579.54         | $164747.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3345 | 2055-11-01      | 6.0000%  |  | $3121694.55        | $3236791.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3253 | 2055-10-01      | 5.5000%  |  | $998.09            | $1029.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3510 | 2055-11-01      | 5.5000%  |  | $2978177.00        | $3036559.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0262 | 2055-09-01      | 5.5000%  |  | $1474754.99        | $1519593.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  |  | $6947729.55        | $7162916.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $4054577.08        | $4135718.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  |  | $8404127.09        | $6889028.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  |  | $659.50            | $540.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $5819727.76        | $4801250.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $6209850.16        | $5955639.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $104978474.22      | $86911223.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $23812793.57       | $19719509.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  |  | $146099.81         | $120530.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB3546 | 2031-09-01      | 4.0000%  |  | $2569629.99        | $2570640.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $1986227.84        | $1958514.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  |  | $7059922.63        | $6676121.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $100460.61         | $93580.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6590 | 2053-06-01      | 4.0000%  |  | $27461.21          | $26274.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $34542.07          | $34689.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $4101686.79        | $3917605.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2379199.07        | $2424760.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2511 | 2055-09-01      | 5.5000%  |  | $1387854.70        | $1431145.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0213 | 2055-04-01      | 5.0000%  |  | $4894965.68        | $4938857.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX6919 | 2055-02-01      | 5.0000%  |  | $1680298.94        | $1686693.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ8021 | 2055-11-01      | 5.5000%  |  | $999.07            | $1025.14           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA1694 | 2055-12-01      | 5.0000%  |  | $1139102.00        | $1148706.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $753737.67         | $726827.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  |  | $311609.51         | $306570.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  |  | $6534475.57        | $6736412.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $72509.97          | $73589.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  |  | $2003071.15        | $2143587.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ9177 | 2054-10-01      | 5.0000%  |  | $3380774.33        | $3401318.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1492359.58        | $1470747.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  |  | $986950.87         | $1009679.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLMA5796 | 2055-08-01      | 7.5000%  |  | $379179.39         | $407303.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC7366 | 2054-12-01      | 4.0000%  |  | $1661573.25        | $1585568.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4298 | 2055-07-01      | 6.0000%  |  | $1682558.50        | $1761736.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5886 | 2040-11-01      | 5.0000%  |  | $19219396.68       | $19564705.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2505 | 2055-09-01      | 5.5000%  |  | $3844535.06        | $3956758.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2730 | 2055-01-01      | 5.5000%  |  | $908718.66         | $926533.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7735 | 2055-07-01      | 6.0000%  |  | $5645.40           | $5875.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  |  | $1207325.04        | $1211431.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8643 | 2055-08-01      | 5.5000%  |  | $1534767.63        | $1570750.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  |  | $983864.22         | $1027642.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2519 | 2055-06-01      | 5.5000%  |  | $1190235.66        | $1227829.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1730 | 2055-09-01      | 5.5000%  |  | $99033.17          | $101005.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  |  | $1940908.37        | $1990367.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $1837940.67        | $1907119.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  |  | $111469819.87      | $91922992.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0502 | 2054-07-01      | 7.0000%  |  | $3604441.66        | $3896460.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  |  | $146.44            | $142.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  |  | $27739.51          | $28441.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0357 | 2051-12-01      | 3.0000%  |  | $60892.08          | $55619.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $181549.46         | $157710.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $1438945.62        | $1170163.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $94031128.52       | $77574239.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $654.59            | $677.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $761579.86         | $755793.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $88023137.06       | $91287915.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4967 | 2053-02-01      | 3.0000%  |  | $129338.40         | $115040.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $596906.54         | $610647.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $2878387.89        | $2898860.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  |  | $1180399.78        | $1188623.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $1601601.02        | $1640965.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4824 | 2052-10-01      | 2.5000%  |  | $363267.21         | $309232.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $790.37            | $796.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $4489200.97        | $4422401.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4769 | 2052-09-01      | 2.0000%  |  | $1841001.61        | $1497683.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8874 | 2055-09-01      | 5.5000%  |  | $2295982.04        | $2340990.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE7459 | 2055-09-01      | 5.0000%  |  | $11490675.83       | $11549412.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE7221 | 2055-08-01      | 5.5000%  |  | $2255129.11        | $2336233.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $396.94            | $387.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  |  | $812357.37         | $730179.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  |  | $47514.19          | $44807.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8104 | 2051-07-01      | 3.0000%  |  | $101746.70         | $90565.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8954 | 2051-10-01      | 2.5000%  |  | $598359.06         | $511956.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $49406.61          | $46614.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7774 | 2036-07-01      | 2.0000%  |  | $101930.78         | $94687.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  |  | $108830.86         | $108250.79         | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  |  | $140.49            | $148.40            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G60506 G | 2046-04-01      | 3.5000%  |  | $33324.64          | $31814.26          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49036 G | 2047-07-01      | 4.0000%  |  | $2860387.00        | $2800402.77        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46715 G | 2047-03-01      | 4.0000%  |  | $2615805.80        | $2561118.02        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Q45819 G | 2047-01-01      | 3.0000%  |  | $34870.61          | $32020.29          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  |  | $2715201.90        | $2586220.76        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  |  | $1600093.86        | $1619392.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  |  | $959.80            | $963.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0803 | 2055-02-01      | 4.5000%  |  | $30404457.14       | $30046748.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  |  | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  |  | $23039236.34       | $23793502.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  |  | $1008059.23        | $1032780.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  |  | $36566253.53       | $36977136.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTCB9293 | 2044-10-01      | 5.5000%  |  | $74222.35          | $77041.49          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $3062637.92        | $3152778.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  |  | $297.00            | $290.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTAB4853 | 2032-04-01      | 3.0000%  |  | $118729.07         | $116164.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $714422.05         | $699471.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $27077.76          | $26210.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $5046646.16        | $4839281.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $88065.32          | $79262.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $34764.72          | $34882.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2838 | 2046-11-01      | 3.0000%  |  | $56056.00          | $51516.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  |  | $228605.84         | $236698.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1138 | 2032-08-01      | 3.5000%  |  | $37014.32          | $36699.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8208 | 2053-01-01      | 5.0000%  |  | $26558.30          | $26756.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $544589.95         | $533977.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $86076.84          | $88007.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7061 | 2052-04-01      | 3.0000%  |  | $31502.67          | $28020.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3125 | 2032-09-01      | 3.0000%  |  | $116.40            | $114.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV6760 | 2052-03-01      | 3.5000%  |  | $1048828.68        | $976996.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5601 | 2055-12-01      | 4.5000%  |  | $4648820.00        | $4583727.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9902 | 2055-07-01      | 5.5000%  |  | $409168.68         | $417189.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7088 | 2054-11-01      | 5.0000%  |  | $888.22            | $892.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4803 | 2055-09-01      | 5.5000%  |  | $927684.50         | $945871.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8526 | 2055-09-01      | 5.5000%  |  | $1441670.07        | $1477850.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8676 | 2055-09-01      | 6.5000%  |  | $1523955.20        | $1612525.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  |  | $2865247.58        | $2964638.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ6656 | 2055-10-01      | 6.0000%  |  | $998.31            | $1036.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8003 | 2055-09-01      | 6.0000%  |  | $2866153.46        | $2985990.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ5423 | 2055-09-01      | 6.5000%  |  | $1325507.53        | $1406758.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  |  | $70388.74          | $71772.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8795 | 2056-01-01      | 5.0000%  |  | $1000.00           | $1008.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4353 | 2055-11-01      | 5.5000%  |  | $19805393.36       | $20258329.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $60730.01          | $50411.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $103349.30         | $94354.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1894366.27        | $2001166.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3493 | 2049-05-01      | 4.0000%  |  | $170.93            | $165.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $66646.48          | $69584.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $23425633.08       | $21992585.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  |  | $5663648.10        | $5314204.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $306309.59         | $307944.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  |  | $44458.22          | $43976.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $2867865.61        | $2375406.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9138 | 2054-09-01      | 5.5000%  |  | $905.24            | $935.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  |  | $1885.96           | $1895.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $391668.87         | $418351.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $170626.76         | $164006.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB9011 | 2028-04-01      | 3.0000%  |  | $157955.37         | $156763.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $58078.35          | $57364.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $63620.83          | $62898.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4276 | 2027-01-01      | 3.0000%  |  | $71104.14          | $70826.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $48674.88          | $49684.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  |  | $31117.90          | $31441.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL974966 | 2038-04-01      | 5.5000%  |  | $137535.55         | $143737.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922386 | 2037-01-01      | 5.5000%  |  | $54475.68          | $55369.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K2918243 | 2037-05-01      | 6.0000%  |  | $14898.57          | $15256.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.600 CA913105 | 2037-02-01      | 5.6000%  |  | $65.31             | $65.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2183 | 2055-06-01      | 7.0000%  |  | $942317.71         | $1009389.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2028 | 2055-06-01      | 5.5000%  |  | $1572147.00        | $1602966.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $950275.23         | $974510.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9294 | 2055-04-01      | 5.5000%  |  | $459869.66         | $468885.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9845 | 2055-08-01      | 5.5000%  |  | $999060.82         | $1018646.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $170216.09         | $171209.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS6072 | 2036-12-01      | 2.5000%  |  | $935999.16         | $893348.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5909 | 2053-09-01      | 6.0000%  |  | $782.04            | $825.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $818.67            | $812.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $28483138.19       | $27485725.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  |  | $422626.43         | $376410.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2301 | 2051-12-01      | 3.0000%  |  | $723.67            | $644.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  |  | $704.64            | $636.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $146181.85         | $125941.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $28890.46          | $23718.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAB9631 | 2028-06-01      | 2.5000%  |  | $122898.40         | $121171.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3669 | 2049-05-01      | 5.0000%  |  | $84408.91          | $86323.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $1716369.73        | $1469060.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  |  | $706.46            | $692.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI5070 | 2054-05-01      | 6.0000%  |  | $877.46            | $907.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $386.58            | $367.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1886 | 2036-03-01      | 2.0000%  |  | $134114.30         | $124462.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1861 | 2036-03-01      | 2.0000%  |  | $225098.76         | $209462.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $1449915.16        | $1464481.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $5822675.12        | $5996064.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $85477773.99       | $88275404.51       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $819.80            | $825.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9846 | 2053-09-01      | 5.5000%  |  | $67086042.97       | $68708474.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $5612.90           | $5554.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  |  | $73013.82          | $68103.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7510 | 2052-06-01      | 3.5000%  |  | $833.37            | $776.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7483 | 2052-06-01      | 4.0000%  |  | $32201.13          | $30753.44          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA5746 | 2051-08-01      | 3.5000%  |  | $646.77            | $607.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ8917 | 2054-11-01      | 4.0000%  |  | $3092508.65        | $2951067.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM6893 | 2049-04-01      | 5.5000%  |  | $2689492.09        | $2792933.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $11675.38          | $10853.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7185 | 2034-01-01      | 4.5000%  |  | $334691.08         | $339375.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  |  | $65202.84          | $60673.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM5792 | 2035-12-01      | 1.5000%  |  | $58879.14          | $53733.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  |  | $40774.38          | $41586.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3855 | 2034-11-01      | 2.0000%  |  | $35914.09          | $33713.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ2763 | 2048-05-01      | 4.5000%  |  | $84067.50          | $83935.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $30328.12          | $29478.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1403038.67        | $1273754.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  |  | $308.53            | $298.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $144618.40         | $151037.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1156666.85        | $1202301.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $2907639.19        | $2918891.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2110135.06        | $2051575.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7399 | 2055-12-01      | 5.0000%  |  | $3000.00           | $3017.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5324 | 2055-12-01      | 6.0000%  |  | $1000.00           | $1032.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4064 | 2055-11-01      | 5.5000%  |  | $1997927.38        | $2037974.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.350 CA903598 | 2036-08-01      | 5.3500%  |  | $63057.96          | $63973.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $1586.09           | $1477.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  |  | $717454.97         | $613853.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $1701623.16        | $1788099.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $84225066.48       | $81703396.04       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $224216.59         | $203056.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $1353820.52        | $1224461.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  |  | $79457.82          | $68933.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $856.26            | $743.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  |  | $7108.93           | $6696.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $11092.09          | $10894.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $47336.03          | $44094.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  |  | $27411922.80       | $28560482.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $38028554.52       | $40205385.04       | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $2015500.00        | $2033646.05        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.820%, 1/2/2026
- **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):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $20576000.00       | $20716962.65       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $380000.00         | $396985.69         | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51373798.08       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51373798.08       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51373798.08       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51373798.08       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51373798.08       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51373798.08       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51373798.08       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51373798.08       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $26526500.00       | $27255341.09       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 10/15/2028 | 2028-10-15      | 2.3750%  |  | $53144000.00       | $55034381.95       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 10/15/2028 | 2028-10-15      | 2.3750%  |  | $53144000.00       | $55034381.95       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 10/15/2028 | 2028-10-15      | 2.3750%  |  | $53144000.00       | $55034381.95       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 10/15/2028 | 2028-10-15      | 2.3750%  |  | $24425620.13       | $25294462.36       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52045418.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $18487500.00       | $19243793.31       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $51722375.69       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $44240600.00       | $45764578.68       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47191526.82       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47191526.82       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47191526.82       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47191526.82       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47191526.82       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47191526.82       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47191526.82       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47191526.82       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $13127900.00       | $12390512.90       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $50342541.44       | U.S. Treasuries (including strips) |

### Security 139: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249506482.50
- **C.18.a - Value (excl. sponsor support):** $249506482.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.115%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1721594729.25
- **C.18.a - Value (excl. sponsor support):** $1721594729.25
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1714608547.74
- **C.18.a - Value (excl. sponsor support):** $1714608547.74
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246821694.96
- **C.18.a - Value (excl. sponsor support):** $246821694.96
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1740941259.52
- **C.18.a - Value (excl. sponsor support):** $1740941259.52
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.715%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1769725351.04
- **C.18.a - Value (excl. sponsor support):** $1769725351.04
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.685%, 4/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1805430603.84
- **C.18.a - Value (excl. sponsor support):** $1805430603.84
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: 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):** $636733770.30
- **C.18.a - Value (excl. sponsor support):** $636733770.30
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 147: 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):** $158936646.54
- **C.18.a - Value (excl. sponsor support):** $158936646.54
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 148: 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):** $1647610329.66
- **C.18.a - Value (excl. sponsor support):** $1647610329.66
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.690%, 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):** $1774957083.72
- **C.18.a - Value (excl. sponsor support):** $1774957083.72
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 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):** $862448604.12
- **C.18.a - Value (excl. sponsor support):** $862448604.12
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 151: 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):** $1674728782.10
- **C.18.a - Value (excl. sponsor support):** $1674728782.10
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 152: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1697827281.00
- **C.18.a - Value (excl. sponsor support):** $1697827281.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.845%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $926813951.04
- **C.18.a - Value (excl. sponsor support):** $926813951.04
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.120%, 1/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1327485108.51
- **C.18.a - Value (excl. sponsor support):** $1327485108.51
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.725%, 3/5/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1822835726.74
- **C.18.a - Value (excl. sponsor support):** $1822835726.74
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: 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):** $1848687848.98
- **C.18.a - Value (excl. sponsor support):** $1848687848.98
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 157: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $659607282.25
- **C.18.a - Value (excl. sponsor support):** $659607282.25
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.785%, 2/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1215192599.78
- **C.18.a - Value (excl. sponsor support):** $1215192599.78
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.695%, 4/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $894001150.71
- **C.18.a - Value (excl. sponsor support):** $894001150.71
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.810%, 2/17/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1831691976.80
- **C.18.a - Value (excl. sponsor support):** $1831691976.80
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/3/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1847988938.51
- **C.18.a - Value (excl. sponsor support):** $1847988938.51
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: 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):** $805508534.85
- **C.18.a - Value (excl. sponsor support):** $805508534.85
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 163: 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):** $1770955587.45
- **C.18.a - Value (excl. sponsor support):** $1770955587.45
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 164: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.770%, 3/10/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1177329293.55
- **C.18.a - Value (excl. sponsor support):** $1177329293.55
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: 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):** $643000343.65
- **C.18.a - Value (excl. sponsor support):** $643000343.65
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 166: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $179737048.15
- **C.18.a - Value (excl. sponsor support):** $179737048.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: 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):** $106608760.82
- **C.18.a - Value (excl. sponsor support):** $106608760.82
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 168: 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):** $343145598.29
- **C.18.a - Value (excl. sponsor support):** $343145598.29
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 169: 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):** $613565706.25
- **C.18.a - Value (excl. sponsor support):** $613565706.25
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 170: 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):** $25486976.06
- **C.18.a - Value (excl. sponsor support):** $25486976.06
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 171: 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):** $207735206.60
- **C.18.a - Value (excl. sponsor support):** $207735206.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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):** $268949767.50
- **C.18.a - Value (excl. sponsor support):** $268949767.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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):** $151208523.00
- **C.18.a - Value (excl. sponsor support):** $151208523.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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,  3.847%, 1/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $311993872.32
- **C.18.a - Value (excl. sponsor support):** $311993872.32
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.875%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251014795.00
- **C.18.a - Value (excl. sponsor support):** $251014795.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.752%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $768946862.10
- **C.18.a - Value (excl. sponsor support):** $768946862.10
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: 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):** $353826394.24
- **C.18.a - Value (excl. sponsor support):** $353826394.24
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 178: 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):** $211227076.09
- **C.18.a - Value (excl. sponsor support):** $211227076.09
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: 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):** $362734363.86
- **C.18.a - Value (excl. sponsor support):** $362734363.86
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 180: 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):** $251067980.00
- **C.18.a - Value (excl. sponsor support):** $251067980.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 181: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.807%, 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):** $720052345.76
- **C.18.a - Value (excl. sponsor support):** $720052345.76
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 182: 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):** $457787448.30
- **C.18.a - Value (excl. sponsor support):** $457787448.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.700%, 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):** $1754490734.10
- **C.18.a - Value (excl. sponsor support):** $1754490734.10
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 184: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.762%, 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):** $2128717327.52
- **C.18.a - Value (excl. sponsor support):** $2128717327.52
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.820%, 1/2/2026
- **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):** $111074000.00
- **C.18.a - Value (excl. sponsor support):** $111074000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $4814721.27        | $4922225.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $9186718.39        | $9249690.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $8724792.72        | $8919602.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $5245489.25        | $5283338.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $8969660.69        | $8837089.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $7913937.47        | $7971445.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $12349370.22       | $12223221.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  |  | $49.80             | $49.67             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0865 | 2055-08-01      | 6.0000%  |  | $5021.66           | $5291.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $3007993.57        | $3039462.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $471340.58         | $457677.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV6962 | 2044-07-01      | 4.0000%  |  | $12.16             | $11.95             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAT7753 | 2028-07-01      | 2.5000%  |  | $31892.32          | $31437.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $3820.67           | $3646.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $236759.64         | $225995.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $62874.63          | $61539.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $4.90              | $4.89              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  |  | $1969720.27        | $1995241.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $9156110.17        | $8779064.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $8778916.64        | $8650086.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $14.10             | $13.87             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $131020.56         | $127510.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $714816.14         | $726042.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $4816188.91        | $4302735.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $8485925.75        | $8679314.34        | Agency Mortgage-Backed Securities  |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $19274249.14       | $18827785.25       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  3.840%, 1/2/2026
- **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):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50259765.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50259765.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50259765.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $50562393.34       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $50562393.34       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $50562393.34       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $50562393.34       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 07/31/2027 | 2027-07-31      | 2.7500%  |  | $50000000.00       | $50020891.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 07/31/2027 | 2027-07-31      | 2.7500%  |  | $50000000.00       | $50020891.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 07/31/2027 | 2027-07-31      | 2.7500%  |  | $50000000.00       | $50020891.20       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48291522.79       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48291522.79       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48291522.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50855835.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50855835.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50855835.64       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50544437.54       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50544437.54       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50544437.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51263670.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51263670.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51263670.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2035 | 2035-05-15      | 4.2500%  |  | $50000000.00       | $50893072.62       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2035 | 2035-05-15      | 4.2500%  |  | $50000000.00       | $50893072.62       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2035 | 2035-05-15      | 4.2500%  |  | $50000000.00       | $50893072.62       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51924033.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51924033.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50259765.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50259765.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50259765.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50259765.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $50562393.34       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $50562393.34       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $50562393.34       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 07/31/2027 | 2027-07-31      | 2.7500%  |  | $50000000.00       | $50020891.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 07/31/2027 | 2027-07-31      | 2.7500%  |  | $50000000.00       | $50020891.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 07/31/2027 | 2027-07-31      | 2.7500%  |  | $50000000.00       | $50020891.20       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48291522.79       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48291522.79       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48291522.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50855835.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50855835.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50855835.64       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50544437.54       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50544437.54       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50544437.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51263670.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51263670.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51263670.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2035 | 2035-05-15      | 4.2500%  |  | $50000000.00       | $50893072.62       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2035 | 2035-05-15      | 4.2500%  |  | $50000000.00       | $50893072.62       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2035 | 2035-05-15      | 4.2500%  |  | $50000000.00       | $50893072.62       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51924033.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51924033.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50259765.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50259765.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50259765.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $50562393.34       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $50562393.34       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $50562393.34       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 07/31/2027 | 2027-07-31      | 2.7500%  |  | $50000000.00       | $50020891.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 07/31/2027 | 2027-07-31      | 2.7500%  |  | $50000000.00       | $50020891.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 07/31/2027 | 2027-07-31      | 2.7500%  |  | $50000000.00       | $50020891.20       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48291522.79       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48291522.79       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48291522.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50855835.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50855835.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  |  | $50000000.00       | $50855835.64       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50544437.54       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50544437.54       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50544437.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51263670.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51263670.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51263670.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2035 | 2035-05-15      | 4.2500%  |  | $50000000.00       | $50893072.62       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2035 | 2035-05-15      | 4.2500%  |  | $50000000.00       | $50893072.62       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 05/15/2035 | 2035-05-15      | 4.2500%  |  | $50000000.00       | $50893072.62       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51924033.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51924033.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $40903600.00       | $42477597.65       | U.S. Treasuries (including strips) |

### Security 187: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  3.830%, 1/2/2026
- **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):** $189021000.00
- **C.18.a - Value (excl. sponsor support):** $189021000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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%  |  | $3222276.71        | $3148923.73        | Agency Collateralized Mortgage Obligation |
| FHLB FHOR 21-29 KA    | 2029-02-12      | 1.5000%  |  | $47885.32          | $45097.04          | Agency Debentures and Agency Strips       |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $62096473.24       | $64678434.47       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $5146159.73        | $4986107.34        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $12049131.04       | $12290640.56       | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  |  | $251876.78         | $249430.80         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $24902054.99       | $24943444.39       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $59925327.63       | $60584703.79       | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $12601400.00       | $11664170.88       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $3023151.47        | $3008226.10        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $7056632.78        | $7273849.58        | U.S. Treasuries (including strips)        |

### Security 188: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.830%, 1/2/2026
- **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):** $368000000.00
- **C.18.a - Value (excl. sponsor support):** $368000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $37178100.43       | $38233958.48       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $172005529.36      | $176855367.02      | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $34607972.77       | $35575980.71       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $14296428.09       | $13565854.97       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $26312411.06       | $27032212.37       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $83822981.28       | $84176505.86       | U.S. Treasuries (including strips) |

### Security 189: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.720%, 1/6/2026
- **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):** $4200000000.00
- **C.18.a - Value (excl. sponsor support):** $4200000000.00
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNPL PN DJ5981       | 2060-09-15      | 6.5000%  |  | $2784148.73        | $3001314.18        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5978       | 2060-09-15      | 5.6500%  |  | $1457055.68        | $1501372.51        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080072 M     | 2027-05-20      | 5.6250%  |  | $5927.23           | $5973.98           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080070 M     | 2027-05-20      | 5.6250%  |  | $1048.04           | $1055.49           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080053 M     | 2027-03-20      | 5.6250%  |  | $1563.55           | $1568.75           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080052 M     | 2027-03-20      | 5.6250%  |  | $1064.79           | $1067.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004292 M     | 2038-11-20      | 6.5000%  |  | $2847.18           | $3044.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004145 M     | 2038-05-20      | 6.0000%  |  | $5030.99           | $5322.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003930 M     | 2036-12-20      | 5.5000%  |  | $2221.28           | $2312.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003711 M     | 2035-05-20      | 5.5000%  |  | $8201.44           | $8538.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003273 M     | 2032-08-20      | 6.0000%  |  | $31765.26          | $33245.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003172 M     | 2031-12-20      | 6.0000%  |  | $1227.30           | $1291.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002922 M     | 2030-05-20      | 8.0000%  |  | $20992.56          | $22242.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AU0738 C     | 2046-06-20      | 3.5000%  |  | $2545699.55        | $2330976.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9819 C     | 2055-12-20      | 5.5000%  |  | $18213444.38       | $18502588.87       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9783 C     | 2055-12-20      | 6.5000%  |  | $2895418.75        | $3039658.86        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DO8303       | 2068-03-15      | 5.8100%  |  | $437500.00         | $450114.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1511 C     | 2055-11-20      | 6.0000%  |  | $6229576.88        | $6501180.20        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI7409       | 2060-06-15      | 5.3000%  |  | $569058.36         | $584319.74         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI7402       | 2060-05-15      | 5.7400%  |  | $56876.25          | $60020.33          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0755 M     | 2055-11-20      | 4.5000%  |  | $14968848.27       | $15068675.52       | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0695 M     | 2055-10-20      | 4.5000%  |  | $26178884.55       | $26362398.53       | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080779 M     | 2033-12-20      | 4.7500%  |  | $20349.00          | $20870.82          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080799 M     | 2034-01-20      | 5.6250%  |  | $2528.62           | $2579.87           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080869 M     | 2034-04-20      | 5.6250%  |  | $6166.72           | $6301.75           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080902 M     | 2034-05-20      | 5.6250%  |  | $15299.56          | $15634.40          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081197 M     | 2035-01-20      | 5.6250%  |  | $3817.02           | $3897.85           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081368 M     | 2035-06-20      | 5.6250%  |  | $4875.20           | $4908.20           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4709       | 2055-09-15      | 5.8800%  |  | $569992.58         | $607468.45         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4708       | 2055-09-15      | 5.8800%  |  | $408937.02         | $435823.82         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ4699       | 2066-10-15      | 5.9400%  |  | $2197343.75        | $2301649.46        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4692       | 2060-06-15      | 4.9200%  |  | $1599629.36        | $1579792.36        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4686       | 2055-09-15      | 5.8800%  |  | $218940.08         | $233334.96         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4685       | 2055-09-15      | 5.8800%  |  | $144641.51         | $154151.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3100 C     | 2055-08-20      | 7.0000%  |  | $1393679.23        | $1469631.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3014 C     | 2055-07-20      | 6.5000%  |  | $5213794.66        | $5486286.69        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0376       | 2068-06-15      | 5.6300%  |  | $194558.88         | $198192.39         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0366       | 2060-12-15      | 5.2200%  |  | $9256275.00        | $9438669.90        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0344       | 2068-04-15      | 5.5000%  |  | $3422843.38        | $3492554.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8907 C     | 2055-01-20      | 7.5000%  |  | $1564844.84        | $1691628.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3631 C     | 2055-04-20      | 7.0000%  |  | $1824497.71        | $1910406.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3463 C     | 2055-02-20      | 7.0000%  |  | $706400.29         | $739662.09         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1773       | 2060-05-15      | 5.6400%  |  | $162135.33         | $169884.75         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1772       | 2060-05-15      | 5.6400%  |  | $144180.74         | $151072.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD7534 C     | 2054-09-20      | 7.0000%  |  | $25860359.17       | $27572478.72       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD4712       | 2060-06-15      | 5.1300%  |  | $1540887.93        | $1562015.04        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7274       | 2068-02-15      | 5.6200%  |  | $533519.88         | $550483.85         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7254       | 2060-07-15      | 5.9500%  |  | $617489.79         | $652194.16         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7249       | 2067-03-15      | 5.4500%  |  | $3461653.13        | $3560478.71        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7194       | 2067-02-15      | 5.3200%  |  | $4280006.50        | $4377831.75        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7183       | 2066-11-15      | 5.6000%  |  | $5433393.00        | $5586172.77        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC1787       | 2066-12-15      | 5.5500%  |  | $4290226.50        | $4424840.94        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6913       | 2067-02-15      | 5.9600%  |  | $690749.50         | $743264.19         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CS DB6910       | 2066-03-15      | 11.2500% |  | $6397471.50        | $6564196.00        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081465 M     | 2035-09-20      | 5.3750%  |  | $71388.05          | $71958.52          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008946 M     | 2026-08-20      | 5.8750%  |  | $719.01            | $723.51            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080042 M     | 2027-02-20      | 5.6250%  |  | $1383.08           | $1387.80           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080058 M     | 2027-04-20      | 5.6250%  |  | $955.99            | $963.13            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080084 M     | 2027-06-20      | 5.6250%  |  | $3417.89           | $3445.59           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080095 M     | 2027-07-20      | 5.3750%  |  | $6753.42           | $6825.81           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080111 M     | 2027-09-20      | 5.3750%  |  | $1189.49           | $1198.12           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080132 M     | 2027-11-20      | 4.7500%  |  | $8183.09           | $8228.99           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080547 M     | 2031-10-20      | 4.7500%  |  | $16858.20          | $17028.92          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080593 M     | 2032-04-20      | 5.6250%  |  | $10583.69          | $10791.43          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080610 M     | 2032-06-20      | 5.6250%  |  | $3943.13           | $4021.00           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080659 M     | 2032-12-20      | 4.7500%  |  | $2467.06           | $2501.81           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080680 M     | 2033-03-20      | 5.6250%  |  | $3302.37           | $3366.55           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080701 M     | 2033-06-20      | 5.6250%  |  | $17965.49          | $18054.20          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080725 M     | 2033-08-20      | 5.3750%  |  | $18519.30          | $18892.73          | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082724 M     | 2041-01-20      | 5.7500%  |  | $23684.61          | $23844.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7993 M     | 2052-04-20      | 5.5000%  |  | $21697.80          | $22196.49          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF BD4156 C     | 2047-11-20      | 5.5000%  |  | $33378.70          | $33638.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  |  | $5195494.65        | $5013300.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AL6997 C     | 2045-04-20      | 3.5000%  |  | $312675.18         | $287636.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX3187 C     | 2053-10-20      | 6.5000%  |  | $760982.35         | $802703.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9782 M     | 2054-07-20      | 7.0000%  |  | $84305.44          | $87622.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5990 M     | 2049-06-20      | 6.0000%  |  | $34366.74          | $36365.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI6775 C     | 2051-10-20      | 3.5000%  |  | $669184.12         | $617718.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2825 M     | 2045-05-20      | 3.0000%  |  | $9118681.47        | $8371651.73        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU4605       | 2065-12-15      | 5.5000%  |  | $1447354.13        | $1464326.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0257 M     | 2055-03-20      | 4.5000%  |  | $2088688.46        | $2047789.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0144 M     | 2055-01-20      | 4.0000%  |  | $2453475.14        | $2330110.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0068 M     | 2039-12-20      | 6.0000%  |  | $166557.01         | $175161.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0029 M     | 2054-11-20      | 7.0000%  |  | $728626.27         | $756286.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0810 M     | 2055-12-20      | 3.5000%  |  | $854083.13         | $781918.80         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6811       | 2061-01-15      | 4.9800%  |  | $5179125.00        | $5207247.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3270 C     | 2055-12-20      | 5.0000%  |  | $1705008.38        | $1719259.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7143 C     | 2055-10-20      | 5.0000%  |  | $1433310.51        | $1441935.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6143 C     | 2055-12-20      | 7.5000%  |  | $2120314.88        | $2292109.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6161 C     | 2055-12-20      | 5.0000%  |  | $14136143.88       | $14221210.48       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB6909       | 2060-06-15      | 5.4200%  |  | $1279249.44        | $1324863.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0044 C     | 2054-05-20      | 6.5000%  |  | $1397457.70        | $1474099.40        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8504       | 2060-05-15      | 5.9500%  |  | $88824.77          | $95086.58          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8502       | 2060-03-15      | 5.7200%  |  | $99787.75          | $105111.00         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8501       | 2060-03-15      | 5.7200%  |  | $83998.26          | $88479.20          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8512       | 2060-06-15      | 5.8400%  |  | $80231.68          | $84954.49          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8510       | 2060-06-15      | 5.8400%  |  | $119946.70         | $127449.93         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8509       | 2060-06-15      | 5.3400%  |  | $1271521.54        | $1309033.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA8088 C     | 2054-03-20      | 7.0000%  |  | $1238156.42        | $1299691.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6064 C     | 2055-11-20      | 7.0000%  |  | $8287480.33        | $8835567.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5979 C     | 2055-10-20      | 6.5000%  |  | $2774942.88        | $2919974.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5968 C     | 2055-10-20      | 5.5000%  |  | $3253281.96        | $3340435.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5324 C     | 2055-11-20      | 5.5000%  |  | $3808100.53        | $3889031.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3664 C     | 2055-09-20      | 7.0000%  |  | $937559.01         | $990406.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2609 C     | 2055-12-20      | 6.0000%  |  | $1090979.75        | $1134684.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1239 C     | 2055-10-20      | 6.0000%  |  | $2026296.19        | $2104711.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8983 M     | 2038-07-20      | 3.5000%  |  | $720905.59         | $695633.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5194 M     | 2048-05-20      | 5.0000%  |  | $405538.56         | $414463.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8720 M     | 2053-03-20      | 2.5000%  |  | $45438.19          | $39558.09          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7602 M     | 2051-09-20      | 2.5000%  |  | $250329.71         | $248723.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA2087 C     | 2054-03-20      | 6.5000%  |  | $1590258.88        | $1677461.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9774 M     | 2054-07-20      | 3.0000%  |  | $5008174.21        | $4548123.33        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7663 M     | 2051-10-20      | 2.5000%  |  | $1108567.89        | $1087409.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005115 M     | 2041-07-20      | 4.5000%  |  | $148679.41         | $150515.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5053 M     | 2033-04-20      | 4.0000%  |  | $21873.99          | $21884.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005269 M     | 2041-12-20      | 6.0000%  |  | $6698.95           | $7087.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5850 M     | 2034-10-20      | 4.0000%  |  | $71359.41          | $71841.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU6906 C     | 2050-05-20      | 4.0000%  |  | $190957.72         | $182116.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP8087 C     | 2050-02-20      | 3.5000%  |  | $209126.30         | $193243.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004049 M     | 2037-11-20      | 6.0000%  |  | $4954.83           | $5242.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW1756 C     | 2050-09-20      | 3.0000%  |  | $357636.10         | $322965.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AU1724 C     | 2046-06-20      | 3.0000%  |  | $165030.32         | $149108.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  |  | $6051945.15        | $5479479.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3717 C     | 2054-01-20      | 7.5000%  |  | $464969.17         | $486712.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0319 M     | 2042-08-20      | 4.0000%  |  | $95244.11          | $93024.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5140 M     | 2048-04-20      | 5.5000%  |  | $1221052.13        | $1268469.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB0604 C     | 2047-07-20      | 3.5000%  |  | $131072.25         | $121633.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004494 M     | 2039-07-20      | 4.0000%  |  | $135004.81         | $132549.11         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CJ3158       | 2057-03-15      | 1.9400%  |  | $8456174.59        | $6948833.28        | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082468 M     | 2040-01-20      | 5.7500%  |  | $7151.37           | $7326.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004774 M     | 2040-08-20      | 6.0000%  |  | $11242.23          | $11877.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7053 M     | 2050-12-20      | 3.0000%  |  | $130658.40         | $118367.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0674 C     | 2055-09-20      | 6.5000%  |  | $968171.87         | $1031691.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9584 C     | 2055-10-20      | 5.5000%  |  | $2598551.02        | $2668159.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8209 C     | 2055-07-20      | 6.0000%  |  | $1117648.90        | $1165349.04        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DK7647       | 2067-07-15      | 5.5300%  |  | $4375000.00        | $4422688.96        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6762       | 2061-01-15      | 4.9800%  |  | $5786375.00        | $5796564.80        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6737       | 2060-06-15      | 5.8400%  |  | $87106.59          | $92555.51          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6734       | 2060-06-15      | 5.8400%  |  | $102464.04         | $108873.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4329 C     | 2055-05-20      | 6.0000%  |  | $1680635.51        | $1751850.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3318 C     | 2055-06-20      | 6.0000%  |  | $4580788.61        | $4732316.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3257 C     | 2055-06-20      | 7.0000%  |  | $1928304.10        | $2019085.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3273 C     | 2055-06-20      | 6.0000%  |  | $1621516.26        | $1677606.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9914 C     | 2055-06-20      | 6.5000%  |  | $1127779.72        | $1192245.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9478 C     | 2055-07-20      | 6.0000%  |  | $7226578.52        | $7563785.13        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7960       | 2060-08-15      | 5.9300%  |  | $301055.71         | $321993.12         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7959       | 2060-08-15      | 5.9300%  |  | $290147.89         | $310326.71         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7958       | 2060-08-15      | 5.9300%  |  | $253061.32         | $270660.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7869 C     | 2055-04-20      | 6.0000%  |  | $3208121.27        | $3326379.04        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ8026       | 2060-07-15      | 6.1300%  |  | $100298.20         | $108378.36         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6849       | 2060-08-15      | 5.8000%  |  | $1483340.28        | $1512451.33        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1770       | 2060-05-15      | 5.6400%  |  | $89772.92          | $94063.70          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1760       | 2060-03-15      | 5.6000%  |  | $204930.17         | $214037.61         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1758       | 2060-03-15      | 5.6000%  |  | $205256.11         | $214378.04         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1752       | 2060-03-15      | 5.7400%  |  | $196446.54         | $207217.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4827 C     | 2055-03-20      | 7.0000%  |  | $958396.80         | $1003520.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2881 C     | 2054-12-20      | 5.5000%  |  | $1630752.21        | $1674182.95        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0404       | 2060-06-15      | 5.5500%  |  | $501750.66         | $522694.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0070 C     | 2054-04-20      | 6.5000%  |  | $2062918.02        | $2176047.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5763 M     | 2049-02-20      | 4.0000%  |  | $28549.64          | $27513.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8726 M     | 2053-03-20      | 5.5000%  |  | $735409.51         | $751411.53         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7966       | 2060-08-15      | 6.0700%  |  | $873447.91         | $939997.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0427 M     | 2055-06-20      | 7.0000%  |  | $60517351.32       | $62746286.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0250 C     | 2055-07-20      | 6.5000%  |  | $3646209.01        | $3881410.16        | Agency Mortgage-Backed Securities         |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 5.9742%  |  | $73318136.50       | $74285693.81       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55 | 2055-06-25      | 5.3742%  |  | $35927439.19       | $36212153.33       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.9242%  |  | $53822284.69       | $54433564.02       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.3742%  |  | $23691826.82       | $23925563.23       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.2242%  |  | $16224202.44       | $16341206.49       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 5.8742%  |  | $32772743.60       | $33220715.25       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.3242%  |  | $31167340.75       | $31400670.84       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.1742%  |  | $63463226.79       | $63885851.58       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.3242%  |  | $19946045.35       | $20113340.11       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.3742%  |  | $21282678.77       | $21479664.84       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.3242%  |  | $34937016.45       | $35266275.64       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FQ 11/25/54 | 2054-11-25      | 5.2542%  |  | $25113941.38       | $25274437.00       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FB 11/25/54 | 2054-11-25      | 5.1742%  |  | $94091956.00       | $94468734.54       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FA 11/25/54 | 2054-11-25      | 4.9742%  |  | $20123853.78       | $20181106.79       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 5.2242%  |  | $20846673.80       | $20991989.66       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53 | 2053-08-25      | 4.9742%  |  | $61127932.51       | $61364744.02       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.1742%  |  | $160646137.01      | $161484447.19      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.3742%  |  | $118618756.28      | $119777032.62      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FE R24F103 | 2055-01-25      | 5.1742%  |  | $18527436.31       | $18614262.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-083 FE     | 2055-05-20      | 5.3177%  |  | $141624166.25      | $143047891.05      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-050 FG     | 2055-03-20      | 5.0677%  |  | $48246312.63       | $48452925.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-045 A      | 2054-03-20      | 0.1250%  |  | $70132300.00       | $53548196.86       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 4.9242%  |  | $50979547.50       | $51199508.85       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 4.9742%  |  | $62297249.08       | $62583444.64       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.2242%  |  | $51306098.03       | $51754754.35       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082BF R24F082 | 2054-11-25      | 5.2242%  |  | $52521607.25       | $52900534.84       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 4.8742%  |  | $97209370.49       | $97629836.50       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 4.8742%  |  | $39176310.36       | $39404722.55       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL026FC R24F026 | 2054-05-25      | 5.1242%  |  | $19906688.67       | $20013986.34       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  |  | $141868187.16      | $119299677.63      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 5.2242%  |  | $16322006.34       | $16426119.50       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.6242%  |  | $55299064.05       | $56225122.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNCL CS DJ2713       | 2067-01-15      | 11.7000% |  | $6857811.63        | $7107339.96        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5558       | 2059-12-15      | 5.7300%  |  | $73186.01          | $77160.67          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5997       | 2060-11-15      | 5.2600%  |  | $6600584.26        | $6677450.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2612 C     | 2055-12-20      | 6.5000%  |  | $2035523.00        | $2141910.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BG3815 C     | 2048-06-20      | 4.5000%  |  | $347206.99         | $335776.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7405 C     | 2055-01-20      | 7.0000%  |  | $1441527.08        | $1543891.84        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK8578       | 2055-09-15      | 5.3000%  |  | $6533815.18        | $6706567.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6282 C     | 2055-02-20      | 6.5000%  |  | $1574979.65        | $1694001.92        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2267       | 2060-06-15      | 5.7900%  |  | $355284.97         | $376378.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0892 C     | 2055-05-20      | 6.0000%  |  | $9401854.84        | $9748407.21        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI7404       | 2060-05-15      | 5.4900%  |  | $464777.91         | $483535.89         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP1226       | 2066-09-15      | 5.4700%  |  | $1578287.38        | $1615096.72        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV9245       | 2065-11-15      | 6.0400%  |  | $629712.08         | $671455.91         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN0566       | 2060-11-15      | 5.6000%  |  | $9000153.80        | $9400864.66        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6567       | 2067-10-15      | 5.9400%  |  | $2983386.00        | $3111012.27        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF6560       | 2060-07-15      | 5.6200%  |  | $321488.52         | $336550.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5617 C     | 2054-12-20      | 6.0000%  |  | $1349714.73        | $1409372.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5258 C     | 2054-11-20      | 6.0000%  |  | $2796143.15        | $2901764.66        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF4998       | 2068-04-15      | 5.4500%  |  | $6477332.75        | $6621256.92        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3010       | 2060-01-15      | 5.3800%  |  | $122964.15         | $127001.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5816 C     | 2054-12-20      | 7.0000%  |  | $3084637.20        | $3303937.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5266 C     | 2054-11-20      | 6.0000%  |  | $1383254.48        | $1434234.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE3757 C     | 2054-09-20      | 7.0000%  |  | $1127807.36        | $1183859.76        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DA4276       | 2067-11-15      | 5.5000%  |  | $4288695.25        | $4476485.78        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA4302       | 2059-12-15      | 5.0100%  |  | $81068.08          | $82021.36          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8159       | 2060-11-15      | 5.4900%  |  | $13056494.01       | $13578792.94       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8121       | 2060-12-15      | 5.4000%  |  | $8750000.00        | $9040753.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6746 C     | 2055-09-20      | 7.0000%  |  | $1142044.63        | $1194564.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6692 C     | 2055-10-20      | 6.0000%  |  | $1250760.90        | $1303571.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5860 C     | 2055-09-20      | 6.5000%  |  | $3889687.05        | $4085978.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5823 C     | 2055-09-20      | 6.5000%  |  | $3203796.26        | $3348296.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE1175 C     | 2054-09-20      | 6.5000%  |  | $1847260.67        | $1943831.15        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0034       | 2067-03-15      | 5.7600%  |  | $3715548.38        | $3881284.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2520 C     | 2054-09-20      | 7.0000%  |  | $942589.80         | $989439.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ1880 C     | 2054-01-20      | 7.0000%  |  | $454350.75         | $472319.57         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9781       | 2060-04-15      | 5.5800%  |  | $132805.91         | $138490.14         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9780       | 2060-04-15      | 5.5000%  |  | $101423.32         | $105159.99         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY6535       | 2065-09-15      | 5.8800%  |  | $354640.57         | $376587.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3770 C     | 2053-12-20      | 7.0000%  |  | $1195632.72        | $1255082.37        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0414       | 2061-01-15      | 5.3800%  |  | $13951000.00       | $14393474.56       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0748 M     | 2055-11-20      | 6.5000%  |  | $108226940.25      | $112558795.72      | Agency Mortgage-Backed Securities         |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 5.8742%  |  | $73318136.50       | $74383304.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-065 FE     | 2053-05-20      | 4.7677%  |  | $81847814.92       | $81653162.89       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54 | 2054-12-25      | 5.2742%  |  | $16498200.60       | $16622300.59       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041 | 2055-06-25      | 5.3742%  |  | $19907186.13       | $20063431.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-166 FJ     | 2053-11-20      | 5.4177%  |  | $14481787.69       | $14632215.71       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549DF 06/25/55 | 2055-06-25      | 5.2742%  |  | $744168.37         | $748707.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 FD     | 2053-12-20      | 5.2177%  |  | $26166063.44       | $26340572.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 FN     | 2053-09-20      | 4.9177%  |  | $26195267.00       | $26331419.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-147 FM     | 2053-10-20      | 5.3177%  |  | $14275054.50       | $14397774.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-164 DF     | 2053-11-20      | 5.2677%  |  | $19711117.13       | $19949632.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 FB     | 2053-08-20      | 4.9677%  |  | $18257210.56       | $18333998.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-102 GF     | 2053-07-20      | 4.9677%  |  | $17255865.44       | $17336017.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-164 FL     | 2053-11-20      | 5.5177%  |  | $24900151.50       | $25208986.81       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508JF 02/25/55 | 2055-02-25      | 5.2242%  |  | $52982685.39       | $53327003.86       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 4.8742%  |  | $126853199.38      | $127623244.60      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.2742%  |  | $20140517.18       | $20325065.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-001 FA     | 2054-01-20      | 4.9677%  |  | $22997633.75       | $23096567.11       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.3242%  |  | $573668.70         | $578954.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-083 CF     | 2053-06-20      | 4.9177%  |  | $31005956.63       | $31127643.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-161 F      | 2052-09-20      | 4.5177%  |  | $40937114.22       | $40553385.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 BF     | 2055-09-20      | 5.3177%  |  | $17397215.85       | $17544532.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-081 AD     | 2051-05-20      | 1.7500%  |  | $35874999.44       | $29568832.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FB     | 2055-09-20      | 5.3177%  |  | $26121439.84       | $26286549.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-159 FD     | 2055-09-20      | 5.3177%  |  | $17331860.35       | $17454775.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-101 LF     | 2055-06-20      | 5.1677%  |  | $25561586.93       | $25764699.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 FD     | 2053-01-20      | 5.3177%  |  | $127904130.34      | $129189674.03      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.8742%  |  | $7494375.53        | $7537508.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-149 FQ     | 2053-10-20      | 5.4177%  |  | $22312874.94       | $22566737.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-045 C      | 2054-03-20      | 0.1250%  |  | $66861278.75       | $53595945.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DA2132 C     | 2054-03-20      | 6.5000%  |  | $1969499.71        | $2073043.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6475 M     | 2050-02-20      | 3.5000%  |  | $63401.13          | $58718.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5848 C     | 2055-09-20      | 5.5000%  |  | $3938698.47        | $4008253.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6655 C     | 2055-06-20      | 7.0000%  |  | $1271942.10        | $1340530.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7846 C     | 2054-11-20      | 7.0000%  |  | $435000.35         | $456622.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0176 M     | 2040-02-20      | 3.5000%  |  | $372452.89         | $361902.67         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8508       | 2060-05-15      | 5.9500%  |  | $145864.20         | $155609.29         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6850       | 2060-08-15      | 5.8000%  |  | $1134319.04        | $1181281.36        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6763       | 2061-01-15      | 4.9800%  |  | $4969125.00        | $4996107.35        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO5666       | 2060-12-15      | 4.9200%  |  | $21875000.00       | $21896087.50       | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3047 M     | 2045-08-20      | 5.3750%  |  | $994497.78         | $1019933.22        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7746       | 2060-02-15      | 5.3200%  |  | $545202.18         | $560768.98         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5569       | 2060-02-15      | 5.3600%  |  | $570169.54         | $588118.28         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1771       | 2060-05-15      | 5.6400%  |  | $85420.29          | $89503.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5313 C     | 2055-11-20      | 6.0000%  |  | $4040225.28        | $4165637.91        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0823 M     | 2055-12-20      | 4.5000%  |  | $9262733.38        | $9325608.81        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0357       | 2060-12-15      | 4.9500%  |  | $12786666.38       | $12874689.78       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4867 C     | 2055-12-20      | 6.0000%  |  | $22051639.75       | $22870946.38       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9132 M     | 2031-05-20      | 2.5000%  |  | $56185.06          | $53589.10          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8511       | 2060-06-15      | 5.8400%  |  | $75071.57          | $79767.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2871 C     | 2053-12-20      | 7.0000%  |  | $1040206.82        | $1098899.80        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CX6390       | 2066-10-15      | 5.6400%  |  | $1053939.25        | $1077483.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV8233 C     | 2053-11-20      | 6.5000%  |  | $7227636.65        | $7605372.22        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7760       | 2060-12-15      | 5.0350%  |  | $17456250.00       | $17623146.29       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0961 C     | 2053-06-20      | 6.5000%  |  | $2920467.07        | $3073086.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT6550 C     | 2053-12-20      | 7.5000%  |  | $8147882.18        | $8809408.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS7461 C     | 2053-02-20      | 5.0000%  |  | $7001991.35        | $6999860.41        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS6534       | 2065-02-15      | 5.2300%  |  | $1649035.92        | $1681228.95        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS2707       | 2065-06-15      | 5.5400%  |  | $591663.08         | $615528.21         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR5671       | 2064-03-15      | 6.0100%  |  | $7921250.75        | $8351321.85        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR5661       | 2065-03-15      | 5.6400%  |  | $482408.79         | $504747.69         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4186       | 2067-05-15      | 6.0700%  |  | $1176583.63        | $1225553.43        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4174       | 2067-02-15      | 5.7200%  |  | $14946924.13       | $15390005.77       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9718       | 2060-01-15      | 5.5300%  |  | $433860.31         | $450020.01         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ8779       | 2065-07-15      | 6.6500%  |  | $993242.25         | $1083159.15        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ7223       | 2064-12-15      | 4.2500%  |  | $4918543.67        | $4689642.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AQ0542 C     | 2046-10-20      | 4.0000%  |  | $25410.69          | $24245.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE6957 C     | 2043-06-20      | 3.0000%  |  | $182945.53         | $165878.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9967 M     | 2054-10-20      | 6.5000%  |  | $374007.86         | $389040.23         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CK5789       | 2057-05-15      | 2.4400%  |  | $3432733.06        | $2979246.14        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7747       | 2060-05-15      | 5.0000%  |  | $19586442.62       | $19914254.39       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7252       | 2067-10-15      | 5.3000%  |  | $2488387.13        | $2501987.82        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB6908       | 2060-08-15      | 5.9300%  |  | $417878.41         | $446940.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7941 C     | 2055-08-20      | 7.0000%  |  | $2410065.05        | $2515016.95        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP1224       | 2066-09-15      | 5.3900%  |  | $4024034.00        | $4083793.59        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3714       | 2065-09-15      | 5.2500%  |  | $918163.92         | $937403.13         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6812       | 2061-01-15      | 4.9800%  |  | $3826375.00        | $3847152.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0398 C     | 2055-09-20      | 6.5000%  |  | $978373.44         | $1031784.47        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8947       | 2060-02-15      | 4.6300%  |  | $5625644.42        | $5556512.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3350 C     | 2055-05-20      | 6.0000%  |  | $1995131.80        | $2059746.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0436 C     | 2055-09-20      | 6.5000%  |  | $1111647.51        | $1177827.96        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW0779       | 2067-06-15      | 5.0600%  |  | $1712445.88        | $1733335.43        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7266       | 2067-03-15      | 5.8500%  |  | $4434444.88        | $4646464.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3818 C     | 2055-06-20      | 6.0000%  |  | $884490.35         | $917093.55         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL3193       | 2060-09-15      | 5.7200%  |  | $3088411.22        | $3197465.08        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8500       | 2060-03-15      | 5.7200%  |  | $98287.30          | $103530.51         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7033       | 2060-04-15      | 5.5600%  |  | $426551.28         | $444242.21         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0347       | 2060-11-15      | 5.1000%  |  | $14234833.28       | $14340868.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3511 C     | 2055-11-20      | 6.5000%  |  | $2761541.15        | $2911991.76        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080963 M     | 2034-07-20      | 5.3750%  |  | $3141.75           | $3172.72           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080904 M     | 2034-05-20      | 5.6250%  |  | $2209.35           | $2257.75           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080027 M     | 2027-01-20      | 5.6250%  |  | $6549.30           | $6573.62           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080024 M     | 2026-12-20      | 5.0000%  |  | $3456.21           | $3473.99           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080848 M     | 2034-03-20      | 5.6250%  |  | $3483.98           | $3555.18           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080846 M     | 2034-03-20      | 5.6250%  |  | $8238.41           | $8406.68           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080824 M     | 2034-02-20      | 5.6250%  |  | $4021.27           | $4045.47           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080801 M     | 2034-01-20      | 5.6250%  |  | $1158.95           | $1182.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI6772 C     | 2051-10-20      | 3.0000%  |  | $1098408.33        | $993801.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC3160 C     | 2051-03-20      | 2.5000%  |  | $2714385.04        | $2351852.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB4720 C     | 2051-02-20      | 2.0000%  |  | $818723.98         | $670375.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB1022 C     | 2051-02-20      | 2.0000%  |  | $7643847.23        | $6202574.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW2756 C     | 2050-06-20      | 3.0000%  |  | $2056516.49        | $1828810.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9242 C     | 2048-04-20      | 4.0000%  |  | $177031.90         | $169126.25         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3708       | 2058-05-15      | 4.8500%  |  | $86320.69          | $87012.26          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3704       | 2065-06-15      | 5.3000%  |  | $3025907.50        | $3113618.47        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3674       | 2063-11-15      | 4.3500%  |  | $503060.65         | $484523.87         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP3649       | 2065-01-15      | 4.3500%  |  | $4036811.63        | $3962082.17        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7201       | 2067-03-15      | 5.0000%  |  | $10129409.50       | $10078343.77       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6735       | 2060-06-15      | 5.8400%  |  | $64616.31          | $68658.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2422 C     | 2055-04-20      | 6.0000%  |  | $6719117.00        | $6966797.08        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4687       | 2058-09-15      | 5.8800%  |  | $134606.31         | $143464.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5995 C     | 2055-08-20      | 7.0000%  |  | $1261865.73        | $1324521.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8562 M     | 2052-09-20      | 1.5000%  |  | $368368.77         | $293779.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8204 M     | 2052-08-20      | 6.0000%  |  | $63857.86          | $66023.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  |  | $2029120.79        | $2045119.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7940 M     | 2052-03-20      | 4.5000%  |  | $8782054.97        | $8687164.87        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7891 M     | 2052-02-20      | 1.5000%  |  | $1139238.94        | $1090518.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7853 M     | 2037-12-20      | 2.5000%  |  | $23836.27          | $22652.57          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7841 M     | 2052-01-20      | 2.5000%  |  | $498879.43         | $490536.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  |  | $26229538.50       | $22745792.40       | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7661 M     | 2051-10-20      | 2.0000%  |  | $551341.70         | $538366.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7587 M     | 2051-09-20      | 1.5000%  |  | $2370053.22        | $1881227.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7374 M     | 2051-05-20      | 6.0000%  |  | $18002.14          | $18739.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M     | 2051-05-20      | 2.0000%  |  | $13473265.39       | $11200927.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7317 M     | 2051-04-20      | 5.0000%  |  | $562010.25         | $577153.43         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080736 M     | 2033-09-20      | 5.3750%  |  | $19325.95          | $19717.29          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080681 M     | 2033-03-20      | 5.6250%  |  | $47767.87          | $48247.34          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080673 M     | 2033-02-20      | 5.6250%  |  | $24368.30          | $24839.75          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080703 M     | 2033-06-20      | 5.6250%  |  | $5188.55           | $5297.50           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5976       | 2060-08-15      | 5.7000%  |  | $1635930.70        | $1691681.58        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7949       | 2060-07-15      | 5.6800%  |  | $1680696.88        | $1760419.61        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ4702       | 2067-12-15      | 5.1600%  |  | $683375.00         | $677412.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7870 C     | 2055-11-20      | 6.0000%  |  | $4571608.14        | $4815732.01        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6741       | 2060-10-15      | 5.5100%  |  | $8300140.56        | $8617145.07        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1759       | 2060-03-15      | 5.6000%  |  | $135503.82         | $141525.83         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4184       | 2067-08-15      | 5.4100%  |  | $1747105.50        | $1765358.10        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8503       | 2060-03-15      | 5.7200%  |  | $77521.81          | $81657.26          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6457       | 2058-07-15      | 4.9500%  |  | $1566884.93        | $1573530.09        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080702 M     | 2033-06-20      | 5.6250%  |  | $8249.49           | $8290.21           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080657 M     | 2032-12-20      | 4.7500%  |  | $781.50            | $800.51            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080664 M     | 2033-01-20      | 5.6250%  |  | $54351.61          | $54765.63          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080636 M     | 2032-09-20      | 5.3750%  |  | $2817.90           | $2840.77           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080583 M     | 2032-03-20      | 5.6250%  |  | $1697.35           | $1720.19           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080602 M     | 2032-05-20      | 5.6250%  |  | $6618.54           | $6648.89           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080562 M     | 2031-12-20      | 4.7500%  |  | $23410.75          | $23624.84          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080387 M     | 2030-03-20      | 5.6250%  |  | $519.10            | $523.92            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080385 M     | 2030-03-20      | 5.6250%  |  | $1618.42           | $1632.99           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080352 M     | 2029-12-20      | 4.7500%  |  | $864.77            | $871.61            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080376 M     | 2030-02-20      | 5.6250%  |  | $957.66            | $967.37            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080342 M     | 2029-11-20      | 4.7500%  |  | $558.99            | $562.76            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080351 M     | 2029-12-20      | 4.7500%  |  | $2286.37           | $2302.95           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080781 M     | 2033-12-20      | 4.7500%  |  | $6827.07           | $7002.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 737978 C     | 2036-07-20      | 6.5000%  |  | $905.23            | $958.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 733686 C     | 2040-06-20      | 4.5000%  |  | $135091.47         | $134043.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 470425 C     | 2041-09-20      | 4.5000%  |  | $173409.33         | $171700.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 609170 C     | 2032-07-20      | 4.0000%  |  | $54945.67          | $54715.30          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008847 M     | 2026-04-20      | 5.6250%  |  | $835.57            | $838.83            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008865 M     | 2026-05-20      | 5.6250%  |  | $551.09            | $553.27            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008967 M     | 2026-09-20      | 5.3750%  |  | $1743.90           | $1750.75           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008959 M     | 2026-08-20      | 5.3750%  |  | $2248.39           | $2259.77           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008945 M     | 2026-08-20      | 5.3750%  |  | $1888.94           | $1896.90           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008913 M     | 2026-07-20      | 5.3750%  |  | $537.94            | $541.30            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 008892 M     | 2026-06-20      | 5.6250%  |  | $1215.51           | $1220.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005233 M     | 2041-11-20      | 4.0000%  |  | $744166.80         | $726827.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004617 M     | 2040-01-20      | 4.5000%  |  | $11245.39          | $11389.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005284 M     | 2042-01-20      | 3.0000%  |  | $14900.60          | $13878.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8041 M     | 2052-05-20      | 2.0000%  |  | $317651.05         | $264077.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8015 M     | 2037-05-20      | 1.5000%  |  | $128713.98         | $117620.13         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA7997 M     | 2052-04-20      | 1.5000%  |  | $4868876.02        | $4638412.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6864 M     | 2050-09-20      | 2.0000%  |  | $180214742.45      | $149917881.02      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6662 M     | 2050-05-20      | 6.0000%  |  | $12524.81          | $13252.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8048 M     | 2052-05-20      | 5.5000%  |  | $54521.69          | $55740.98          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080310 M     | 2029-08-20      | 5.3750%  |  | $798.70            | $806.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7024 M     | 2035-12-20      | 2.5000%  |  | $1800459.07        | $1700409.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7712 M     | 2051-11-20      | 6.0000%  |  | $57140.25          | $60606.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8569 M     | 2053-01-20      | 5.0000%  |  | $744619.34         | $749596.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6219 M     | 2049-10-20      | 3.5000%  |  | $2115838.84        | $1969642.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4966 M     | 2048-01-20      | 5.5000%  |  | $1624971.66        | $1692002.29        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3641       | 2064-04-15      | 4.1000%  |  | $10966.44          | $10440.19          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP2694       | 2066-07-15      | 5.4500%  |  | $590741.38         | $602323.85         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP1222       | 2066-07-15      | 5.3900%  |  | $4498954.25        | $4549844.92        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7579       | 2066-11-15      | 5.9100%  |  | $1678005.88        | $1799780.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE3008 C     | 2048-04-20      | 4.0000%  |  | $141028.83         | $134556.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE2222 C     | 2048-01-20      | 3.5000%  |  | $192317.98         | $177753.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE1441 C     | 2047-11-20      | 3.5000%  |  | $663552.32         | $613305.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BD1738 C     | 2048-02-20      | 3.5000%  |  | $565028.19         | $522936.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BC4701 C     | 2047-10-20      | 3.5000%  |  | $1081331.53        | $999435.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BA9807 C     | 2047-07-20      | 3.5000%  |  | $114530.12         | $106283.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO1091 C     | 2045-09-20      | 4.0000%  |  | $6736113.18        | $6476700.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9667 M     | 2054-05-20      | 5.0000%  |  | $2456951.37        | $2468456.45        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP3616       | 2064-06-15      | 3.7900%  |  | $50302.00          | $47705.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M     | 2054-02-20      | 5.5000%  |  | $19600842.98       | $19929967.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9360 M     | 2053-12-20      | 4.5000%  |  | $2028115.26        | $1994422.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9330 M     | 2038-12-20      | 6.5000%  |  | $971049.36         | $1041641.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9846 M     | 2054-08-20      | 3.0000%  |  | $96865.37          | $87886.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8768 M     | 2038-11-20      | 4.0000%  |  | $166412.33         | $164993.39         | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082745 M     | 2041-02-20      | 5.7500%  |  | $16483.30          | $16782.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M     | 2047-10-20      | 3.0000%  |  | $32519465.72       | $29749327.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $9581486.32        | $8980216.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3663 M     | 2046-05-20      | 3.5000%  |  | $29076.97          | $27235.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2896 M     | 2045-06-20      | 5.5000%  |  | $7020.29           | $7275.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2443 M     | 2044-11-20      | 2.5000%  |  | $3633.24           | $3259.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2677 M     | 2045-03-20      | 3.0000%  |  | $31621777.52       | $29060698.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6255 M     | 2034-12-20      | 3.0000%  |  | $130075.85         | $124223.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  |  | $1954.53           | $1857.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0781 M     | 2043-02-20      | 2.5000%  |  | $7964.64           | $7131.48           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080045 M     | 2027-02-20      | 5.6250%  |  | $3069.73           | $3082.84           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080060 M     | 2027-04-20      | 5.6250%  |  | $2387.44           | $2402.73           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080059 M     | 2027-04-20      | 5.6250%  |  | $12200.16          | $12252.59          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080022 M     | 2026-12-20      | 4.7500%  |  | $6726.45           | $6754.09           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080011 M     | 2026-11-20      | 4.7500%  |  | $522.67            | $525.67            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080000 M     | 2026-10-20      | 5.0000%  |  | $5186.08           | $5207.73           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080030 M     | 2027-01-20      | 5.6250%  |  | $1392.97           | $1399.48           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080029 M     | 2027-01-20      | 5.6250%  |  | $3891.70           | $3912.74           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080051 M     | 2027-03-20      | 5.6250%  |  | $3930.37           | $3954.34           | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082483 M     | 2040-02-20      | 5.7500%  |  | $2478.32           | $2538.99           | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082428 M     | 2039-11-20      | 5.8750%  |  | $21057.41          | $21541.33          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081635 M     | 2036-03-20      | 5.6250%  |  | $66730.47          | $67315.26          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081463 M     | 2035-09-20      | 5.3750%  |  | $26483.20          | $26776.54          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081435 M     | 2035-08-20      | 5.3750%  |  | $38426.40          | $38812.94          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081268 M     | 2035-03-20      | 5.6250%  |  | $18494.85          | $18581.12          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081166 M     | 2034-12-20      | 4.7500%  |  | $3943.66           | $4049.42           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081058 M     | 2034-09-20      | 5.3750%  |  | $1591.54           | $1607.46           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081056 M     | 2034-09-20      | 5.3750%  |  | $5311.66           | $5424.41           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081023 M     | 2034-08-20      | 5.3750%  |  | $7566.68           | $7648.94           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080934 M     | 2034-06-20      | 5.6250%  |  | $4822.78           | $4928.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6154 M     | 2049-09-20      | 3.5000%  |  | $6996.24           | $6482.20           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA6052 M     | 2049-07-20      | 5.3750%  |  | $173153.74         | $177062.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  |  | $3678165.44        | $3407771.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5821 M     | 2049-03-20      | 6.0000%  |  | $2196.72           | $2324.34           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080318 M     | 2029-09-20      | 5.3750%  |  | $822.78            | $830.49            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080283 M     | 2029-05-20      | 5.6250%  |  | $4929.59           | $4957.18           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080118 M     | 2027-10-20      | 4.7500%  |  | $2457.93           | $2474.16           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080112 M     | 2027-09-20      | 5.3750%  |  | $4138.28           | $4184.96           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080103 M     | 2027-08-20      | 5.3750%  |  | $2434.76           | $2450.33           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080086 M     | 2027-06-20      | 5.6250%  |  | $2678.05           | $2704.79           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080085 M     | 2027-06-20      | 5.6250%  |  | $552.23            | $556.63            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080076 M     | 2027-05-20      | 5.6250%  |  | $3673.66           | $3698.58           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080074 M     | 2027-05-20      | 5.6250%  |  | $4526.52           | $4557.29           | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082744 M     | 2041-02-20      | 5.7500%  |  | $70357.25          | $71257.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M     | 2055-10-20      | 5.5000%  |  | $69675787.67       | $70760175.16       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0529 M     | 2040-08-20      | 5.5000%  |  | $155567.60         | $159952.01         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  |  | $292360.98         | $293919.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $65479855.82       | $66498940.62       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5821 C     | 2055-09-20      | 6.5000%  |  | $1987886.11        | $2084816.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5784 C     | 2055-10-20      | 7.0000%  |  | $1141801.02        | $1183856.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM4655 C     | 2055-09-20      | 6.0000%  |  | $2324386.83        | $2436403.67        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0360       | 2060-12-15      | 5.0000%  |  | $22917081.25       | $23076163.99       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0336       | 2060-09-15      | 5.5700%  |  | $5430497.87        | $5562375.71        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0335       | 2060-09-15      | 5.5700%  |  | $2357290.07        | $2457848.93        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0334       | 2060-09-15      | 5.5700%  |  | $2715248.94        | $2781187.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9713 C     | 2055-08-20      | 7.0000%  |  | $1204216.93        | $1262166.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9707 C     | 2055-08-20      | 6.5000%  |  | $4368024.75        | $4600319.22        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7504       | 2055-09-15      | 5.8800%  |  | $88853.45          | $94695.39          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7503       | 2055-09-15      | 5.8800%  |  | $436219.04         | $464899.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5438 C     | 2055-12-20      | 5.5000%  |  | $2317089.25        | $2379162.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6212 C     | 2055-09-20      | 6.5000%  |  | $946998.41         | $999679.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5055 C     | 2055-10-20      | 6.0000%  |  | $4471291.17        | $4636107.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5042 C     | 2055-10-20      | 6.5000%  |  | $963642.50         | $1016365.95        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6453       | 2060-06-15      | 4.7400%  |  | $12766422.44       | $12621829.94       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5995       | 2067-04-15      | 5.6500%  |  | $7784272.13        | $8063691.17        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-172 AJ     | 2064-03-16      | 4.0000%  |  | $8376560.85        | $8021003.76        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-159 AL     | 2064-12-16      | 4.0000%  |  | $12763435.39       | $12251447.19       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-052 AB     | 2065-04-16      | 4.0000%  |  | $270652.96         | $262888.29         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-034 BA     | 2056-03-16      | 2.5000%  |  | $5907282.10        | $5033963.30        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-008 BA     | 2064-02-16      | 3.7500%  |  | $817398.09         | $778198.13         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-162 BA     | 2054-04-16      | 2.5000%  |  | $254267.25         | $226176.14         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-055 AG     | 2062-10-16      | 1.5000%  |  | $7543951.40        | $6131701.07        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-071 AE     | 2057-10-16      | 2.0000%  |  | $234301.69         | $188229.47         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-100 AB     | 2052-04-16      | 2.3000%  |  | $392430.17         | $379698.43         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD     | 2047-11-16      | 2.7791%  |  | $450545.78         | $416852.11         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-154 ML     | 2053-09-16      | 2.9000%  |  | $5464375.00        | $4813090.71        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL007A2 R16M007 | 2026-09-25      | 2.4994%  |  | $3007746.05        | $2990640.37        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-57 B       | 2059-12-16      | 2.5000%  |  | $3403221.15        | $2578138.54        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  |  | $284367.93         | $263292.09         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2018-108 D      | 2060-08-16      | 3.0000%  |  | $19337499.81       | $15471044.07       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-074 AM     | 2066-02-16      | 5.0016%  |  | $4225840.46        | $4361457.11        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-179 BE     | 2067-03-16      | 5.0000%  |  | $10491250.00       | $10109868.59       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-194 BA     | 2065-10-16      | 3.8602%  |  | $1704546.49        | $1537546.94        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-158 BF     | 2066-12-16      | 5.0000%  |  | $4526375.00        | $4415137.83        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-070 BA     | 2054-07-16      | 4.7500%  |  | $6351270.63        | $6288433.27        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  |  | $134224.35         | $125991.50         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  |  | $7096881.68        | $7005322.45        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-167 AB     | 2050-10-16      | 2.3000%  |  | $6249329.33        | $5796988.30        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-031 AD     | 2057-02-16      | 3.6000%  |  | $4412067.37        | $4125574.19        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-033 AC     | 2057-12-16      | 3.2500%  |  | $20539365.22       | $17985692.26       | Agency Mortgage-Backed Securities         |

### Security 190: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.850%, 1/2/2026
- **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):** $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:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM CL016HL R10F016  | 2040-03-25      | 4.5000%  |  | $8823.26           | $8962.78           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5141AH 11/25/47  | 2047-11-25      | 2.2500%  |  | $66572.41          | $60382.57          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4941MB 07/25/49  | 2049-07-25      | 3.0000%  |  | $1964.45           | $1761.17           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BG 01/25/49  | 2049-01-25      | 2.0000%  |  | $33504.30          | $29328.72          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49  | 2049-07-15      | 4.0000%  |  | $13971.43          | $11146.68          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48  | 2048-01-15      | 3.0000%  |  | $10970.50          | $9929.75           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4751PL 12/15/47  | 2047-12-15      | 3.0000%  |  | $82452.43          | $64648.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 A       | 2055-09-20      | 5.2500%  |  | $172826.94         | $175010.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 JL      | 2055-09-20      | 5.0000%  |  | $1242857.14        | $1228341.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-16O FB      | 2072-08-20      | 4.8177%  |  | $440549.06         | $443372.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-04O F       | 2067-11-20      | 4.2177%  |  | $21875.13          | $21810.77          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011  | 2054-03-25      | 5.2242%  |  | $2469148.16        | $2500725.35        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534NT 05/25/55  | 2055-05-25      | 5.0000%  |  | $682751.33         | $673729.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O PF       | 2068-02-20      | 4.4141%  |  | $16667.13          | $16644.37          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 BY      | 2055-09-20      | 5.0000%  |  | $3585570.69        | $3549143.68        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AB 06/25/53  | 2053-06-25      | 5.0000%  |  | $728807.22         | $736264.13         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42  | 2042-12-15      | 2.5000%  |  | $12857.14          | $9800.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H27 FA      | 2060-12-20      | 4.4941%  |  | $1613.13           | $1613.24           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-098 HM      | 2050-04-20      | 2.6000%  |  | $9033.30           | $7917.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FT       | 2066-02-20      | 4.8341%  |  | $11970.68          | $11963.34          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL098PK R25F098  | 2054-08-25      | 4.5000%  |  | $1007879.41        | $1007936.86        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4717BY 09/15/47  | 2047-09-15      | 3.0000%  |  | $7457.14           | $5670.09           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-126 GL      | 2054-08-20      | 3.0000%  |  | $163866.00         | $131605.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JL      | 2055-04-20      | 4.5000%  |  | $28971.43          | $26701.08          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F        | 2066-10-20      | 4.8641%  |  | $6928.38           | $6960.23           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-032 PE      | 2039-05-20      | 4.5000%  |  | $731967.47         | $734657.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O JF      | 2071-04-20      | 5.4177%  |  | $353833.41         | $359956.28         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43  | 2043-04-15      | 3.0000%  |  | $716.78            | $705.75            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DC 04/15/43  | 2043-04-15      | 2.5000%  |  | $338.11            | $331.22            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43  | 2043-01-15      | 3.0000%  |  | $31542.86          | $27316.49          | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8136%  |  | $13018.27          | $9700.37           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083H R19F083   | 2050-01-25      | 2.5000%  |  | $233937.43         | $193002.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-028 GT      | 2055-02-20      | 5.5000%  |  | $4071614.94        | $4130202.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-196 L       | 2054-11-20      | 5.5000%  |  | $537763.71         | $549311.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-187 DA      | 2052-10-20      | 5.0000%  |  | $371.82            | $375.25            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 GB      | 2054-06-20      | 5.0000%  |  | $140309.06         | $140191.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-195 BL      | 2053-12-20      | 5.5000%  |  | $171428.57         | $176077.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-134 BH      | 2047-06-20      | 6.0000%  |  | $57885.64          | $58281.35          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-047 JA      | 2042-06-20      | 5.2500%  |  | $514830.89         | $520186.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-063 LM      | 2050-10-20      | 3.5000%  |  | $2571.43           | $2184.73           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-064 FA      | 2052-04-20      | 4.5000%  |  | $2504121.51        | $2380355.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-050 BC      | 2050-04-20      | 2.7500%  |  | $119019.75         | $114460.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-078 FM      | 2052-04-20      | 4.5000%  |  | $1319960.70        | $1261532.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FG      | 2052-02-20      | 3.0000%  |  | $2981687.27        | $2597385.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-83 MF       | 2049-07-20      | 4.0000%  |  | $802119.09         | $736191.49         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 04948E 10/25/48  | 2048-10-25      | 2.5000%  |  | $7139.00           | $6617.56           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O FE      | 2070-10-20      | 5.3341%  |  | $1199273.72        | $1214661.44        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481AT 12/25/54  | 2054-12-25      | 0.1250%  |  | $3482458.16        | $2815449.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-9O FC       | 2068-10-20      | 4.4641%  |  | $38320.12          | $38294.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 BV      | 2038-04-20      | 5.0000%  |  | $713398.39         | $727925.08         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063AV R25F063  | 2036-08-25      | 5.0000%  |  | $1330512.17        | $1354467.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-127 KA      | 2055-06-20      | 0.0100%  |  | $165841.33         | $151882.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW      | 2053-03-20      | 5.0000%  |  | $377.24            | $380.64            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-7O FQ       | 2067-03-20      | 5.0735%  |  | $34442.96          | $34551.39          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-174 ME      | 2048-04-20      | 2.0000%  |  | $526867.76         | $443018.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H12 FA      | 2062-04-20      | 4.6641%  |  | $14738.48          | $14684.10          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4648ND 09/15/46  | 2046-09-15      | 3.0000%  |  | $141319.89         | $130355.44         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3591BL 10/15/39  | 2039-10-15      | 4.5000%  |  | $25674.31          | $25859.89          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL075PL R17F075  | 2057-09-25      | 3.0000%  |  | $3428.57           | $2516.14           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FC       | 2065-02-20      | 4.5941%  |  | $2984.48           | $2989.04           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-006 AB      | 2039-11-20      | 3.0000%  |  | $166.20            | $165.95            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54  | 2054-07-25      | 0.1250%  |  | $45374.29          | $38965.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-08O KF      | 2074-05-20      | 4.7677%  |  | $12426.34          | $12501.21          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3829PE 03/15/41  | 2041-03-15      | 4.5000%  |  | $183845.72         | $184833.71         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL088PE R17F088  | 2046-08-25      | 3.0000%  |  | $72565.35          | $70644.11          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065VD R14F065  | 2033-04-25      | 3.5000%  |  | $1898.74           | $1895.62           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006BY R25F006  | 2055-02-25      | 5.5000%  |  | $180425.31         | $184683.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 LY      | 2055-01-20      | 3.0000%  |  | $409563.34         | $322909.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-006 LA      | 2048-12-20      | 3.5000%  |  | $16867.70          | $15629.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF      | 2070-04-20      | 5.3641%  |  | $30307.76          | $30755.62          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-07O FG      | 2072-03-20      | 4.6677%  |  | $6405.78           | $6413.89           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4793CD 06/15/48  | 2048-06-15      | 3.0000%  |  | $15919.61          | $14175.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O FE       | 2067-12-20      | 4.4871%  |  | $83272.91          | $83768.22          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AE R25F055  | 2053-04-25      | 5.0000%  |  | $3606524.24        | $3644416.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-20O FD      | 2074-11-20      | 4.7177%  |  | $67304.95          | $67523.39          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4820YA 06/15/48  | 2048-06-15      | 3.5000%  |  | $39260.48          | $36984.18          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC059LM R15F059  | 2045-07-25      | 3.0000%  |  | $9961.73           | $9453.39           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 DJ      | 2051-07-20      | 5.0000%  |  | $837676.66         | $846689.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-130 TA      | 2047-08-20      | 2.5000%  |  | $1692.99           | $1466.70           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2691MG 10/15/33  | 2033-10-15      | 4.5000%  |  | $31499.03          | $32020.06          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5580FC 09/25/55  | 2055-09-25      | 4.9742%  |  | $8278035.08        | $8312372.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC099DH R09F099  | 2039-12-25      | 4.5000%  |  | $24751.74          | $24797.90          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43  | 2043-07-15      | 3.5000%  |  | $21428.57          | $20482.69          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-9O FE       | 2067-04-20      | 4.9219%  |  | $157002.38         | $157738.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PN      | 2055-06-20      | 4.5000%  |  | $9155.83           | $8494.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 DT      | 2055-11-20      | 5.0000%  |  | $1179302.60        | $1186442.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 CH      | 2052-10-20      | 4.7500%  |  | $554951.80         | $557471.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-4O FC       | 2069-07-20      | 4.9341%  |  | $31985.14          | $32190.28          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC036LB R15F036  | 2045-06-25      | 2.0000%  |  | $67466.99          | $57626.63          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O AF       | 2069-10-20      | 4.8141%  |  | $185047.52         | $185697.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FM      | 2070-08-20      | 4.5141%  |  | $8662.54           | $8658.14           | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8136%  |  | $97232.72          | $72451.50          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC121JP R11F121  | 2041-12-25      | 4.5000%  |  | $3192.82           | $3176.35           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-119 JE      | 2049-09-20      | 3.0000%  |  | $142.65            | $126.77            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FL       | 2067-12-20      | 5.0994%  |  | $41490.94          | $41678.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 PL      | 2055-02-20      | 5.2500%  |  | $552600.00         | $557329.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-129 BP      | 2043-04-20      | 2.7500%  |  | $329526.47         | $318874.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H10 FC      | 2060-05-20      | 5.1008%  |  | $4968.45           | $5003.69           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 FD      | 2054-03-20      | 5.1677%  |  | $1371986.98        | $1378741.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054WH R12F054  | 2042-05-25      | 3.5000%  |  | $29059.81          | $27515.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-159 P       | 2049-09-20      | 2.5000%  |  | $493050.54         | $429183.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-70 KY       | 2043-08-20      | 3.0000%  |  | $163686.55         | $152110.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 A        | 2048-07-20      | 0.3909%  |  | $22628.57          | $13541.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 PN      | 2055-08-20      | 5.0000%  |  | $35925.94          | $34503.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FW      | 2065-08-20      | 4.7677%  |  | $12724490.28       | $12753435.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FJ       | 2068-03-20      | 4.9135%  |  | $58564.58          | $58779.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA       | 2066-08-20      | 4.8641%  |  | $1316.75           | $1324.28           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O FA       | 2067-01-20      | 4.8641%  |  | $22801.41          | $22905.64          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3752LV 11/15/40  | 2040-11-15      | 4.5000%  |  | $119578.95         | $120589.27         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3745VE 09/15/29  | 2029-09-15      | 4.0000%  |  | $531.71            | $532.39            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016MA R25F016  | 2055-01-25      | 7.8242%  |  | $139018.25         | $141955.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL084GT R24F084  | 2054-11-25      | 0.1250%  |  | $3173607.69        | $2559667.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL035DA R24F035  | 2054-04-25      | 5.5000%  |  | $112809.82         | $115253.77         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL081FL R22F081  | 2052-11-25      | 5.1242%  |  | $42884.64          | $43031.26          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FB R22F001  | 2052-02-25      | 3.0000%  |  | $1229461.83        | $1072473.08        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42  | 2042-07-15      | 2.5000%  |  | $23853.86          | $19168.42          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4020PG 03/15/27  | 2027-03-15      | 2.5000%  |  | $73.52             | $73.24             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41  | 2041-06-15      | 4.0000%  |  | $735.10            | $725.28            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3852CE 05/15/41  | 2041-05-15      | 4.5000%  |  | $153738.62         | $154289.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PL      | 2055-11-20      | 4.5000%  |  | $52533.51          | $46139.66          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 AL      | 2055-11-20      | 5.0000%  |  | $342857.14         | $337000.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 HT      | 2054-11-20      | 4.5000%  |  | $1180961.60        | $1161442.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PM      | 2055-11-20      | 4.5000%  |  | $1701625.38        | $1686634.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 DB      | 2055-11-20      | 5.0000%  |  | $448820.14         | $444602.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 AL      | 2055-10-20      | 4.7500%  |  | $94354.29          | $89276.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QP      | 2052-12-20      | 5.0000%  |  | $2201950.26        | $2233019.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 P       | 2055-04-20      | 5.2500%  |  | $1057483.68        | $1080207.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 KF      | 2055-04-20      | 5.2677%  |  | $710828.82         | $716277.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FG       | 2068-02-20      | 4.3941%  |  | $6921.74           | $6910.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-20O FA      | 2070-04-20      | 4.4641%  |  | $107488.44         | $106460.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O EF      | 2070-10-20      | 5.3341%  |  | $299843.35         | $303812.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O DF      | 2070-10-20      | 5.3341%  |  | $663592.37         | $673126.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-02-20      | 5.0341%  |  | $61809.70          | $62209.50          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA       | 2066-12-20      | 5.2594%  |  | $13747.41          | $13837.58          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-12-20      | 5.1141%  |  | $1160.25           | $1168.81           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-19O FK      | 2065-08-20      | 4.7141%  |  | $1758.75           | $1762.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-20O FB      | 2065-08-20      | 4.7141%  |  | $3199.64           | $3207.65           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-14O FB      | 2065-05-20      | 4.5441%  |  | $2231.62           | $2233.76           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FK       | 2067-05-20      | 3.8600%  |  | $212.75            | $211.77            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O AF       | 2067-12-20      | 4.3471%  |  | $32372.52          | $32431.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-8O FB       | 2065-03-20      | 4.7441%  |  | $790.39            | $792.63            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FS       | 2064-02-20      | 4.7641%  |  | $11382.80          | $11417.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FA       | 2064-01-20      | 4.7141%  |  | $388.42            | $389.75            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H28 FA      | 2062-09-20      | 4.6941%  |  | $13.78             | $13.81             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H25 FA      | 2061-12-20      | 4.8141%  |  | $1976.23           | $1955.31           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H21 CF      | 2061-05-20      | 4.8141%  |  | $17.03             | $17.02             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H11 FA      | 2062-02-20      | 4.8141%  |  | $6126.44           | $6147.18           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H08 FC      | 2062-04-20      | 4.6841%  |  | $948.85            | $951.46            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H08 BF      | 2063-03-20      | 4.5141%  |  | $8252.74           | $8228.04           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H08 FA      | 2061-02-20      | 4.7141%  |  | $13137.16          | $13181.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H01 AF      | 2060-11-20      | 4.5641%  |  | $1783.02           | $1784.80           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3585KW 10/15/39  | 2039-10-15      | 4.5000%  |  | $26472.72          | $26653.66          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3574BL 09/15/39  | 2039-09-15      | 4.5000%  |  | $11149.15          | $11230.08          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3550LB 06/15/39  | 2039-06-15      | 4.5000%  |  | $15773.53          | $15911.87          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3540KL 06/15/39  | 2039-06-15      | 4.5000%  |  | $14000.51          | $14087.78          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL009EA R19F009  | 2047-07-25      | 3.0000%  |  | $118051.96         | $115568.14         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL064A R18F064   | 2048-09-25      | 3.0000%  |  | $13824.03          | $12491.09          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025PL R18F025  | 2048-04-25      | 3.5000%  |  | $4988.23           | $4145.74           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110PB R17F110  | 2057-02-25      | 3.0000%  |  | $3342.86           | $2549.93           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094DY R17F094  | 2047-11-25      | 3.0000%  |  | $410688.06         | $372001.66         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC056PA R17F056  | 2045-12-25      | 3.0000%  |  | $39883.97          | $37950.16          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL101KY R16F101  | 2047-01-25      | 3.0000%  |  | $3428.57           | $2768.18           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081HC R14F081  | 2037-06-25      | 3.0000%  |  | $18.44             | $18.31             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2716DS 05/15/33  | 2033-05-15      | 5.5000%  |  | $15139.49          | $15621.61          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068PG R05F068  | 2035-08-25      | 5.5000%  |  | $1325.97           | $1357.73           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025B R03F025   | 2033-04-25      | 5.5000%  |  | $4586.24           | $4709.57           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565PA 08/25/55  | 2055-08-25      | 5.2500%  |  | $1690742.04        | $1714745.50        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05535B 12/25/52  | 2052-12-25      | 5.0000%  |  | $820412.25         | $828362.59         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5422CY 06/25/54  | 2054-06-25      | 5.5000%  |  | $42857.14          | $43968.91          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5387KA 05/25/51  | 2051-05-25      | 5.0000%  |  | $27424.71          | $27527.00          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FA R07F064  | 2037-07-25      | 4.4587%  |  | $475.35            | $467.84            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5250FB 08/25/52  | 2052-08-25      | 4.5142%  |  | $4706873.33        | $4681528.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5230PE 12/25/51  | 2051-12-25      | 2.0000%  |  | $8571.43           | $7161.20           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086LG R13F086  | 2043-08-25      | 3.5000%  |  | $10200.00          | $8848.70           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047YA R13F047  | 2040-05-25      | 2.0000%  |  | $41935.06          | $38203.54          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC037JB R13F037  | 2042-06-25      | 2.0000%  |  | $9479.76           | $9287.39           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-12O F       | 2070-07-20      | 4.6141%  |  | $4087.84           | $4070.49           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O DF      | 2071-06-20      | 5.9177%  |  | $144145.56         | $146532.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-0O FT       | 2069-05-20      | 4.9274%  |  | $69148.47          | $69840.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FB      | 2070-01-20      | 4.7141%  |  | $76328.18          | $76215.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FT       | 2069-04-20      | 4.0900%  |  | $235.58            | $235.20            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FT       | 2068-10-20      | 4.5141%  |  | $143.16            | $143.05            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-0O FA       | 2068-12-20      | 4.7141%  |  | $246362.35         | $246204.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG       | 2068-10-20      | 4.7317%  |  | $242937.75         | $244906.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FG       | 2068-08-20      | 4.9266%  |  | $1326970.85        | $1335956.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-3O DF       | 2068-07-20      | 4.6017%  |  | $220140.32         | $221226.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O TF       | 2068-05-20      | 4.6274%  |  | $63750.56          | $64069.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O BF       | 2068-06-20      | 4.5574%  |  | $159772.26         | $159760.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-34 PT       | 2047-09-20      | 2.5000%  |  | $12911.73          | $11394.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-36 PJ       | 2046-01-20      | 3.5000%  |  | $18382.70          | $15672.97          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-162 BY      | 2045-11-20      | 3.0000%  |  | $44281.46          | $40288.11          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-140 JD      | 2041-01-20      | 1.7500%  |  | $4928.25           | $4787.11           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-20O FG      | 2066-08-20      | 4.8141%  |  | $17842.99          | $17893.01          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H28 FE      | 2060-12-20      | 4.5141%  |  | $12163.40          | $12169.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H18 BA      | 2063-07-20      | 4.7141%  |  | $3709.04           | $3720.67           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H20 FA      | 2063-08-20      | 4.7141%  |  | $326.06            | $327.21            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-86 PK       | 2034-09-20      | 4.0000%  |  | $6.29              | $6.30              | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 04.500 CIRR0053  | 2041-01-01      | 4.5000%  |  | $175.71            | $176.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5495  | 2055-11-01      | 5.5000%  |  | $241.41            | $246.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1093  | 2055-01-01      | 4.5000%  |  | $578123.45         | $570051.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070  | 2053-07-01      | 4.5000%  |  | $798054.10         | $785516.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0141  | 2055-02-01      | 6.5000%  |  | $4538388.51        | $4745346.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3973  | 2056-01-01      | 6.0000%  |  | $171.43            | $181.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0869  | 2053-05-01      | 6.0000%  |  | $728097.97         | $753876.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9780  | 2053-06-01      | 5.5000%  |  | $15680.84          | $16239.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5313  | 2048-06-01      | 4.5000%  |  | $35566.20          | $35552.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA4355  | 2049-11-01      | 3.5000%  |  | $44270.54          | $42224.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8534  | 2055-05-01      | 6.0000%  |  | $9481165.42        | $9787596.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1747  | 2041-01-01      | 5.5000%  |  | $57223.63          | $58979.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5508  | 2052-07-01      | 5.0000%  |  | $25920.91          | $26590.25          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495  | 2028-02-01      | 3.2680%  |  | $5366.16           | $5303.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0092  | 2055-02-01      | 5.0000%  |  | $1201449.35        | $1208556.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0812 M      | 2055-12-20      | 4.5000%  |  | $85.71             | $84.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445  | 2054-08-01      | 6.0000%  |  | $62.46             | $64.47             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5920  | 2032-12-01      | 4.4300%  |  | $778885.71         | $784664.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5848  | 2035-09-01      | 5.5000%  |  | $100671.38         | $103734.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4318  | 2053-10-01      | 5.5000%  |  | $59125.88          | $60862.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399  | 2052-07-01      | 5.0000%  |  | $421795.17         | $426882.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7148  | 2052-08-01      | 5.0000%  |  | $1502.86           | $1529.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3771 C      | 2055-12-20      | 5.5000%  |  | $11657142.86       | $11969429.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M      | 2055-10-20      | 4.5000%  |  | $85.40             | $83.70             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $5601077.00        | $5690208.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $85.71             | $86.02             | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-03-25      | 1.7500%  |  | $257715.78         | $228094.27         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2040-10-25      | 1.2600%  |  | $832161.35         | $722039.78         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 4.2486%  |  | $2554862.70        | $2530446.18        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIES K | 2029-05-25      | 2.1840%  |  | $23542.11          | $22952.08          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-10-25      | 2.8590%  |  | $430714.29         | $383338.94         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 4.2086%  |  | $6694472.29        | $6633990.76        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-11-25      | 3.2860%  |  | $854571.43         | $848724.74         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 V       | 2039-12-16      | 4.6500%  |  | $1492363.26        | $1505704.99        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 A       | 2054-06-16      | 4.5000%  |  | $1281387.84        | $1283448.32        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 BC      | 2065-02-16      | 4.5000%  |  | $15196.37          | $13227.18          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-08-25      | 3.0380%  |  | $32987.70          | $32826.88          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-03-25      | 1.1900%  |  | $430142.18         | $415529.24         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB4 | 2037-12-25      | 4.8231%  |  | $137102.81         | $137183.18         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MORTGAGE TR 201 | 2039-03-25      | 2.8900%  |  | $449109.43         | $426004.70         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL02GA1 R21M02G  | 2031-03-25      | 1.1980%  |  | $79767.43          | $74608.42          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G  | 2031-01-25      | 1.1810%  |  | $642.67            | $639.79            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A1 R21M005  | 2033-01-25      | 1.4620%  |  | $590177.49         | $562748.60         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020  | 2029-10-25      | 1.0860%  |  | $15811.95          | $15518.90          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023  | 2031-11-25      | 0.5000%  |  | $358466.72         | $303508.63         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL010AV1 R16M01  | 2045-11-25      | 2.3500%  |  | $99.30             | $99.21             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-03-25      | 3.2240%  |  | $257142.86         | $256099.80         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-082 LD      | 2066-02-16      | 5.2500%  |  | $20142.86          | $19834.89          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2033-08-25      | 4.5000%  |  | $331874.31         | $336616.47         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04  | 2030-11-25      | 1.2550%  |  | $83575.25          | $78697.45          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.1870%  |  | $779961.69         | $773958.98         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005  | 2034-01-25      | 2.3360%  |  | $128142.86         | $110962.57         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2030-10-25      | 1.1100%  |  | $373585.27         | $328978.44         | Agency Mortgage-Backed Securities         |
| FMAC FRESB 2023-SB107 MTG  | 2043-06-25      | 4.0300%  |  | $1530003.01        | $1443807.74        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL020A1 R21M020  | 2031-10-25      | 1.8399%  |  | $818054.24         | $777934.68         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES K- | 2030-11-25      | 2.3330%  |  | $94285.71          | $89010.26          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-11 AD       | 2043-11-16      | 2.2500%  |  | $525.35            | $515.96            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL001A2 R17M001  | 2026-10-25      | 2.4200%  |  | $288193.49         | $285347.48         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S  | 2030-12-25      | 0.8330%  |  | $184215.67         | $172904.86         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL007A1 R21M007  | 2031-03-25      | 1.7079%  |  | $39403.15          | $38010.26          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VL      | 2039-12-16      | 5.0000%  |  | $653631.10         | $671388.08         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-05-25      | 1.5900%  |  | $95830.35          | $85329.26          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VE      | 2039-07-16      | 5.0000%  |  | $279344.34         | $288100.57         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-090 AC      | 2066-07-16      | 2.0000%  |  | $34099.93          | $26296.46          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-070 LA      | 2060-02-16      | 4.5000%  |  | $34285.71          | $30635.66          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-067 LD      | 2065-10-16      | 4.2500%  |  | $857142.86         | $762600.57         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-091 AC      | 2055-02-16      | 4.0000%  |  | $2398.76           | $2348.79           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-003 B       | 2061-02-16      | 1.8500%  |  | $60000.00          | $30248.20          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-007 AT      | 2064-02-16      | 4.0000%  |  | $556433.43         | $538897.61         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-141 FA      | 2063-06-16      | 4.0000%  |  | $3483361.63        | $3150737.75        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001   | 2032-04-25      | 3.4340%  |  | $126120.53         | $123698.73         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA1 R22M02S  | 2032-09-25      | 3.7590%  |  | $896.41            | $896.91            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-021 AH      | 2063-06-16      | 1.4000%  |  | $7096.55           | $5459.29           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC008ADP R19M00  | 2029-04-25      | 4.0040%  |  | $4453.12           | $4440.92           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R19M004  | 2031-02-25      | 3.6100%  |  | $23369.13          | $22897.92          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2064-11-25      | 4.1700%  |  | $1885714.29        | $1884437.66        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-10-25      | 4.5500%  |  | $257142.86         | $257876.56         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-10-25      | 4.9000%  |  | $496658.49         | $516518.04         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2028-08-25      | 5.2720%  |  | $2342.34           | $2387.24           | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC0061A R13M006  | 2043-02-25      | 3.3840%  |  | $7898.32           | $7777.37           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-010 AG      | 2060-05-16      | 2.2500%  |  | $2675.26           | $2289.97           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD      | 2047-11-16      | 2.7791%  |  | $30264.07          | $28000.79          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-06-25      | 4.8231%  |  | $133494.77         | $133492.66         | Agency Mortgage-Backed Securities         |

### Security 191: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.850%, 1/2/2026
- **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):** $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:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 MA1522 M     | 2043-12-20      | 4.0000%  |  | $33913323.69       | $33038472.97       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $37609987.96       | $34017481.91       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $87283182.44       | $69189960.63       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $1069957.00        | $1018489.93        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $2377630.63        | $2255677.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  |  | $32621972.05       | $30356887.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $52309256.45       | $47804749.45       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-117 MD     | 2042-05-20      | 1.2500%  |  | $2574345.70        | $2217002.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $2203370.75        | $2048910.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $6889838.11        | $6182632.97        | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $30646152.77       | $28957355.64       | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.730%, 1/29/2026
- **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:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $77627507.20       | $69500321.18       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $33568470.38       | $30122845.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $2795350.17        | $2599390.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $312456.64         | $285550.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $4708197.64        | $4258470.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $0.41              | $0.40              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $4779480.26        | $4534331.16        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $23234930.40       | $22117283.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $3341164.39        | $2648563.29        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $75875276.64       | $71694068.30       | Agency Mortgage-Backed Securities         |

### Security 193: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.850%, 1/2/2026
- **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):** $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:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 FKAR 04.620 WRWR2003 | 2029-01-01      | 4.6200%  |  | $17647058.82       | $18069000.00       | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1225 G        | 2055-11-01      | 5.3160%  |  | $15045939.08       | $15352063.76       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5088 | 2052-11-01      | 5.5000%  |  | $1192848.87        | $1226717.83        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5838 | 2035-12-01      | 4.5500%  |  | $18235294.12       | $18290358.63       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5520 | 2030-12-01      | 4.0550%  |  | $38830000.00       | $38875243.44       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4263 | 2030-07-01      | 4.4500%  |  | $14823529.41       | $15095738.82       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3431 | 2030-04-01      | 4.2500%  |  | $1267795.29        | $1283856.57        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1057 | 2029-06-01      | 4.7100%  |  | $13908529.41       | $14277689.60       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0085 | 2028-12-01      | 5.1800%  |  | $14705882.35       | $15254156.87       | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.170 WNWN1319 | 2028-11-01      | 4.1700%  |  | $14507058.82       | $14680186.06       | Agency Mortgage-Backed Securities |
| FMAC FKAR 02.460 WNWN0046 | 2036-10-01      | 2.4600%  |  | $41310588.24       | $34694656.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9694 | 2055-01-01      | 6.0000%  |  | $1617646.95        | $1681252.82        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1943 | 2029-10-01      | 4.2700%  |  | $13859705.88       | $14035160.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5018 | 2055-11-01      | 5.5000%  |  | $1623790.38        | $1678970.57        | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C6063 G        | 2055-10-01      | 4.2280%  |  | $14799035.39       | $14695595.06       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2822 | 2030-01-01      | 4.5400%  |  | $16695588.24       | $17084934.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0988 | 2055-10-01      | 6.0000%  |  | $1618090.52        | $1676908.11        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5524 | 2030-12-01      | 4.0300%  |  | $18161764.71       | $18161788.91       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7667 | 2055-11-01      | 6.5000%  |  | $1298056.76        | $1365995.32        | Agency Mortgage-Backed Securities |

### Security 194: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.840%, 1/5/2026
- **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):** $799500000.00
- **C.18.a - Value (excl. sponsor support):** $799500000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-211 FM | 2055-12-20      | 4.8742%  |  | $165159519.63      | $166382744.99      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FD | 2055-05-20      | 5.6677%  |  | $171599779.95      | $173664602.69      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF | 2055-05-20      | 5.6377%  |  | $171599779.95      | $173448529.91      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F  | 2055-05-20      | 5.6677%  |  | $97237670.82       | $98407710.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 GQ | 2055-12-20      | 5.0000%  |  | $69667788.62       | $70052261.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA | 2054-04-20      | 5.0177%  |  | $143737204.95      | $143988625.90      | Agency Collateralized Mortgage Obligation |

### Security 195: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.830%, 1/7/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $724500000.00
- **C.18.a - Value (excl. sponsor support):** $724500000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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 HXBZ3457 | 2030-04-01      | 4.2500%  |  | $27523548.00       | $27872234.66       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3431 | 2030-04-01      | 4.2500%  |  | $34831058.69       | $35272321.77       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3578 | 2030-05-01      | 4.2250%  |  | $34839756.00       | $35241069.33       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1229 | 2029-07-01      | 4.7200%  |  | $34911792.00       | $35811375.77       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1172 | 2029-07-01      | 4.6750%  |  | $25096680.00       | $25740104.49       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1165 | 2029-07-01      | 4.7200%  |  | $30270024.00       | $31092198.20       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1131 | 2029-07-01      | 4.7900%  |  | $29083500.00       | $29942355.16       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1050 | 2029-06-01      | 4.9200%  |  | $29824560.00       | $30823682.76       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1041 | 2029-06-01      | 4.8300%  |  | $28673640.00       | $29555268.41       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0698 | 2029-04-01      | 4.5500%  |  | $37756800.00       | $38604729.65       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0658 | 2029-03-01      | 4.8100%  |  | $32427435.80       | $33299777.05       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  |  | $23085803.34       | $23712505.96       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3865 | 2029-09-01      | 2.7100%  |  | $37479420.00       | $36014849.19       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.850 WNWN5305 | 2029-12-01      | 3.8500%  |  | $30139200.00       | $30054850.41       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WNWN1676 | 2032-07-01      | 4.1000%  |  | $38723076.00       | $38391554.85       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1624 | 2029-09-01      | 4.7300%  |  | $33120000.00       | $34079475.37       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1081 | 2029-06-01      | 4.6700%  |  | $36183600.00       | $37096029.79       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1980 | 2029-10-01      | 4.1200%  |  | $30323016.00       | $30574676.80       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5512 | 2030-11-01      | 3.8400%  |  | $35570880.00       | $35368090.41       | Agency Mortgage-Backed Securities         |
| FMAC FKAR WG9013          | 2032-07-01      | 4.0600%  |  | $34122708.00       | $33729284.54       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3540 | 2030-05-01      | 4.2100%  |  | $25833600.00       | $26115272.34       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.6677%  |  | $69311624.42       | $70145636.09       | Agency Collateralized Mortgage Obligation |

### Security 196: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.740%, 2/4/2026
- **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:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** 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 2021-096 UF     | 2051-06-20      | 3.5000%  |  | $32511042.49       | $28988225.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $1386377.60        | $1231363.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  |  | $3237133.16        | $3312721.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.6141%  |  | $4052199.46        | $4059342.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.2484%  |  | $17151195.33       | $16823437.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.2984%  |  | $23757080.85       | $23359420.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  |  | $7548757.49        | $7413151.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  |  | $11490000.46       | $11322499.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.2984%  |  | $11926837.80       | $11735726.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.1141%  |  | $8733327.95        | $8794859.88        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $1636468.89        | $1554756.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  |  | $6538357.03        | $6603640.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  |  | $772893.05         | $777962.49         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  |  | $5391891.89        | $5666247.53        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05580V 06/25/38 | 2038-06-25      | 5.0000%  |  | $8792416.16        | $8968771.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $23466612.69       | $20343597.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $8967653.63        | $7916011.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.7141%  |  | $5750989.03        | $5765259.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.0177%  |  | $31921853.27       | $32042108.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 HT     | 2055-10-20      | 4.5000%  |  | $38412800.68       | $38244514.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  |  | $4688542.24        | $4725405.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.1141%  |  | $2474323.43        | $2494404.16        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $375794.42         | $361178.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 5.1177%  |  | $22172873.29       | $22297456.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $5801292.05        | $5744799.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.2177%  |  | $63511933.49       | $63881019.24       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  |  | $674973.61         | $555085.47         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CT 12/25/55 | 2055-12-25      | 4.5000%  |  | $19050738.69       | $18749870.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.3641%  |  | $4124580.40        | $4185529.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.6641%  |  | $7384732.61        | $7396039.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.4641%  |  | $275067.70         | $274904.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.2977%  |  | $17977210.74       | $17931066.32       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616DA 06/15/32 | 2032-06-15      | 4.2500%  |  | $103333480.62      | $105084845.34      | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PT 01/25/56 | 2056-01-25      | 4.5000%  |  | $61214447.51       | $60257053.55       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  |  | $139252519.74      | $142169442.27      | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GB 12/15/32 | 2032-12-15      | 4.1500%  |  | $284734106.55      | $291367651.95      | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CL 12/25/55 | 2055-12-25      | 4.5000%  |  | $1805221.58        | $1649642.17        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  |  | $31487273.95       | $30402107.06       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  |  | $85058193.31       | $83753372.22       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  |  | $18006777.15       | $17981057.46       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593DF 11/25/55 | 2055-11-25      | 4.7742%  |  | $41916988.79       | $41980396.53       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593CL 11/25/55 | 2055-11-25      | 5.0000%  |  | $14020292.31       | $13908531.89       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5587AP 01/25/53 | 2053-01-25      | 5.0000%  |  | $64874422.96       | $65430699.53       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DY 08/25/55 | 2055-08-25      | 5.0000%  |  | $2512818.81        | $2472050.00        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  |  | $13284578.21       | $13385788.97       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 5.1242%  |  | $377879.30         | $379558.99         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $5581508.17        | $5196237.12        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $30066.27          | $29342.30          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AE R25F113 | 2052-11-25      | 4.2500%  |  | $924324.32         | $919247.63         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AD R25F113 | 2052-11-25      | 4.5000%  |  | $36661783.78       | $36649795.38       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PY R25F106 | 2055-12-25      | 5.0000%  |  | $1274852.76        | $1209614.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 DB     | 2055-12-20      | 5.0000%  |  | $33013441.78       | $32934099.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 NL     | 2055-11-20      | 5.0000%  |  | $33012415.78       | $32469647.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 EF     | 2065-10-20      | 4.7677%  |  | $25698373.25       | $25760660.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  |  | $7645366.97        | $7809681.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  |  | $22437779.93       | $22892391.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.1177%  |  | $15760742.10       | $15836783.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA     | 2054-04-20      | 6.0510%  |  | $46803304.04       | $47088425.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  |  | $36427188.73       | $35819801.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  |  | $949558.32         | $957252.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  |  | $6300267.76        | $6345083.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  |  | $9621303.73        | $9675406.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  |  | $5802850.40        | $5864868.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $2930135.84        | $2834494.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $1579923.54        | $1531589.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $1820375.11        | $1784162.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $852541.43         | $833247.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.0341%  |  | $3670156.87        | $3693896.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.0641%  |  | $6710042.83        | $6766007.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.0641%  |  | $6316587.87        | $6361040.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.0141%  |  | $9697038.40        | $9759943.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.0141%  |  | $3069581.87        | $3091164.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.7741%  |  | $5763717.13        | $5782597.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.8641%  |  | $1856930.45        | $1865467.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.7541%  |  | $3822466.41        | $3833733.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 4.5271%  |  | $1381129.62        | $1389199.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.0141%  |  | $2552144.73        | $2566934.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.1677%  |  | $19975438.11       | $20104119.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 4.8677%  |  | $1228009.37        | $1231944.33        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $20503.84          | $20105.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $9172406.96        | $8905884.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 4.9677%  |  | $22768745.67       | $22813916.42       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GD 11/15/32 | 2032-11-15      | 4.2500%  |  | $32690748.85       | $32579687.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-211 FP     | 2055-12-20      | 4.7742%  |  | $69117451.30       | $69464681.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $2643342.07        | $2663407.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.7541%  |  | $4160622.04        | $4172732.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.0241%  |  | $2849237.05        | $2867481.12        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593VA 09/25/36 | 2036-09-25      | 5.5000%  |  | $6199058.30        | $6422307.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 KC     | 2055-09-20      | 5.0000%  |  | $34951559.15       | $35325144.69       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  |  | $108047686.42      | $109886189.84      | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616MG 07/15/31 | 2031-07-15      | 4.3500%  |  | $70304899.18       | $71553654.80       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PL 01/25/56 | 2056-01-25      | 4.5000%  |  | $407174.11         | $364051.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $2901694.38        | $2806305.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.3177%  |  | $11893806.41       | $11994770.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $8765016.52        | $8783592.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  |  | $5174830.02        | $5232003.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.1677%  |  | $11676093.75       | $11742577.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  |  | $6273191.33        | $6318065.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF     | 2054-04-20      | 5.0177%  |  | $62316976.95       | $62425979.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-092 FC     | 2039-10-16      | 4.6487%  |  | $895890.59         | $901644.87         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  |  | $92826.81          | $87977.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.0177%  |  | $30875876.35       | $30992098.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 4.9177%  |  | $68705023.45       | $69254293.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.1177%  |  | $65923040.35       | $66169376.69       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081BT R25F081 | 2055-10-25      | 4.5000%  |  | $12214633.55       | $12097641.79       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  |  | $496380.88         | $496727.02         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  |  | $1064333.27        | $1049691.95        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106PL R25F106 | 2055-12-25      | 5.0000%  |  | $2373354.45        | $2179372.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.1242%  |  | $38806888.18       | $38897581.08       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $229608.13         | $202014.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.1177%  |  | $33873904.08       | $34053223.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.9677%  |  | $17869735.70       | $17946877.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL     | 2054-06-20      | 5.1177%  |  | $63686205.53       | $63970228.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.1677%  |  | $18664308.39       | $18780157.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.0177%  |  | $18664308.39       | $18733350.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.1177%  |  | $18946549.28       | $19045501.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.1177%  |  | $20245074.36       | $20350748.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 5.1177%  |  | $19324749.28       | $19430334.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.2177%  |  | $17378065.64       | $17504895.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.2177%  |  | $33165387.61       | $33409063.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.9177%  |  | $14940152.53       | $14972686.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $8755993.07        | $8463744.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $18261511.30       | $18071049.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 4.9177%  |  | $40731705.49       | $40819588.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 5.0177%  |  | $38155366.72       | $38281247.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 PC     | 2055-09-20      | 4.5000%  |  | $23794569.55       | $23498303.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.1177%  |  | $21372489.14       | $21674134.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  |  | $32067479.80       | $28157121.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $23763049.02       | $21046158.89       | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0840%  |  | $14207679.65       | $13663321.88       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7070%  |  | $3298822.66        | $3085288.22        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5900%  |  | $11256514.93       | $10738906.61       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-217 AM     | 2060-02-16      | 4.7500%  |  | $22047214.09       | $22103662.31       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $3531493.62        | $3225336.67        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-217 AN     | 2060-02-16      | 4.2500%  |  | $22047214.09       | $21662835.61       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  |  | $65794493.03       | $60120748.74       | Agency Mortgage-Backed Securities         |

### Security 197: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.740%, 1/15/2026
- **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):** $614750000.00
- **C.18.a - Value (excl. sponsor support):** $614750000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** 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 CLQZ6754 | 2055-11-01      | 6.0000%  |  | $10563274.19       | $10945633.03       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1319 | 2055-07-01      | 5.5000%  |  | $11130130.02       | $11348317.67       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  |  | $10919665.53       | $11374142.01       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX2029 | 2055-01-01      | 6.5000%  |  | $10596738.74       | $11129549.83       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $9642511.80        | $9201456.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL8687 | 2045-03-01      | 4.5000%  |  | $11486880.41       | $11523822.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH1709 | 2053-10-01      | 6.0000%  |  | $7799969.98        | $8246409.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN6384 | 2036-05-01      | 1.5000%  |  | $12643713.69       | $11491820.80       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0692 | 2054-01-01      | 5.5000%  |  | $10521206.89       | $10754076.26       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0104 | 2051-02-01      | 3.5000%  |  | $9275600.04        | $8861812.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3114 | 2053-11-01      | 5.5000%  |  | $10250241.22       | $10508222.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4662 | 2055-10-01      | 6.0000%  |  | $8723801.97        | $9061186.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3747 | 2055-12-01      | 5.5000%  |  | $11342968.68       | $11608908.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0118 | 2054-05-01      | 6.0000%  |  | $8204678.23        | $8589904.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8923 | 2055-09-01      | 5.5000%  |  | $10096847.61       | $10333834.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0068 | 2055-10-01      | 3.5000%  |  | $11409503.98       | $10628086.07       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  |  | $8283873.35        | $8652478.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1663 | 2055-06-01      | 6.0000%  |  | $8746099.20        | $9066643.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2956 | 2055-07-01      | 6.0000%  |  | $8412294.57        | $8716785.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6188 | 2053-02-01      | 5.5000%  |  | $10276396.93       | $10512952.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  |  | $11878886.23       | $11065321.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5817 | 2055-07-01      | 6.5000%  |  | $8321653.77        | $8550920.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8644 | 2055-12-01      | 6.0000%  |  | $9762024.52        | $10115380.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  |  | $8668269.74        | $8509640.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5907 | 2055-12-01      | 4.0000%  |  | $4521524.44        | $4314670.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5864 | 2045-10-01      | 5.0000%  |  | $8421232.78        | $8520145.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  |  | $9162848.49        | $9286424.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $10789802.79       | $11137989.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $7749018.12        | $7998280.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $8193765.07        | $8249930.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  |  | $10928645.78       | $9732068.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTFA3334 | 2044-12-01      | 5.0000%  |  | $10129538.21       | $10333138.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA3290 | 2038-02-01      | 2.5000%  |  | $8759399.41        | $8316676.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1314 | 2052-11-01      | 5.5000%  |  | $9716410.27        | $10208928.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1669 | 2048-07-01      | 3.5000%  |  | $11245442.50       | $10742351.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8493 | 2054-05-01      | 6.0000%  |  | $10599382.41       | $11019001.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7868 | 2054-01-01      | 6.5000%  |  | $8180073.42        | $8574472.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  |  | $13290416.20       | $11449604.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  |  | $8339965.31        | $8529346.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4511 | 2034-11-01      | 2.5000%  |  | $9464702.11        | $9049422.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7770 | 2053-03-01      | 5.5000%  |  | $8897774.12        | $9177896.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ7041 | 2052-01-01      | 2.0000%  |  | $11153706.65       | $9063799.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1422 | 2032-03-01      | 2.5000%  |  | $11039272.75       | $10703450.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3232 | 2056-01-01      | 5.5000%  |  | $8477724.19        | $8725844.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3236 | 2055-12-01      | 5.5000%  |  | $8485576.15        | $8698745.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2862 | 2056-01-01      | 5.5000%  |  | $8425357.60        | $8654344.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2858 | 2056-01-01      | 5.5000%  |  | $8389406.51        | $8604270.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  |  | $9941565.85        | $10120182.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0056 | 2055-10-01      | 5.5000%  |  | $11131644.58       | $11349861.92       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4707 | 2055-08-01      | 6.5000%  |  | $8263986.80        | $8706727.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6812 | 2056-01-01      | 6.0000%  |  | $10819365.89       | $11411304.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6071 | 2056-01-01      | 5.5000%  |  | $8773758.32        | $9071911.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2663 | 2055-11-01      | 5.5000%  |  | $8353158.46        | $8544933.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1708 | 2055-10-01      | 6.5000%  |  | $8352378.24        | $8763855.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2028 | 2055-06-01      | 5.5000%  |  | $8372651.10        | $8536782.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7781 | 2054-12-01      | 6.5000%  |  | $8784055.47        | $9180397.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3868 | 2054-05-01      | 6.0000%  |  | $9828585.71        | $10151553.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL4051 | 2033-08-01      | 3.5000%  |  | $10627319.67       | $10476131.88       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8447 | 2054-06-01      | 6.0000%  |  | $9570679.42        | $9889478.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0106 | 2053-08-01      | 5.5000%  |  | $9360767.65        | $9557927.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG4793 | 2053-06-01      | 5.0000%  |  | $9708093.09        | $9814131.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3786 | 2052-05-01      | 2.5000%  |  | $13330453.74       | $11478458.25       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3110 | 2055-11-01      | 5.0000%  |  | $9651114.77        | $9710948.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1310 | 2055-06-01      | 5.5000%  |  | $10366240.14       | $10626363.65       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0456 | 2055-02-01      | 5.5000%  |  | $8135265.66        | $8352227.77        | Agency Mortgage-Backed Securities |

### Security 198: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.550%, 1/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $32320200.00       | $32446844.29       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $29509500.00       | $30201206.69       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $33658300.00       | $35051198.54       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $19615000.00       | $19917659.45       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $9536500.00        | $9597602.50        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $42097900.00       | $43477874.88       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $40448400.00       | $40991445.11       | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $41001342.26       | $43366515.73       | U.S. Treasuries (including strips) |

### Security 199: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce, REPO,  3.710%, 1/14/2026
- **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: 933CXT007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** 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 02.000 CLFM9190 | 2051-10-01      | 2.0000%  |  | $9677890.33        | $7877731.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3675 | 2055-11-01      | 6.0000%  |  | $3187462.71        | $3290644.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  |  | $12424499.65       | $10315946.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1563 | 2055-04-01      | 5.5000%  |  | $27321797.09       | $28100805.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1503 | 2053-09-01      | 6.0000%  |  | $12923853.62       | $13379600.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  |  | $748685.06         | $741441.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  |  | $19360749.36       | $19912730.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  |  | $25937896.02       | $27891858.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  |  | $12194004.96       | $12814736.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7431 | 2053-11-01      | 5.5000%  |  | $4262455.24        | $4431565.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4663 | 2052-09-01      | 4.0000%  |  | $16497218.31       | $16072667.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  |  | $4179608.34        | $4010473.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $911.49            | $790.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  |  | $4076353.64        | $3357499.55        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5991 | 2030-12-01      | 4.1600%  |  | $3054558.30        | $3073043.47        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4023 | 2030-06-01      | 4.2450%  |  | $1955844.90        | $1974686.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ0945 | 2054-07-01      | 6.0000%  |  | $9337.45           | $9768.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4199 | 2053-11-01      | 7.0000%  |  | $815896.89         | $878571.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG9635 | 2053-09-01      | 5.5000%  |  | $936099.22         | $974124.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7454 | 2053-07-01      | 6.5000%  |  | $834968.12         | $892882.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB0099 | 2050-06-01      | 2.5000%  |  | $709200.13         | $611130.76         | Agency Mortgage-Backed Securities  |
| FMAC FKAR 05.450 WNWN2491 | 2033-08-01      | 5.4500%  |  | $687386.50         | $719263.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD3935 | 2046-11-01      | 3.0000%  |  | $15606264.56       | $14269775.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $21543185.55       | $21976490.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  |  | $20006169.22       | $21326609.74       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS4373 C     | 2053-07-20      | 5.5000%  |  | $2189002.47        | $2252635.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  |  | $18253431.31       | $18038953.49       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  |  | $16423075.99       | $14383006.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  |  | $27118283.40       | $29383401.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0567 | 2061-09-01      | 5.5000%  |  | $10353978.06       | $10702517.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ4047 | 2054-09-01      | 7.0000%  |  | $1827366.60        | $1961673.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE4985 C     | 2054-09-20      | 7.5000%  |  | $4026627.14        | $4345036.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  |  | $15403236.80       | $16170528.50       | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL DC8273 H     | 2074-07-20      | 6.5320%  |  | $2212080.61        | $2335572.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2908 | 2054-08-01      | 6.5000%  |  | $382797.89         | $406096.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  |  | $25837423.21       | $26357099.91       | Agency Mortgage-Backed Securities  |
| GNMA GNHA ML CY5043 H     | 2073-10-20      | 6.3800%  |  | $168444.94         | $173208.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB5948 C     | 2054-03-20      | 8.0000%  |  | $838.89            | $925.43            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CU7836 C     | 2053-11-20      | 8.0000%  |  | $1672.30           | $1777.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CH7265 C     | 2044-11-20      | 4.0000%  |  | $368365.54         | $350832.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2336 | 2054-10-01      | 5.5000%  |  | $452612.30         | $469358.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  |  | $2818942.66        | $2978626.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  |  | $10981791.37       | $11707124.05       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CV6503 C     | 2053-04-20      | 5.5000%  |  | $1637.25           | $1680.85           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2520 | 2055-09-01      | 6.0000%  |  | $10549695.65       | $11098142.68       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6177 C     | 2055-01-20      | 6.0000%  |  | $2190555.05        | $2324623.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  |  | $9136596.84        | $7803022.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0528 | 2055-06-01      | 6.5000%  |  | $779686.54         | $817978.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0180 | 2055-04-01      | 7.0000%  |  | $271036.71         | $290048.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  |  | $13707262.17       | $14329201.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2921 | 2055-04-01      | 6.5000%  |  | $4897473.94        | $5171113.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $20121089.08       | $20770396.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  |  | $10207299.95       | $9924040.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0668 | 2049-07-01      | 2.5000%  |  | $1043343.89        | $915125.62         | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAN3609 | 2031-12-01      | 3.1400%  |  | $2755510.84        | $2622652.96        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG7415 C     | 2055-01-20      | 7.5000%  |  | $29914.53          | $32411.02          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  |  | $1796.12           | $1887.71           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $595098.31         | $494921.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6327 C     | 2055-11-20      | 6.5000%  |  | $5886832.81        | $6194512.05        | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.260 WNWN2707 | 2032-07-01      | 4.2600%  |  | $1760.35           | $1757.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  |  | $2060562.51        | $2126949.71        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6331 C     | 2055-11-20      | 7.5000%  |  | $7038600.98        | $7626042.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  |  | $11977516.64       | $12377685.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  |  | $26741999.58       | $28368840.23       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  |  | $34732117.16       | $36228654.62       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CR9729 C     | 2053-11-20      | 8.0000%  |  | $176283.53         | $192012.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CR9840 C     | 2053-01-20      | 7.5000%  |  | $339.99            | $366.92            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CQ0924 C     | 2053-01-20      | 7.5000%  |  | $514.91            | $556.72            | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL CL8179 H     | 2072-05-20      | 6.4840%  |  | $3333517.91        | $3521543.33        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CO8968 C     | 2052-12-20      | 7.0000%  |  | $267171.88         | $279145.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  |  | $51147.60          | $47359.43          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  |  | $465056.84         | $463734.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  |  | $27735451.63       | $28638240.58       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1954 | 2054-07-01      | 5.5000%  |  | $34648564.45       | $35668352.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3337 | 2055-12-01      | 6.0000%  |  | $4206318.30        | $4378920.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL1607 | 2047-04-01      | 3.0000%  |  | $5219506.13        | $4787106.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ6553 | 2055-10-01      | 6.5000%  |  | $1382824.85        | $1444987.90        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701432 X     | 2038-11-15      | 6.0000%  |  | $86178.21          | $90305.72          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5798 C     | 2055-11-20      | 6.5000%  |  | $267495.85         | $284096.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM9707 C     | 2065-10-20      | 7.0000%  |  | $204385.08         | $213663.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM9705 C     | 2065-11-20      | 7.0000%  |  | $1694.60           | $1771.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  |  | $17697390.84       | $18076881.88       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1556 | 2055-04-01      | 6.5000%  |  | $539860.16         | $573031.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5507 | 2055-02-01      | 5.5000%  |  | $4967123.69        | $5088298.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $4145745.93        | $4280689.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $547335.70         | $564886.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $10177083.13       | $8347677.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  |  | $439773.33         | $400105.77         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3500 | 2030-05-01      | 4.5300%  |  | $10957600.75       | $11185792.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2372 | 2053-05-01      | 6.5000%  |  | $1646697.04        | $1753692.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY1814 | 2053-05-01      | 5.5000%  |  | $713144.67         | $735811.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9551 | 2053-03-01      | 6.5000%  |  | $800863.28         | $856088.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9507 | 2053-03-01      | 5.5000%  |  | $679689.61         | $702781.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6880 | 2053-02-01      | 5.5000%  |  | $715779.06         | $749313.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5865 | 2052-08-01      | 4.5000%  |  | $1287422.64        | $1276305.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU9879 | 2052-01-01      | 2.5000%  |  | $22776579.88       | $19649909.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4555 | 2054-04-01      | 5.0000%  |  | $2054332.16        | $2084741.76        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS3869 | 2032-01-01      | 2.0000%  |  | $867.00            | $768.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  |  | $3185301.98        | $2717232.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6692 | 2055-08-01      | 5.5000%  |  | $840082.56         | $859855.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9463 | 2054-12-01      | 4.5000%  |  | $1658943.77        | $1650284.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2972 | 2053-11-01      | 7.0000%  |  | $666.66            | $715.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2897 | 2045-09-01      | 3.5000%  |  | $9627325.56        | $9174279.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9089 | 2054-06-01      | 6.5000%  |  | $5620321.89        | $5906866.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6535 | 2054-06-01      | 7.0000%  |  | $596916.85         | $641281.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8387 | 2054-11-01      | 4.5000%  |  | $113834.21         | $112634.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0152 | 2040-06-01      | 6.0000%  |  | $48.37             | $51.42             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2083 C     | 2065-04-20      | 6.5000%  |  | $3754563.25        | $3923295.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA8506 | 2054-01-01      | 7.0000%  |  | $1260606.31        | $1352310.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  |  | $22526621.93       | $24267914.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3812 | 2053-01-01      | 4.5000%  |  | $873680.00         | $862942.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1101 | 2051-07-01      | 2.0000%  |  | $68904.87          | $56846.70          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4286 C     | 2054-11-20      | 7.5000%  |  | $3137603.26        | $3385718.66        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4277 C     | 2054-10-20      | 7.5000%  |  | $8863453.83        | $9564358.03        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE0352 C     | 2054-07-20      | 7.5000%  |  | $1680.36           | $1828.89           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD5433 C     | 2064-08-20      | 7.0000%  |  | $4991432.43        | $5218259.75        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD5344 C     | 2064-08-20      | 7.0000%  |  | $677024.63         | $707790.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD5333 C     | 2064-08-20      | 7.0000%  |  | $285.07            | $298.02            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DC8557 C     | 2064-08-20      | 7.0000%  |  | $11200995.55       | $11710006.11       | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL DC8276 H     | 2074-08-20      | 6.4400%  |  | $2728625.62        | $2883536.06        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB0446 C     | 2054-02-20      | 7.3750%  |  | $208277.01         | $229584.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1470 C     | 2054-08-20      | 7.5000%  |  | $777.94            | $841.02            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ1526 C     | 2065-04-20      | 6.5000%  |  | $1610519.39        | $1682895.59        | Agency Mortgage-Backed Securities  |
| GNMA GNHA ML CY5061 H     | 2073-11-20      | 6.4020%  |  | $368258.60         | $379986.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CW2456 C     | 2053-08-20      | 7.5000%  |  | $203.32            | $220.29            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CW2366 C     | 2053-07-20      | 7.5000%  |  | $416.61            | $450.43            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CV9373 C     | 2053-07-20      | 6.5000%  |  | $738.18            | $779.47            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CV7900 C     | 2053-07-20      | 5.5000%  |  | $822.85            | $851.87            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS5072 C     | 2053-01-20      | 7.5000%  |  | $552.01            | $590.09            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS4292 C     | 2053-06-20      | 5.5000%  |  | $1225.83           | $1258.48           | Agency Mortgage-Backed Securities  |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $85.00             | $87.41             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $6070530.00        | $6080619.76        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $2550.00           | $2629.53           | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  |  | $3780.92           | $3798.94           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  |  | $85.00             | $86.52             | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $255.00            | $262.98            | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  |  | $3044988.33        | $3042824.05        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  |  | $93.41             | $94.48             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $21113405.00       | $21231770.00       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $425.00            | $205.66            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $170.00            | $154.17            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $18366885.00       | $15047187.23       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $85.00             | $88.03             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $3015554.87        | $3045730.02        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $170.00            | $175.53            | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  |  | $941.03            | $930.62            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $21033760.00       | $21336729.35       | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $779789.94         | $768241.41         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $1372240.00        | $1362932.19        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $15218910.00       | $15134839.40       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $531590.00         | $519276.38         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $85.00             | $63.07             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $5394780.00        | $3074599.76        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $1045075.00        | $683399.87         | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $3859255.00        | $3087321.69        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $85.00             | $86.96             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $170.00            | $160.69            | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29        | 2029-05-15      | 0.0000%  |  | $2904.78           | $2570.31           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $85.00             | $85.36             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $1700.00           | $1725.02           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $456535.00         | $463253.76         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $120700.00         | $123962.22         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $85.00             | $86.90             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $85.00             | $85.35             | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $904485.00         | $926807.59         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $175.37            | $180.67            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $285600.00         | $295515.36         | U.S. Treasuries (including strips) |

### Security 200: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  3.830%, 1/2/2026
- **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):** $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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  |  | $21150.72          | $21938.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0517 | 2035-11-01      | 5.5000%  |  | $27852.77          | $29235.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  |  | $5452.50           | $5554.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $3809.89           | $3878.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $7346.10           | $7576.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4916 | 2053-02-01      | 4.0000%  |  | $17809.78          | $17074.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0896 | 2051-12-01      | 3.0000%  |  | $71967.17          | $64684.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM9192 | 2050-06-01      | 5.0000%  |  | $195152.65         | $199140.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8677 | 2050-07-01      | 3.5000%  |  | $32697.30          | $30894.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  |  | $2984.08           | $3135.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8996 | 2051-09-01      | 3.5000%  |  | $9521.30           | $8937.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7475 | 2050-10-01      | 4.5000%  |  | $253852.76         | $252760.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM7464 | 2040-06-01      | 4.5000%  |  | $5920.86           | $6005.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  |  | $169458.25         | $146431.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIFA0193 | 2039-12-01      | 5.0000%  |  | $1409.45           | $1442.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0795 | 2050-02-01      | 3.0000%  |  | $98832.63          | $90706.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  |  | $16951.62          | $17029.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  |  | $42734.63          | $42506.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  |  | $53927.05          | $55828.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  |  | $98522.31          | $99165.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $17907.84          | $18345.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  |  | $37686.47          | $38123.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI4891 | 2041-06-01      | 4.5000%  |  | $156617.23         | $158418.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255900 | 2035-10-01      | 6.0000%  |  | $670.56            | $712.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8115 | 2050-12-01      | 3.0000%  |  | $103967.77         | $93197.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4976 | 2054-02-01      | 5.5000%  |  | $119043.26         | $121495.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  |  | $20984.23          | $21538.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2670 | 2052-06-01      | 3.5000%  |  | $26867.37          | $25354.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0136 | 2049-10-01      | 3.0000%  |  | $759234.69         | $683185.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6609 | 2026-09-01      | 4.5000%  |  | $71.31             | $71.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL4444 | 2042-12-01      | 4.0000%  |  | $13214.68          | $12977.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $19454.02          | $18121.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU6735 | 2043-10-01      | 3.0000%  |  | $34885.33          | $32268.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  |  | $5590.54           | $4613.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1339 | 2049-08-01      | 3.0000%  |  | $176571.59         | $161154.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9969 | 2048-05-01      | 4.0000%  |  | $640.33            | $618.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBN5296 | 2034-02-01      | 4.0000%  |  | $2173.33           | $2184.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6191 | 2045-11-01      | 3.5000%  |  | $2233.00           | $2129.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $105851.42         | $86388.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $120097.74         | $102966.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT2415 | 2051-07-01      | 2.5000%  |  | $628291.97         | $538347.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  |  | $4511.01           | $4044.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9447 | 2053-12-01      | 6.0000%  |  | $197851.07         | $204805.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  |  | $14989.17          | $15323.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $89735.82          | $77039.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE5474 | 2052-07-01      | 4.0000%  |  | $34024.47          | $32598.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8524 | 2052-09-01      | 5.0000%  |  | $320515.53         | $322645.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  |  | $603218.59         | $543104.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  |  | $8961.41           | $7775.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTBM1258 | 2037-03-01      | 3.5000%  |  | $971.41            | $949.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $48734.91          | $46684.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $187.60            | $192.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  |  | $25225.92          | $23432.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2018 | 2050-03-01      | 4.5000%  |  | $55037.27          | $54412.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4678 | 2052-09-01      | 5.0000%  |  | $12432.58          | $12728.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  |  | $251.70            | $225.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7550 | 2052-02-01      | 3.0000%  |  | $17155.59          | $15584.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  |  | $423327.33         | $422399.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $2974283.02        | $3041377.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0289 | 2055-04-01      | 6.5000%  |  | $848007.92         | $891228.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  |  | $3617.01           | $3723.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5373 | 2039-05-01      | 4.5000%  |  | $2518.20           | $2532.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  |  | $871868.13         | $879419.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $53111.11          | $45625.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  |  | $146239.55         | $125748.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $228026.90         | $220198.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $58.82             | $58.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $1513484.10        | $1297060.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  |  | $567.21            | $566.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAA4392 | 2039-04-01      | 4.0000%  |  | $2652.67           | $2634.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0920 | 2037-08-01      | 5.5000%  |  | $4327.52           | $4547.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL994459 | 2038-11-01      | 6.0000%  |  | $223.25            | $232.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL940624 | 2037-08-01      | 6.0000%  |  | $1079.53           | $1147.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1866 | 2051-10-01      | 2.5000%  |  | $13997.46          | $12066.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  |  | $3366.83           | $3020.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  |  | $1770.21           | $1794.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2472 | 2048-10-01      | 4.0000%  |  | $1469.49           | $1421.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8475 | 2052-04-01      | 3.0000%  |  | $1594291.94        | $1437592.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  |  | $145352.06         | $131404.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $1951.59           | $1667.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV0902 | 2052-01-01      | 2.5000%  |  | $34595.70          | $29589.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1114 | 2051-10-01      | 2.5000%  |  | $6030466.71        | $5227258.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  |  | $16884.07          | $14691.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  |  | $2206619.58        | $1909234.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0715 | 2051-01-01      | 2.0000%  |  | $18945.98          | $15722.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $58518.05          | $52700.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM3118 | 2041-07-01      | 6.0000%  |  | $60418.14          | $64220.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL906734 | 2037-01-01      | 6.0000%  |  | $491.74            | $518.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CI890805 | 2031-03-01      | 4.0000%  |  | $14.08             | $14.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888352 | 2037-05-01      | 5.5000%  |  | $76435.98          | $80331.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8849 | 2052-07-01      | 3.0000%  |  | $35426.37          | $31605.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8879 | 2054-09-01      | 5.5000%  |  | $358468.54         | $369018.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7361 | 2050-06-01      | 5.0000%  |  | $573799.28         | $584767.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6380 | 2052-02-01      | 2.5000%  |  | $2208.45           | $1883.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3628 | 2052-11-01      | 5.5000%  |  | $7832.09           | $8229.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL912497 | 2037-03-01      | 6.0000%  |  | $3220.69           | $3428.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9256 | 2048-06-01      | 4.0000%  |  | $29416.53          | $28581.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH9360 | 2047-10-01      | 4.0000%  |  | $13181.15          | $12780.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4384 | 2055-10-01      | 6.0000%  |  | $1074050.11        | $1118768.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  |  | $146745.15         | $147607.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7307 | 2054-01-01      | 6.5000%  |  | $7608.94           | $7952.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  |  | $35396.90          | $32222.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $1079517.83        | $980169.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0629 | 2052-02-01      | 3.0000%  |  | $4918.80           | $4450.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0439 | 2052-01-01      | 2.5000%  |  | $43190.99          | $37362.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0408 | 2052-01-01      | 3.0000%  |  | $169393.02         | $153506.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL835751 | 2035-08-01      | 4.5000%  |  | $3580.67           | $3630.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL825392 | 2035-06-01      | 5.5000%  |  | $10716.36          | $10922.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL810049 | 2035-03-01      | 5.5000%  |  | $829.48            | $845.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL795887 | 2034-09-01      | 6.0000%  |  | $21121.66          | $21780.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2127 | 2043-04-01      | 3.0000%  |  | $100556.31         | $93364.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR7399 | 2043-06-01      | 3.0000%  |  | $18602.79          | $17209.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7660 | 2045-11-01      | 4.5000%  |  | $4812.03           | $4851.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  |  | $34.39             | $34.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL2617 | 2040-10-01      | 6.0000%  |  | $2927.80           | $3112.07           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 5.0177%  |  | $9823349.38        | $9865925.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 5.0677%  |  | $8948921.13        | $8973114.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-155 GD     | 2052-07-20      | 4.0000%  |  | $5747313.73        | $5689193.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 4.9777%  |  | $165759.31         | $165897.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 KF     | 2052-02-20      | 4.0000%  |  | $7070044.50        | $6442805.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  |  | $4074592.10        | $3561461.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $777814.65         | $673371.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE     | 2054-05-20      | 5.0177%  |  | $2227311.44        | $2235889.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 VF     | 2055-07-20      | 4.9177%  |  | $1780045.64        | $1788726.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 5.0177%  |  | $2162632.16        | $2171877.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-72 YF      | 2048-12-20      | 4.5000%  |  | $4197551.50        | $4015402.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-48 CF      | 2048-04-20      | 4.4484%  |  | $15975532.50       | $15174682.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.1484%  |  | $1618452.98        | $1581844.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.2484%  |  | $2405846.05        | $2367323.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.1487%  |  | $453594.41         | $445983.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-055 FC     | 2050-04-20      | 3.5000%  |  | $7889224.75        | $7034414.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB     | 2052-02-20      | 3.0000%  |  | $1971986.28        | $1722482.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE     | 2053-03-20      | 4.8177%  |  | $6425346.63        | $6421652.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  |  | $1558162.73        | $1299434.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  |  | $875000.00         | $912345.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 DB     | 2053-07-20      | 6.0000%  |  | $625000.00         | $654861.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 4.9677%  |  | $4848996.88        | $4862389.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $602909.01         | $521728.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $500000.00         | $520817.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.1484%  |  | $2340133.55        | $2271898.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 4.9677%  |  | $1448391.85        | $1455155.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 5.0677%  |  | $10700409.75       | $10759876.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-127 FC     | 2054-08-20      | 5.1677%  |  | $8269015.50        | $8307301.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 LD     | 2053-11-20      | 6.5000%  |  | $1194540.00        | $1263192.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $1964553.12        | $1866783.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.2484%  |  | $1333956.10        | $1307357.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 4.9177%  |  | $5030830.50        | $5038264.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-170 FA     | 2053-11-20      | 5.1677%  |  | $5631747.75        | $5688701.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 4.9677%  |  | $5880049.95        | $5895966.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF     | 2053-07-20      | 4.9677%  |  | $381607.13         | $383110.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-168 KD     | 2054-04-20      | 4.5000%  |  | $573319.30         | $566031.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FB     | 2054-05-20      | 5.2177%  |  | $5742136.88        | $5784567.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $375000.00         | $392628.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $22764000.00       | $23674651.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $1250000.00        | $1308752.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 4.9977%  |  | $4757021.74        | $4780231.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 BL     | 2053-07-20      | 6.0000%  |  | $625000.00         | $654870.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-098 JB     | 2053-07-20      | 6.0000%  |  | $750000.00         | $785906.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  |  | $1000000.00        | $1047761.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $500000.00         | $523771.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-097 CB     | 2053-07-20      | 6.0000%  |  | $750000.00         | $781818.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 5.0677%  |  | $7041584.25        | $7076175.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 DF     | 2053-05-20      | 4.9177%  |  | $6853452.13        | $6852270.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 4.8677%  |  | $242647.23         | $242247.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 4.7677%  |  | $824697.70         | $819796.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 FB     | 2053-02-20      | 5.2677%  |  | $2336866.17        | $2328583.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 NF     | 2053-08-20      | 4.9177%  |  | $571331.51         | $573429.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF     | 2052-02-20      | 3.0000%  |  | $17317786.50       | $15122682.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 4.9677%  |  | $12139822.50       | $12230857.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.3177%  |  | $2073632.45        | $2094380.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FE     | 2055-05-20      | 4.9177%  |  | $12073155.25       | $12147485.02       | Agency Collateralized Mortgage Obligation |

### Security 201: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  3.860%, 1/2/2026
- **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):** $354687500.00
- **C.18.a - Value (excl. sponsor support):** $354687500.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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       | $42420700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42420700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42420700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42420700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42420700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42420700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $25000000.00       | $21210350.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43500000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43500000.00       | Agency Debentures and Agency Strips |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.080%, 1/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1724000000.00
- **C.18.a - Value (excl. sponsor support):** $1724000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** 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 04.000 CLSL1425 | 2054-11-01      | 4.0000%  |  | $1696.38           | $1626.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  |  | $201877.79         | $203732.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL5959 | 2043-12-01      | 5.0000%  |  | $64.89             | $67.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  |  | $137.20            | $134.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $140.90            | $131.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  |  | $53.43             | $55.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  |  | $62.41             | $63.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  |  | $67.22             | $69.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  |  | $24.99             | $24.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  |  | $25655.86          | $27020.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555967 | 2033-11-01      | 5.5000%  |  | $110712.67         | $114351.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL0917 | 2054-05-01      | 4.5000%  |  | $772.10            | $762.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0655 | 2055-03-01      | 6.0000%  |  | $756.51            | $784.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  |  | $688800.25         | $708261.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0284 | 2055-02-01      | 5.5000%  |  | $816.69            | $834.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  |  | $829.15            | $838.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ9975 | 2055-12-01      | 6.0000%  |  | $907.92            | $942.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9713 | 2055-12-01      | 5.0000%  |  | $861.16            | $865.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ9894 | 2055-10-01      | 6.0000%  |  | $1326609.33        | $1371829.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $817.14            | $819.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  |  | $769.24            | $773.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  |  | $9929.66           | $10115.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  |  | $681.03            | $686.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  |  | $250678.98         | $260292.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $646.22            | $662.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $752912.88         | $758421.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  |  | $87902.26          | $85793.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA3910 | 2035-01-01      | 2.0000%  |  | $279.79            | $262.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $16082286.04       | $13093612.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  |  | $46918.59          | $44143.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3304 | 2048-03-01      | 3.0000%  |  | $29804.53          | $26978.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3250 | 2028-01-01      | 3.0000%  |  | $35.96             | $35.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $100852.46         | $95764.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  |  | $27335.15          | $27119.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7075 | 2049-07-01      | 4.0000%  |  | $37995.35          | $36920.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC4807 | 2039-10-01      | 4.5000%  |  | $8.00              | $8.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GL932168 | 2039-09-01      | 4.0000%  |  | $83980.29          | $83482.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL906131 | 2037-01-01      | 6.0000%  |  | $5.26              | $5.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  |  | $79.58             | $77.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  |  | $24412.96          | $21874.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5449 | 2049-05-01      | 4.0000%  |  | $322.16            | $308.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM6264 | 2036-02-01      | 3.0000%  |  | $405.24            | $395.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $378.15            | $339.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1028 | 2049-06-01      | 3.5000%  |  | $73.56             | $69.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4135 | 2051-02-01      | 3.5000%  |  | $862.00            | $814.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4126 | 2051-09-01      | 3.0000%  |  | $31250054.11       | $28247580.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA4123 | 2052-05-01      | 2.5000%  |  | $882.69            | $753.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $192076.17         | $198367.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1737 | 2054-08-01      | 5.0000%  |  | $9888277.04        | $9921903.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  |  | $809.77            | $627.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9688 | 2056-01-01      | 5.0000%  |  | $882.69            | $885.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  |  | $26831970.41       | $28086713.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $819.71            | $843.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2469 | 2054-09-01      | 6.5000%  |  | $697.65            | $737.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $818.56            | $837.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1530 | 2054-05-01      | 6.5000%  |  | $664.07            | $703.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $12461036.50       | $12722348.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1505 | 2054-05-01      | 5.0000%  |  | $12871664.69       | $13020933.10       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0947 | 2054-02-01      | 6.5000%  |  | $12300000.01       | $12999829.02       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  |  | $644.30            | $674.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $10363.68          | $10668.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  |  | $658.89            | $693.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0852 | 2054-02-01      | 6.5000%  |  | $720.62            | $769.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3604 | 2052-05-01      | 2.0000%  |  | $882.69            | $731.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3391 | 2055-11-01      | 6.0000%  |  | $847.70            | $877.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3335 | 2052-03-01      | 2.0000%  |  | $858.13            | $697.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8669 | 2055-11-01      | 5.0000%  |  | $877.36            | $885.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7390 | 2055-10-01      | 5.5000%  |  | $6711.71           | $6919.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  |  | $876.44            | $896.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6866 | 2055-10-01      | 5.5000%  |  | $860.43            | $882.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  |  | $79.54             | $78.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4872 | 2053-06-01      | 5.5000%  |  | $25671756.81       | $26439299.54       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $45967.79          | $43193.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7819 | 2051-12-01      | 2.0000%  |  | $585.06            | $486.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  |  | $334741.07         | $336552.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  |  | $511500.49         | $548516.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  |  | $799.49            | $808.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  |  | $786.70            | $736.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1463 | 2055-11-01      | 6.5000%  |  | $860.16            | $917.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9338 | 2055-11-01      | 5.5000%  |  | $4399076.43        | $4540055.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4119 | 2050-08-01      | 3.5000%  |  | $882.69            | $832.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA0004 | 2055-12-01      | 6.0000%  |  | $861.31            | $893.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3987 | 2056-01-01      | 5.5000%  |  | $21214606.14       | $21923796.27       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4131 | 2055-05-01      | 6.5000%  |  | $783.88            | $825.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  |  | $12744696.16       | $13069027.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $860.37            | $895.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $877.75            | $894.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4997 | 2055-10-01      | 5.5000%  |  | $2213237.81        | $2260705.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2775 | 2055-08-01      | 6.5000%  |  | $817.58            | $863.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2645 | 2056-01-01      | 6.5000%  |  | $862.00            | $904.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3692 | 2048-07-01      | 3.5000%  |  | $882.69            | $846.89            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5916 | 2030-12-01      | 3.8300%  |  | $19414826.00       | $19255520.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  |  | $25677.62          | $25025.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  |  | $162622702.08      | $167009178.38      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0508 | 2055-08-01      | 6.0000%  |  | $857.53            | $903.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $859.81            | $905.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5129 | 2055-10-01      | 6.0000%  |  | $34026896.87       | $35582572.56       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3527 | 2048-04-01      | 3.5000%  |  | $882.69            | $828.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1365 | 2055-12-01      | 5.5000%  |  | $868.90            | $898.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1404 | 2055-11-01      | 6.0000%  |  | $857.71            | $901.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  |  | $673.86            | $630.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $654.86            | $647.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $685.08            | $690.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  |  | $581533.20         | $543475.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  |  | $630.88            | $547.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS6639 | 2053-12-01      | 4.5000%  |  | $5254.27           | $5174.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $709.61            | $730.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  |  | $48382.96          | $45069.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  |  | $82.79             | $77.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $545.91            | $452.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  |  | $608.79            | $629.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  |  | $209.13            | $190.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $8795.94           | $9021.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $79369.81          | $81322.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $244.72            | $233.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  |  | $155002.11         | $152487.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  |  | $120.03            | $116.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  |  | $452.09            | $485.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  |  | $459.87            | $437.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1951 | 2048-07-01      | 4.0000%  |  | $79120.05          | $76886.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5679 | 2053-08-01      | 5.5000%  |  | $197637.28         | $202095.64         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $21.10             | $21.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB4275 | 2027-01-01      | 3.0000%  |  | $5.26              | $5.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1551 | 2048-04-01      | 4.0000%  |  | $79.07             | $76.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  |  | $549.44            | $450.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $276.52            | $264.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8479 | 2047-01-01      | 3.0000%  |  | $251.11            | $228.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $12386.47          | $10126.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $25352184.89       | $26439286.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CKMA0185 | 2039-08-01      | 5.5000%  |  | $63298.85          | $64230.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  |  | $615.09            | $503.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $31739576.66       | $25958265.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $124619904.46      | $107041311.48      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5584 | 2052-05-01      | 3.5000%  |  | $699.80            | $658.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  |  | $120522.94         | $115359.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  |  | $161691.18         | $138519.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  |  | $718.15            | $707.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  |  | $344.25            | $329.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  |  | $62.01             | $61.01             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18492 G | 2029-01-01      | 3.0000%  |  | $46.49             | $46.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  |  | $847209.19         | $914594.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  |  | $42274.56          | $34769.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  |  | $635.63            | $592.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3723 | 2055-03-01      | 5.5000%  |  | $24827116.09       | $25489263.54       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4554 | 2055-07-01      | 5.5000%  |  | $845.40            | $870.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1900 | 2055-10-01      | 5.0000%  |  | $860.11            | $866.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5002 | 2055-10-01      | 6.0000%  |  | $1691.84           | $1769.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $855.56            | $909.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7179 | 2055-11-01      | 5.5000%  |  | $860.51            | $880.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3180 | 2055-06-01      | 5.0000%  |  | $872.00            | $886.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0698 | 2055-11-01      | 5.0000%  |  | $876.65            | $887.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8061 | 2055-12-01      | 5.0000%  |  | $4816987.02        | $4865742.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2439 | 2056-01-01      | 5.5000%  |  | $862.00            | $883.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4133 | 2051-04-01      | 3.5000%  |  | $882.69            | $835.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  |  | $99983.27          | $104843.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3056 | 2054-12-01      | 5.0000%  |  | $9883967.76        | $9998638.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4351 | 2055-06-01      | 5.0000%  |  | $6252640.57        | $6324224.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1051 | 2054-10-01      | 5.5000%  |  | $831.17            | $860.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  |  | $845.73            | $807.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1598 | 2055-05-01      | 5.0000%  |  | $854.28            | $865.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  |  | $2440.65           | $2508.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1755 | 2055-07-01      | 6.0000%  |  | $10455615.36       | $10819272.11       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $860.02            | $900.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  |  | $27270335.52       | $27804924.99       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5143 | 2055-10-01      | 4.5000%  |  | $880.46            | $868.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6481 | 2055-10-01      | 5.5000%  |  | $38231.31          | $39370.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  |  | $221825.81         | $231965.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0824 | 2055-02-01      | 5.0000%  |  | $11687900.00       | $11727658.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  |  | $614169.23         | $508135.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA4139 | 2052-04-01      | 2.0000%  |  | $882.69            | $724.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  |  | $518.50            | $448.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  |  | $844.55            | $882.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  |  | $22276.63          | $22383.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $103.95            | $93.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $356.51            | $332.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0093 | 2053-10-01      | 6.0000%  |  | $686.86            | $714.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8119 | 2054-11-01      | 5.0000%  |  | $8174508.90        | $8255744.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1041 | 2054-12-01      | 4.5000%  |  | $14880699.87       | $14608457.47       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $86646047.61       | $89116528.56       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4781 | 2055-09-01      | 6.0000%  |  | $953.64            | $1002.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2875 | 2056-01-01      | 5.0000%  |  | $862.00            | $866.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4695 | 2055-08-01      | 6.0000%  |  | $865.12            | $894.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  |  | $882.69            | $866.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2511 | 2055-09-01      | 5.5000%  |  | $31607202.77       | $32593105.17       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5582 | 2055-12-01      | 5.5000%  |  | $882.69            | $902.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8834 | 2055-11-01      | 6.5000%  |  | $861.37            | $908.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  |  | $50182385.84       | $51520766.78       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0880 | 2055-12-01      | 5.0000%  |  | $862.00            | $866.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3171 | 2056-01-01      | 5.5000%  |  | $868.90            | $886.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0267 | 2051-04-01      | 2.0000%  |  | $26289.78          | $21658.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $728.17            | $733.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2962 | 2037-04-01      | 3.5000%  |  | $126.50            | $123.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9765 | 2053-06-01      | 5.5000%  |  | $646.67            | $662.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2469 | 2055-09-01      | 5.5000%  |  | $4224025.61        | $4365206.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1045 | 2055-01-01      | 6.0000%  |  | $822.67            | $852.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL2693 | 2051-01-01      | 3.5000%  |  | $861.18            | $815.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0834 | 2055-08-01      | 5.0000%  |  | $860.71            | $865.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8472 | 2054-05-01      | 6.0000%  |  | $535.32            | $553.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $683.45            | $699.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  |  | $59309.81          | $58378.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $726.31            | $720.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $698.47            | $689.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $107765.84         | $106656.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4117 | 2052-07-01      | 3.5000%  |  | $715.58            | $666.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $524115.57         | $488219.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $669.69            | $628.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  |  | $34501.49          | $29423.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $14910559.18       | $14414802.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  |  | $672.35            | $626.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $96561.10          | $91678.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $658.04            | $562.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3515 | 2052-05-01      | 3.5000%  |  | $88704.47          | $82850.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $557.20            | $590.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  |  | $74637.49          | $66551.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  |  | $664.45            | $568.82            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5767 | 2030-12-01      | 4.2500%  |  | $41720800.00       | $42148007.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $690.49            | $704.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  |  | $117114.61         | $119808.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  |  | $540.20            | $566.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $673.85            | $677.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX3515 | 2055-10-01      | 6.0000%  |  | $860.14            | $889.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  |  | $693.10            | $664.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  |  | $728.46            | $720.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAT5931 | 2028-06-01      | 2.5000%  |  | $38.19             | $37.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  |  | $531.55            | $436.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  |  | $343.21            | $350.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4936 | 2055-11-01      | 6.5000%  |  | $861.19            | $911.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3870 | 2055-10-01      | 6.0000%  |  | $860.34            | $899.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3820 | 2055-12-01      | 5.0000%  |  | $868.90            | $871.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1056 | 2055-10-01      | 5.5000%  |  | $860.04            | $879.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0454 | 2055-10-01      | 6.0000%  |  | $860.21            | $894.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9766 | 2055-09-01      | 5.5000%  |  | $858.73            | $878.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7020 | 2055-04-01      | 6.0000%  |  | $694.46            | $725.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  |  | $687.69            | $718.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  |  | $849.05            | $888.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  |  | $544.51            | $585.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $254.29            | $249.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  |  | $409965.74         | $428457.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  |  | $22.58             | $23.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  |  | $27.69             | $28.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $129809.88         | $132718.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2143 | 2045-07-01      | 3.5000%  |  | $249038.13         | $237723.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $47.54             | $47.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $189.85            | $176.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $603.99            | $550.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  |  | $397803.13         | $362327.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $34131208.13       | $27970889.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  |  | $424.25            | $405.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  |  | $569.04            | $466.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $529.29            | $436.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $26078.74          | $21371.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $68920785.20       | $56523980.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  |  | $303.20            | $270.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  |  | $269.84            | $262.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  |  | $70555.60          | $68226.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $164080.75         | $148357.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  |  | $184.74            | $174.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  |  | $69125.41          | $69907.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $164.13            | $165.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4133 | 2052-03-01      | 2.5000%  |  | $663.31            | $565.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $569.52            | $486.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5577 | 2055-02-01      | 6.0000%  |  | $850.35            | $877.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5036 | 2054-10-01      | 6.0000%  |  | $750.01            | $788.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4989 | 2054-10-01      | 5.5000%  |  | $25849899.54       | $26769544.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $569.82            | $590.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  |  | $475.84            | $424.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT6598 | 2052-02-01      | 2.0000%  |  | $44328.34          | $36022.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $611.71            | $506.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBV6015 | 2055-08-01      | 7.0000%  |  | $651.70            | $689.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  |  | $15449.99          | $15412.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $154.75            | $150.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  |  | $471991.53         | $471871.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  |  | $33673.34          | $33308.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  |  | $6.13              | $6.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  |  | $27098.41          | $27353.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  |  | $241.91            | $231.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3118 | 2055-10-01      | 6.0000%  |  | $848.02            | $882.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  |  | $879.30            | $886.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5518 | 2055-10-01      | 5.5000%  |  | $33723.26          | $34472.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $824.50            | $786.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.700 CA905475 | 2036-11-01      | 5.7000%  |  | $38385.93          | $38971.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL891434 | 2036-03-01      | 5.0000%  |  | $21.91             | $22.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888538 | 2037-01-01      | 5.5000%  |  | $7.45              | $7.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL883993 | 2036-04-01      | 6.5000%  |  | $4.53              | $4.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1672 | 2055-12-01      | 5.0000%  |  | $881.92            | $896.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0690 | 2055-07-01      | 5.0000%  |  | $845.41            | $853.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6178 | 2055-10-01      | 6.0000%  |  | $1028118.58        | $1072456.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5181 | 2055-10-01      | 5.5000%  |  | $852.74            | $869.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4961 | 2055-10-01      | 5.5000%  |  | $14478608.72       | $14768113.32       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $26669.68          | $27792.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $860.31            | $911.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3230 | 2055-09-01      | 6.0000%  |  | $847.25            | $881.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5154 | 2055-02-01      | 5.5000%  |  | $29998045.15       | $30641423.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0163 | 2034-11-01      | 6.0000%  |  | $17.70             | $18.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  |  | $247977088.38      | $248820623.86      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  |  | $825.76            | $841.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  |  | $12536465.56       | $12848013.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $1567931.41        | $1618528.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0527 | 2055-06-01      | 6.0000%  |  | $30704405.89       | $31699842.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9098 | 2054-09-01      | 5.0000%  |  | $760.96            | $767.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $388013.21         | $330526.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5843 | 2052-10-01      | 4.0000%  |  | $726.44            | $696.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5625 | 2053-08-01      | 5.0000%  |  | $340965.45         | $346869.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  |  | $31268.93          | $29127.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  |  | $100832660.48      | $105986520.25      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4687 | 2053-05-01      | 5.5000%  |  | $711.85            | $728.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  |  | $3780.60           | $3758.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  |  | $130578.05         | $116235.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  |  | $44741.80          | $42593.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFM9827 | 2041-03-01      | 2.0000%  |  | $580.88            | $513.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  |  | $769.34            | $786.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5492 | 2055-12-01      | 5.0000%  |  | $881.86            | $887.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5194 | 2055-11-01      | 5.0000%  |  | $1763.47           | $1782.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5110 | 2055-10-01      | 6.5000%  |  | $859.05            | $900.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5057 | 2055-10-01      | 4.5000%  |  | $4076044.65        | $4039633.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $103740.90         | $99853.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  |  | $9561.31           | $8882.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS9321 | 2032-03-01      | 2.5000%  |  | $22402.68          | $21682.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $314.09            | $297.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $231.86            | $222.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $187.59            | $177.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $28.90             | $28.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  |  | $162547.09         | $155675.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  |  | $98229.89          | $90095.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9438 | 2031-09-01      | 3.5000%  |  | $112.45            | $111.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  |  | $127.35            | $123.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $127.33            | $131.22            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61553 G | 2048-08-01      | 4.5000%  |  | $127.09            | $127.04            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC U79024 G | 2028-09-01      | 3.0000%  |  | $36.28             | $36.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6536 | 2054-10-01      | 5.5000%  |  | $14202069.03       | $14536092.22       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1768 | 2037-07-01      | 2.0000%  |  | $889.58            | $825.61            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $141.29            | $147.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  |  | $1117791.17        | $1168893.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4616 | 2055-08-01      | 5.0000%  |  | $875.88            | $884.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4601 | 2055-08-01      | 6.5000%  |  | $739.59            | $773.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  |  | $995.95            | $1052.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3661 | 2055-03-01      | 6.5000%  |  | $22335282.83       | $23539526.83       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4393 | 2055-06-01      | 6.0000%  |  | $796.63            | $824.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4381 | 2055-06-01      | 6.0000%  |  | $854.58            | $896.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  |  | $24259793.05       | $24946862.73       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3313 | 2055-01-01      | 6.5000%  |  | $711.70            | $753.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3282 | 2055-02-01      | 6.0000%  |  | $669.62            | $691.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  |  | $723.84            | $748.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $949318.98         | $959614.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2773 | 2055-08-01      | 6.5000%  |  | $835.08            | $871.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3546 | 2050-12-01      | 5.5000%  |  | $882.69            | $904.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2459 | 2055-07-01      | 5.5000%  |  | $828.19            | $847.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2155 | 2055-07-01      | 6.0000%  |  | $844.34            | $884.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1834 | 2054-06-01      | 5.5000%  |  | $820.62            | $842.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1831 | 2055-05-01      | 6.5000%  |  | $756.27            | $795.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8813 | 2056-01-01      | 5.0000%  |  | $862.00            | $869.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8805 | 2056-01-01      | 5.5000%  |  | $862.00            | $880.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8393 | 2055-12-01      | 5.0000%  |  | $862.00            | $870.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  |  | $676.91            | $685.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $851.96            | $939.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3169 | 2055-12-01      | 5.0000%  |  | $868.90            | $872.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2982 | 2056-01-01      | 5.0000%  |  | $862.00            | $868.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2925 | 2056-01-01      | 5.0000%  |  | $862.00            | $869.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2385 | 2056-01-01      | 5.5000%  |  | $862.00            | $881.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2354 | 2055-11-01      | 5.0000%  |  | $882.69            | $886.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2137 | 2056-01-01      | 5.0000%  |  | $862.00            | $865.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2025 | 2055-12-01      | 5.0000%  |  | $862.00            | $865.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA1876 | 2055-12-01      | 6.5000%  |  | $862.00            | $913.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1560 | 2055-12-01      | 5.0000%  |  | $2540581.22        | $2552368.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1548 | 2055-12-01      | 5.5000%  |  | $882.69            | $901.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8707 | 2054-06-01      | 6.0000%  |  | $22305.11          | $23199.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $5616.86           | $5927.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0657 | 2055-12-01      | 5.0000%  |  | $862.00            | $866.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0150 | 2055-12-01      | 5.5000%  |  | $861.60            | $885.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0141 | 2055-12-01      | 5.5000%  |  | $909.32            | $930.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIRR0033 | 2040-10-01      | 5.5000%  |  | $810.45            | $835.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIRR0024 | 2040-09-01      | 4.5000%  |  | $830.58            | $835.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  |  | $882.69            | $899.99            | Agency Mortgage-Backed Securities         |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 5.0742%  |  | $15462630.22       | $15533954.66       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068CV R25F068 | 2036-08-25      | 5.0000%  |  | $2599861.00        | $2609508.21        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 5.0742%  |  | $6370418.83        | $6399223.94        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.9242%  |  | $2735331.80        | $2743878.89        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.3983%  |  | $10950406.78       | $10735590.60       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.4483%  |  | $7213243.41        | $7090445.41        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.5483%  |  | $1841752.61        | $1817317.12        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007BD R25F007 | 2052-02-25      | 5.0000%  |  | $13944149.38       | $14036887.27       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.3742%  |  | $10047570.93       | $10141763.88       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 5.0242%  |  | $14669202.05       | $14732857.07       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.9742%  |  | $6079044.78        | $6090978.13        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.9742%  |  | $16024034.78       | $16056355.76       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.9242%  |  | $15747236.84       | $15748743.84       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.8742%  |  | $7107135.78        | $7146320.02        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 5.0242%  |  | $23865365.45       | $23976348.11       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 5.0742%  |  | $3986082.83        | $4004361.81        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 5.0742%  |  | $18125673.62       | $18225613.14       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 5.1242%  |  | $4462059.93        | $4487364.42        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.8242%  |  | $17251971.17       | $17238980.99       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05563G 11/25/52 | 2052-11-25      | 5.0000%  |  | $18352117.38       | $18505938.70       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.8142%  |  | $4055015.12        | $4072051.72        | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $2693344.16        | $2637854.53        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.900%, 1/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** 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 CLRA8795 | 2053-04-01      | 5.5000%  |  | $2679504.46        | $2762462.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  |  | $127.59            | $124.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  |  | $683.70            | $705.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5061 | 2055-10-01      | 4.5000%  |  | $12171907.07       | $12013879.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  |  | $810.86            | $833.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRQ0081 | 2056-01-01      | 3.5000%  |  | $850.00            | $791.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8195 | 2055-09-01      | 6.5000%  |  | $847.44            | $891.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3831 | 2055-01-01      | 6.0000%  |  | $7261084.60        | $7516122.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4169 | 2051-04-01      | 3.0000%  |  | $850.00            | $762.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8397 | 2054-01-01      | 6.5000%  |  | $418.19            | $436.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0717 | 2055-04-01      | 6.5000%  |  | $797.60            | $846.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  |  | $704.00            | $727.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSL1618 | 2054-12-01      | 7.0000%  |  | $5494624.66        | $5902937.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB0032 | 2032-09-01      | 3.5000%  |  | $22542.45          | $22518.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $42894.16          | $43934.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7002 | 2054-01-01      | 6.5000%  |  | $678.48            | $717.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1516 | 2054-04-01      | 6.0000%  |  | $8076812.98        | $8388279.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0534 | 2055-11-01      | 5.0000%  |  | $5875037.65        | $5906843.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0248 | 2054-01-01      | 5.0000%  |  | $771.49            | $775.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6976 | 2055-11-01      | 5.5000%  |  | $859.56            | $878.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  |  | $877.79            | $901.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  |  | $11962056.80       | $12013106.87       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ7980 | 2055-11-01      | 5.0000%  |  | $2926096.90        | $2941618.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5316 | 2048-03-01      | 3.5000%  |  | $69485.03          | $65491.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3068 | 2055-11-01      | 5.0000%  |  | $23187407.12       | $23392631.14       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3275 | 2055-02-01      | 5.5000%  |  | $806.53            | $831.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2945 | 2056-01-01      | 5.0000%  |  | $13142675.35       | $13216624.81       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3710 | 2052-11-01      | 3.5000%  |  | $23896720.65       | $22488239.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1509 | 2055-11-01      | 5.0000%  |  | $909.74            | $921.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL3815 | 2053-01-01      | 3.0000%  |  | $860.20            | $765.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ7658 | 2055-11-01      | 6.0000%  |  | $12931638.21       | $13381930.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5942 | 2056-01-01      | 4.0000%  |  | $61950.55          | $59116.40          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-020 PF     | 2053-02-20      | 4.6677%  |  | $19348100.35       | $19291221.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-097 FA     | 2055-06-20      | 5.3677%  |  | $21500022.13       | $21696534.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 CF     | 2055-09-20      | 5.0677%  |  | $97489548.06       | $98005019.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.0677%  |  | $6757899.64        | $6816784.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.3177%  |  | $14368776.37       | $14434784.19       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  |  | $5707272.53        | $5333769.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $10175917.47       | $10527393.67       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5101 | 2055-02-01      | 6.0000%  |  | $4631861.47        | $4829266.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  |  | $4633.59           | $4764.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY4736 | 2055-06-01      | 5.0000%  |  | $833.11            | $837.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1028 | 2055-09-01      | 6.0000%  |  | $840.72            | $884.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3244 | 2056-01-01      | 5.5000%  |  | $859.35            | $880.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $4090597.58        | $4227325.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  |  | $101863.75         | $107379.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2782 | 2055-08-01      | 6.5000%  |  | $797.64            | $837.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3076 | 2054-12-01      | 5.5000%  |  | $781.57            | $804.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4535 | 2040-11-01      | 4.5000%  |  | $39629.10          | $39860.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL3855 | 2051-09-01      | 2.5000%  |  | $2258518.00        | $1935925.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8660 | 2056-01-01      | 5.0000%  |  | $883745.00         | $890529.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1629 | 2055-12-01      | 5.0000%  |  | $853.40            | $857.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQD7089 | 2052-02-01      | 3.5000%  |  | $542.99            | $508.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD3221 | 2051-12-01      | 2.0000%  |  | $624.58            | $517.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2936 | 2055-09-01      | 6.0000%  |  | $848.61            | $882.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2200 | 2055-09-01      | 6.0000%  |  | $852.24            | $886.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2209 | 2055-09-01      | 6.0000%  |  | $850.30            | $888.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2165 | 2055-09-01      | 6.0000%  |  | $239446.71         | $248482.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2632 | 2055-09-01      | 5.5000%  |  | $844.61            | $865.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0237 | 2055-08-01      | 6.0000%  |  | $2020707.95        | $2110330.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY4339 | 2055-05-01      | 5.0000%  |  | $14416422.21       | $14484650.34       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0741 | 2055-04-01      | 6.5000%  |  | $924453.61         | $988515.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX1757 | 2054-12-01      | 6.5000%  |  | $40695.31          | $42906.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  |  | $877.36            | $893.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  |  | $810.10            | $832.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $5702.35           | $5441.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $23559730.93       | $24362387.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $658.86            | $673.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQC5851 | 2051-08-01      | 4.5000%  |  | $576485.47         | $568979.05         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q32293 G | 2045-03-01      | 3.0000%  |  | $147206.48         | $136361.78         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  |  | $739.14            | $714.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  |  | $1909933.67        | $1699054.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $703.02            | $707.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $649.39            | $664.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $643.24            | $658.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $899054.90         | $862484.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $693.91            | $665.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $859649.52         | $890761.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $1158326.56        | $1005883.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  |  | $696276.76         | $728618.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6671 | 2052-04-01      | 3.0000%  |  | $4136790.94        | $3777969.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  |  | $627.49            | $649.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  |  | $7674122.38        | $7211631.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  |  | $621.93            | $626.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  |  | $1298896.44        | $1293142.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $8267025.26        | $7700830.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  |  | $1404519.29        | $1149137.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  |  | $1164406.50        | $1175179.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  |  | $7218934.40        | $7429664.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9318 | 2054-10-01      | 5.5000%  |  | $6605970.45        | $6840947.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $5093865.53        | $5366864.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $316154.41         | $323079.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $8458151.06        | $8409728.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $4867.11           | $5067.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  |  | $7263334.90        | $7528078.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  |  | $5090947.92        | $5359551.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  |  | $1266.54           | $1049.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $4267107.25        | $4301187.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  |  | $4293996.43        | $3902967.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7567 | 2050-11-01      | 2.0000%  |  | $25958.96          | $21337.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $30282122.19       | $26094780.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX1148 | 2052-11-01      | 5.0000%  |  | $6899692.34        | $6975289.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $10105395.18       | $10343330.08       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $116.90            | $109.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  |  | $163.65            | $158.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6250 | 2055-12-01      | 5.0000%  |  | $848.76            | $857.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  |  | $11967616.70       | $12354685.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  |  | $1384321.05        | $1424386.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8896 | 2055-09-01      | 6.0000%  |  | $22365735.97       | $23418938.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $492973.11         | $505227.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  |  | $793.41            | $822.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $88.65             | $86.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $124.93            | $119.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6026 | 2055-08-01      | 6.0000%  |  | $846.24            | $873.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $133.90            | $130.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $28.53             | $28.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $55.46             | $57.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545189 | 2031-08-01      | 7.5000%  |  | $0.71              | $0.74              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI5955 | 2054-05-01      | 6.0000%  |  | $664.35            | $687.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTQK0914 | 2041-07-01      | 2.0000%  |  | $440994.14         | $386084.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7685 | 2054-11-01      | 5.5000%  |  | $753.40            | $772.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6653 | 2054-10-01      | 5.5000%  |  | $832.49            | $848.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH0481 | 2053-09-01      | 5.5000%  |  | $21516.81          | $22170.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  |  | $729.53            | $648.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0478 | 2052-09-01      | 5.0000%  |  | $10973597.32       | $11061788.47       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8196 | 2052-03-01      | 2.0000%  |  | $987321.10         | $802668.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $579.55            | $499.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  |  | $153.83            | $147.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1949 | 2049-03-01      | 5.0000%  |  | $224168.39         | $228991.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  |  | $233.47            | $229.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS6793 | 2028-04-01      | 2.5000%  |  | $170060.01         | $168315.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS7106 | 2030-02-01      | 3.5000%  |  | $234913.49         | $233960.37         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  |  | $97.48             | $93.48             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC T60772 G | 2042-02-01      | 3.5000%  |  | $834120.80         | $788878.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3425 | 2056-01-01      | 5.5000%  |  | $851.70            | $872.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3424 | 2056-01-01      | 5.0000%  |  | $850.00            | $858.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3001 | 2055-12-01      | 5.5000%  |  | $850.00            | $870.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2535 | 2056-01-01      | 5.0000%  |  | $850.00            | $854.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2646 | 2056-01-01      | 6.5000%  |  | $850.00            | $892.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1665 | 2055-12-01      | 5.0000%  |  | $23888496.05       | $24096198.57       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3118 | 2055-10-01      | 6.0000%  |  | $836.21            | $870.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2932 | 2055-09-01      | 5.5000%  |  | $20101484.67       | $20564026.52       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2771 | 2055-04-01      | 6.5000%  |  | $427590.58         | $449075.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2525 | 2055-09-01      | 5.5000%  |  | $14403836.21       | $14814508.77       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  |  | $860.04            | $890.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  |  | $6381125.44        | $6685307.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1570 | 2055-07-01      | 6.0000%  |  | $776.51            | $801.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1180 | 2055-05-01      | 6.0000%  |  | $776.34            | $815.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0620 | 2055-03-01      | 5.5000%  |  | $774289.91         | $797079.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0365 | 2054-12-01      | 6.5000%  |  | $745.75            | $797.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0783 | 2050-04-01      | 3.5000%  |  | $790.81            | $744.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9255 | 2055-10-01      | 5.5000%  |  | $1804627.99        | $1843334.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9220 | 2055-11-01      | 5.5000%  |  | $849.06            | $870.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQZ8762 | 2055-11-01      | 3.5000%  |  | $29395.45          | $27382.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8916 | 2055-11-01      | 6.5000%  |  | $854.63            | $898.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ8029 | 2055-11-01      | 6.0000%  |  | $5493.37           | $5756.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ5749 | 2055-10-01      | 6.5000%  |  | $831712.36         | $869174.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3385 | 2055-09-01      | 6.0000%  |  | $6102688.70        | $6315922.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  |  | $194490.41         | $182642.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3250 | 2028-01-01      | 3.0000%  |  | $32835.78          | $32612.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2611 | 2031-05-01      | 2.5000%  |  | $89.52             | $87.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA0895 | 2031-11-01      | 3.5000%  |  | $57945.20          | $57329.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1444 | 2055-11-01      | 5.5000%  |  | $841.60            | $863.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0137 | 2055-01-01      | 6.5000%  |  | $8792953.09        | $9188756.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0136 | 2055-01-01      | 6.5000%  |  | $742.82            | $775.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9881 | 2053-05-01      | 4.5000%  |  | $727.33            | $721.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7211 | 2054-02-01      | 6.0000%  |  | $3402963.92        | $3597735.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  |  | $9393880.13        | $8894845.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2769 | 2051-06-01      | 2.0000%  |  | $678.32            | $555.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0927 | 2051-05-01      | 3.0000%  |  | $633.20            | $563.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8404 | 2051-08-01      | 3.5000%  |  | $221948.24         | $209339.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM6264 | 2036-02-01      | 3.0000%  |  | $2392153.35        | $2332356.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5026 | 2050-12-01      | 2.0000%  |  | $697964.88         | $578931.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4529 | 2050-10-01      | 2.5000%  |  | $7578138.22        | $6548430.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3638 | 2050-01-01      | 3.5000%  |  | $5762533.10        | $5430269.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  |  | $1442386.09        | $1527496.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $1744703.43        | $1786932.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0532 | 2046-06-01      | 4.5000%  |  | $2841956.25        | $2859735.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1386 | 2055-12-01      | 5.5000%  |  | $8404086.00        | $8610963.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0415 | 2055-12-01      | 5.0000%  |  | $1908462.50        | $1914954.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA0880 | 2055-12-01      | 5.0000%  |  | $5011450.40        | $5034701.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0038 | 2040-11-01      | 5.0000%  |  | $10503962.51       | $10692683.71       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIRR0001 | 2040-06-01      | 4.5000%  |  | $440401.59         | $442770.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $22102714.18       | $22536001.04       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  |  | $801.90            | $828.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5611 | 2055-12-01      | 5.5000%  |  | $8604543.20        | $8834037.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4813 | 2055-09-01      | 6.5000%  |  | $21757283.32       | $23331219.71       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3997 | 2055-04-01      | 5.0000%  |  | $5724218.80        | $5755562.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  |  | $9420230.86        | $9953280.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $712.90            | $738.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0227 | 2053-11-01      | 6.5000%  |  | $1316609.91        | $1383232.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0249 | 2053-11-01      | 6.0000%  |  | $441855.71         | $458329.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3889 | 2049-06-01      | 3.5000%  |  | $858.50            | $815.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3882 | 2055-12-01      | 5.5000%  |  | $41240258.35       | $42378214.53       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3389 | 2055-09-01      | 5.5000%  |  | $46683353.45       | $48057446.83       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1968 | 2054-07-01      | 6.0000%  |  | $9750826.89        | $10291120.21       | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $9.28              | $9.71              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  |  | $670.23            | $715.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $694.03            | $688.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  |  | $533.09            | $552.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5826 | 2051-09-01      | 2.5000%  |  | $612.44            | $526.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1156 | 2051-07-01      | 3.5000%  |  | $4446337.23        | $4208309.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG4367 | 2053-06-01      | 7.0000%  |  | $581.02            | $628.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $694.03            | $617.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6117 | 2049-10-01      | 5.0000%  |  | $2378965.62        | $2430205.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  |  | $8393895.06        | $8021603.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA7804 | 2052-08-01      | 5.5000%  |  | $10352613.31       | $10605738.16       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  |  | $106730.23         | $103477.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1076 | 2052-01-01      | 3.0000%  |  | $8942810.55        | $8043163.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0039 | 2051-04-01      | 2.5000%  |  | $9575326.57        | $8207733.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3022 | 2050-10-01      | 2.0000%  |  | $529.72            | $439.48            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G07642 G | 2041-10-01      | 5.0000%  |  | $43376.00          | $44912.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB8251 | 2051-02-01      | 2.0000%  |  | $535.27            | $442.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6101 | 2050-09-01      | 3.0000%  |  | $1987341.94        | $1819600.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  |  | $4472852.66        | $3984139.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $671.92            | $662.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  |  | $59593.94          | $58720.30          | Agency Mortgage-Backed Securities         |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $116915290.00      | $120235684.24      | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $126997820.00      | $130958804.83      | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $584091270.00      | $580697513.58      | U.S. Treasuries (including strips)        |
| USTR BILL 01/20/26        | 2026-01-20      | 0.0000%  |  | $17081175.00       | $17047815.47       | U.S. Treasuries (including strips)        |

### Security 204: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.880%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  |  | $781.64            | $797.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $15509826.28       | $16299338.48       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $1432902.78        | $1505076.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $1853270.06        | $1921054.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $6686073.18        | $6865542.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  |  | $5056012.27        | $5289750.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  |  | $71858.08          | $76035.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  |  | $2331171.74        | $2443155.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  |  | $920182.76         | $951620.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $486914.86         | $495590.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  |  | $926375.92         | $969791.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  |  | $469089.51         | $485385.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $158501.22         | $145374.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  |  | $234345.22         | $228991.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $3699412.42        | $3558700.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $30670.01          | $28498.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  |  | $26584.01          | $27096.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $377.32            | $363.19            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $64.63             | $65.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $1529493.70        | $1589303.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $1647.17           | $1707.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  |  | $2190268.24        | $2291690.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  |  | $643164.66         | $656139.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $689.75            | $703.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  |  | $706.65            | $728.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  |  | $85.25             | $86.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  |  | $117547662.62      | $97442741.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  |  | $750.42            | $781.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $9085820.70        | $8884845.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $690627.93         | $707005.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $22713219.42       | $23522680.70       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $3430730.83        | $3547020.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $624.04            | $619.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  |  | $658013.82         | $694465.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $47485.40          | $48622.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $2275640.77        | $2056291.75        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $302633.20         | $295022.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $683.04            | $697.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  |  | $643.87            | $653.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  |  | $162.51            | $155.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $189.88            | $189.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  |  | $2733126.73        | $2675917.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $13.72             | $13.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $1039599.44        | $1043077.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6218 | 2055-10-01      | 5.5000%  |  | $1340520.55        | $1378594.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  |  | $1196625.30        | $1238620.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  |  | $990107.86         | $999629.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $3294.61           | $3378.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  |  | $337656.23         | $357753.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  |  | $1099576.25        | $1111245.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  |  | $1374766.64        | $1424877.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  |  | $830739.55         | $883792.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  |  | $1096685.40        | $1154460.62        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $13.00             | $13.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $551928.78         | $571903.83         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  |  | $1300802.90        | $1268492.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $424.89            | $424.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  |  | $1415312.41        | $1433989.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $1149663.99        | $1164847.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  |  | $9729342.29        | $10127758.86       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  |  | $289134.69         | $260610.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $96.80             | $91.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  |  | $1047988.94        | $1108156.78        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.0677%  |  | $2530.08           | $2541.63           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-211 FD     | 2055-12-20      | 5.1909%  |  | $85000000.00       | $86424183.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-210 FC     | 2055-12-20      | 5.2500%  |  | $19481751.80       | $19845615.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-170 FA     | 2055-10-20      | 4.9677%  |  | $74597819.44       | $74867109.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-205 FD     | 2055-11-20      | 5.1747%  |  | $59048905.85       | $59102944.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-063 LD     | 2053-07-20      | 5.2500%  |  | $4706226.62        | $4754305.43        | Agency Collateralized Mortgage Obligation |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $90986550.00       | $91780875.08       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $587299510.00      | $603978816.08      | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $5814340.00        | $5995685.73        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $15956795.00       | $16059033.78       | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $95285.00          | $94731.36          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $388450.00         | $370019.35         | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $12462275.00       | $12142119.16       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $558385825.00      | $568594216.24      | U.S. Treasuries (including strips)        |

### Security 205: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.850%, 1/30/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $3410000000.00
- **C.18.a - Value (excl. sponsor support):** $3410000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 04.000 FGPC Q28932 G | 2044-10-01      | 4.0000%  |  | $1887373.16        | $1853225.55        | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $22.39             | $23.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $751.55            | $738.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  |  | $6875849.14        | $7445196.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  |  | $5733519.87        | $5552870.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 4PZL0907 | 2035-01-01      | 5.0000%  |  | $21507.60          | $21801.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $6038742.65        | $6278601.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  |  | $4916056.60        | $5302640.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $2288815.75        | $2337808.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  |  | $821545.81         | $864481.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  |  | $594.71            | $614.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $12138026.28       | $11230789.74       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  |  | $236071.92         | $214062.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  |  | $22005019.85       | $20837932.29       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $22116402.02       | $22994290.48       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  |  | $958086.27         | $922247.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $3138765.97        | $3021942.14        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $259.17            | $253.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  |  | $2377772.28        | $2416914.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  |  | $521884.41         | $434415.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $1805296.56        | $1916937.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  |  | $392189.31         | $374385.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $1736923.25        | $1851704.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $597.77            | $618.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  |  | $760563.81         | $786981.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $3315217.68        | $3428684.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  |  | $1097486.09        | $1169004.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  |  | $46869.23          | $47193.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  |  | $1252433.33        | $1249675.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $2577583.40        | $2689241.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $1552635.92        | $1573530.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $5434812.11        | $5680367.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5139 | 2033-01-01      | 5.5000%  |  | $57456.62          | $59502.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5274 | 2044-01-01      | 6.0000%  |  | $22564.24          | $23606.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $17649932.48       | $18175518.05       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  |  | $21572609.91       | $22341400.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $20035095.28       | $20940661.55       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  |  | $6626176.95        | $6550366.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $69888.04          | $70388.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $1917740.12        | $1974279.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8587 | 2045-08-01      | 3.5000%  |  | $436630.08         | $415122.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8358 | 2054-12-01      | 4.5000%  |  | $993524.11         | $984975.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  |  | $841.38            | $869.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6532 | 2054-11-01      | 5.0000%  |  | $26516477.08       | $26606544.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $11392990.91       | $11431689.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $4946021.47        | $5049760.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  |  | $708.43            | $731.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $458108.54         | $473697.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0552 | 2054-07-01      | 6.0000%  |  | $514850.11         | $534425.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  |  | $843.83            | $860.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  |  | $936797.17         | $992811.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4688 | 2055-07-01      | 5.0000%  |  | $845.00            | $854.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  |  | $873189.25         | $896445.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  |  | $4527349.88        | $4730861.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $1979079.37        | $2031788.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  |  | $90247.33          | $80641.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  |  | $55216.26          | $52578.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  |  | $257621.25         | $268933.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  |  | $32714.49          | $31821.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $2167618.30        | $2308873.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  |  | $19686126.45       | $20748173.29       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  |  | $647709.88         | $679914.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  |  | $788738.00         | $824243.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  |  | $1245299.77        | $1325876.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  |  | $6052832.43        | $6379376.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  |  | $692974.74         | $747536.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  |  | $333488.83         | $338065.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  |  | $677833.03         | $731206.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  |  | $1209745.56        | $1305002.14        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $3013916.31        | $3259125.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  |  | $953288.12         | $993440.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  |  | $479311.13         | $466216.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  |  | $301058.71         | $287403.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  |  | $100807.14         | $91787.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  |  | $521463.50         | $474801.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  |  | $172066.12         | $154164.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  |  | $702595.08         | $670727.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $8864251.14        | $8236741.93        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G07137 G | 2039-10-01      | 6.0000%  |  | $288426.87         | $306839.47         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  |  | $500378.13         | $487883.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  |  | $253107.04         | $241626.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3832 | 2055-03-01      | 5.0000%  |  | $286354.81         | $287478.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $82864.53          | $86862.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $5744083.93        | $5883971.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $2219028.72        | $2248572.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  |  | $1904660.61        | $2002699.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $4625589.90        | $4837964.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  |  | $5787316.28        | $5828479.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4693 | 2053-11-01      | 5.5000%  |  | $57967.08          | $59835.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1710 | 2053-10-01      | 6.0000%  |  | $1630055.01        | $1716426.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $16472228.51       | $15804702.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3832 | 2043-07-01      | 3.5000%  |  | $3817204.98        | $3657823.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  |  | $45553159.78       | $44027204.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ5964 | 2041-11-01      | 3.5000%  |  | $52.94             | $50.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $0.80              | $0.84              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  |  | $4.36              | $4.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  |  | $9224.83           | $9531.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  |  | $834.07            | $869.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  |  | $1581.17           | $1639.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4763 | 2054-04-01      | 6.0000%  |  | $578766.19         | $605231.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $4274367.59        | $4430704.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  |  | $833.26            | $854.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  |  | $717.32            | $740.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  |  | $840.98            | $845.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $174810719.22      | $176089751.04      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $109.55            | $102.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  |  | $90.96             | $89.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  |  | $2425766.23        | $2448048.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  |  | $570.77            | $600.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $16122632.19       | $15362170.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $2992218.65        | $2843674.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  |  | $24330026.91       | $23701055.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  |  | $76.69             | $74.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $3145737.53        | $3067167.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  |  | $128.77            | $121.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  |  | $209.27            | $205.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  |  | $87.76             | $85.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  |  | $12628562.14       | $12009430.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $9211.99           | $8410.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  |  | $59528377.20       | $54433343.39       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2300 | 2055-10-01      | 6.0000%  |  | $850.84            | $886.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF0635 | 2040-09-01      | 5.5000%  |  | $1533453.36        | $1581375.82        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $296388.79         | $311123.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  |  | $30554.86          | $30978.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  |  | $1133.12           | $1186.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  |  | $296983.74         | $264279.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8376 | 2054-06-01      | 6.0000%  |  | $837.69            | $875.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  |  | $1134756.77        | $1033214.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $25341290.41       | $23969203.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  |  | $743685.11         | $735742.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  |  | $501541.83         | $466016.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  |  | $732959.89         | $767860.50         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  |  | $1222770.13        | $1300428.67        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $2421147.67        | $2356738.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $9949521.58        | $10258079.45       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  |  | $618033.69         | $562729.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  |  | $3878142.67        | $4016739.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  |  | $815.68            | $822.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  |  | $8224700.36        | $8568172.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  |  | $901517.88         | $957462.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  |  | $758302.33         | $723907.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  |  | $56920048.65       | $55351389.02       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $3125883.95        | $3329267.51        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  |  | $116390.52         | $120791.44         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  |  | $144433.37         | $150280.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  |  | $106473.40         | $109161.14         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  |  | $81152.67          | $76444.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  |  | $556727.00         | $579284.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  |  | $6118458.66        | $6343972.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  |  | $9652429.31        | $10008237.15       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  |  | $25606434.01       | $27195560.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  |  | $1596385.95        | $1655231.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  |  | $17248966.48       | $17884797.88       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  |  | $1478834.39        | $1563367.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  |  | $12106755.74       | $12553034.97       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  |  | $7875510.43        | $8355031.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  |  | $1070247.69        | $1135443.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  |  | $1126287.54        | $1194941.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  |  | $1036525.87        | $1099609.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $1939686.17        | $2092432.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  |  | $944600.13         | $1018985.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $2262392.34        | $2440553.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  |  | $4467307.36        | $4819098.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $1889775.73        | $1969376.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $1581097.04        | $1669290.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  |  | $394979.48         | $359635.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  |  | $681137.13         | $566974.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  |  | $936221.25         | $852445.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  |  | $295471.17         | $269031.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  |  | $1311558.52        | $1380373.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  |  | $127689.79         | $100102.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  |  | $736797.99         | $660141.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  |  | $1304.13           | $1369.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $1203484.76        | $1265855.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $695.93            | $710.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $694.98            | $697.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $1479314.83        | $1529039.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $61569132.35       | $64003165.36       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  |  | $329896.97         | $326807.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  |  | $153528.99         | $156141.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  |  | $91478.92          | $94542.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  |  | $559445.09         | $579159.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  |  | $944481.24         | $1022608.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  |  | $896092.90         | $904234.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  |  | $380844.80         | $364854.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  |  | $520342.11         | $497135.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  |  | $957369.02         | $915470.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  |  | $373957.35         | $382350.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  |  | $321757.80         | $342086.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  |  | $776141.31         | $812740.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  |  | $561683.53         | $588084.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  |  | $3247962.59        | $3100315.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  |  | $7005487.82        | $6810338.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $1765566.33        | $1848653.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  |  | $102.06            | $103.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  |  | $26330219.90       | $25158095.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  |  | $714.03            | $756.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  |  | $900.82            | $936.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  |  | $165119.42         | $149361.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  |  | $594109.97         | $514656.87         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  |  | $1715992.49        | $1705554.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  |  | $422773.91         | $451596.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9150 | 2055-05-01      | 6.0000%  |  | $706.13            | $729.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  |  | $1434878.23        | $1516896.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  |  | $5261411.69        | $5576100.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  |  | $1545282.07        | $1641200.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $1748061.50        | $1794618.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  |  | $905522.28         | $948605.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  |  | $1052139.31        | $1073338.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  |  | $795.30            | $789.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6243 | 2049-01-01      | 4.5000%  |  | $511449.44         | $512085.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  |  | $242554.57         | $190149.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  |  | $1308828.95        | $1372686.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $2203183.73        | $2339361.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $2162423.42        | $2296146.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $1877667.39        | $1999856.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $2676862.32        | $2849838.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  |  | $86275.23          | $67635.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $4661806.98        | $4212077.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  |  | $582376.97         | $556021.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  |  | $330589.62         | $272347.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  |  | $394308.05         | $398999.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  |  | $828769.47         | $748784.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $1739585.46        | $1871613.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  |  | $1045637.17        | $1123056.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  |  | $2432038.84        | $2559141.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  |  | $7639978.80        | $8086028.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  |  | $17297.75          | $17442.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  |  | $1534024.02        | $1562300.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  |  | $121914.58         | $125910.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5777 | 2052-07-01      | 5.0000%  |  | $1566183.66        | $1590838.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE2763 | 2052-05-01      | 4.5000%  |  | $1115430.68        | $1105800.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8719 | 2050-04-01      | 3.5000%  |  | $548582.12         | $519622.29         | Agency Mortgage-Backed Securities         |
| FMAC 08.500 FGPC G60687 G | 2031-05-01      | 8.5000%  |  | $2110.97           | $2197.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $1977428.56        | $1870577.55        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q52446 G | 2047-11-01      | 3.5000%  |  | $1290458.61        | $1234245.80        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  |  | $314.50            | $307.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  |  | $964614.99         | $1010843.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  |  | $62249.06          | $63358.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  |  | $56901.75          | $57498.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  |  | $48332.82          | $45367.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  |  | $72293.62          | $73364.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  |  | $92318.70          | $82839.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  |  | $492037.10         | $412633.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  |  | $96383.63          | $80749.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  |  | $101375.03         | $90954.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  |  | $237897.87         | $199348.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  |  | $118260.75         | $106105.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  |  | $66517.40          | $60130.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  |  | $169177.23         | $141745.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  |  | $751.64            | $769.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  |  | $837.61            | $823.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  |  | $784.26            | $734.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  |  | $791.86            | $800.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7114 | 2054-09-01      | 6.0000%  |  | $696.15            | $719.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $727.03            | $741.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $758.58            | $779.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  |  | $80019498.00       | $85809922.29       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $16296402.84       | $16876120.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  |  | $872758.70         | $895703.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  |  | $30282766.83       | $31341553.29       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $6711836.48        | $6466138.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  |  | $25210.38          | $24064.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  |  | $60830.21          | $63417.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  |  | $872559.46         | $860086.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  |  | $795.30            | $784.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7807 | 2055-05-01      | 5.0000%  |  | $845.58            | $849.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  |  | $748.26            | $773.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $1459055.70        | $1555338.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  |  | $808.83            | $813.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  |  | $11514000.15       | $12036682.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2449 | 2052-04-01      | 2.0000%  |  | $831.04            | $689.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  |  | $637.74            | $662.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6976 | 2053-02-01      | 5.5000%  |  | $820495.22         | $860703.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $631.30            | $652.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  |  | $677918.72         | $685702.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  |  | $850.24            | $811.34            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  |  | $1043849.40        | $1003591.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $15591479.11       | $15954609.85       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $414141.33         | $425377.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  |  | $124156.32         | $118524.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  |  | $851.60            | $876.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  |  | $849.83            | $836.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  |  | $849.21            | $855.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8685 | 2055-09-01      | 6.5000%  |  | $1970491.80        | $2059275.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  |  | $1701.83           | $1778.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  |  | $10229997.50       | $10521064.80       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.000 CLZJ4912 | 2031-02-01      | 8.0000%  |  | $28232.98          | $29593.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  |  | $53169.63          | $53727.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  |  | $413995.87         | $394705.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $21359289.46       | $17533128.75       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  |  | $1113890.44        | $1030924.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  |  | $258363.38         | $246327.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  |  | $109254.37         | $115608.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9670 | 2053-03-01      | 5.5000%  |  | $72683.05          | $74833.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $95224.64          | $95142.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  |  | $728061.76         | $695414.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $24991224.30       | $23822976.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2022 | 2053-10-01      | 6.0000%  |  | $1569944.32        | $1656569.14        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $66.47             | $64.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8861 | 2052-09-01      | 5.0000%  |  | $2640351.25        | $2697347.63        | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $275.16            | $287.51            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q24207 G | 2044-01-01      | 4.5000%  |  | $145.38            | $144.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $461675.97         | $473865.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  |  | $235181.77         | $248848.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $17074422.00       | $17409752.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $40896361.97       | $39517895.58       | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G07692 G | 2044-03-01      | 4.5000%  |  | $49022.31          | $49487.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  |  | $603304.24         | $596860.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  |  | $1102481.11        | $1006300.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  |  | $788.04            | $834.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  |  | $142039.08         | $127261.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  |  | $13410122.61       | $12299657.17       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  |  | $2726883.91        | $2850308.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6251 | 2053-07-01      | 6.0000%  |  | $165558.46         | $171243.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  |  | $198844.79         | $209378.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7789 | 2054-08-01      | 5.5000%  |  | $1275322.93        | $1324663.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  |  | $819.43            | $824.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  |  | $753.74            | $786.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0064 | 2054-04-01      | 6.0000%  |  | $211716.31         | $222093.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $11.19             | $11.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $138712.96         | $131825.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  |  | $688.46            | $694.39            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  |  | $1729336.30        | $1655292.46        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29019 G | 2044-10-01      | 4.0000%  |  | $281.21            | $275.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9003 | 2045-02-01      | 3.5000%  |  | $332.63            | $317.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $228.13            | $219.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $31685.75          | $31817.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZJ4914 | 2031-02-01      | 7.5000%  |  | $28232.34          | $28786.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9526 | 2039-12-01      | 5.0000%  |  | $927166.92         | $958890.56         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04052 G | 2042-06-01      | 3.5000%  |  | $119.45            | $115.11            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  |  | $47458726.04       | $44822235.63       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07351 G | 2042-08-01      | 3.5000%  |  | $1529.01           | $1474.44           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G05398 G | 2033-11-01      | 5.0000%  |  | $5630.08           | $5751.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  |  | $229.08            | $219.32            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $412.32            | $432.34            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01903 G | 2034-01-01      | 8.0000%  |  | $122930.12         | $129349.74         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $12582.68          | $13388.67          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A48052 G | 2035-12-01      | 5.5000%  |  | $249696.23         | $258370.76         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $739.28            | $759.74            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $2014.86           | $2076.27           | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $467.76            | $480.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  |  | $620794.42         | $590787.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  |  | $652781.25         | $623450.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  |  | $610185.19         | $582202.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  |  | $872826.74         | $833333.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  |  | $446259.90         | $426268.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  |  | $816810.26         | $780856.99         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $1118846.58        | $1090710.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  |  | $93181.73          | $94875.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $106702.25         | $101196.06         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC N35004 G | 2045-05-01      | 3.0000%  |  | $39767.75          | $36715.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $129483.54         | $130293.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  |  | $207482.63         | $186351.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  |  | $449.26            | $475.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $758.78            | $749.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  |  | $690.42            | $716.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $638.22            | $633.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $649.89            | $655.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $539.27            | $444.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  |  | $366.47            | $331.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $650.98            | $661.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $805.48            | $826.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5876 | 2050-11-01      | 2.5000%  |  | $634982.45         | $551603.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $103780348.16      | $91155434.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3106 | 2049-10-01      | 3.0000%  |  | $3800255.55        | $3425512.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  |  | $83.72             | $79.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5312 | 2055-09-01      | 6.0000%  |  | $850.36            | $882.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4107 | 2055-08-01      | 5.5000%  |  | $1618814.61        | $1656768.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9295 | 2055-04-01      | 6.0000%  |  | $1385003.77        | $1430045.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $1328496.66        | $1344240.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8565 | 2055-05-01      | 6.0000%  |  | $508.80            | $526.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $762.75            | $777.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7099 | 2055-06-01      | 6.0000%  |  | $381.13            | $395.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $235114.90         | $239735.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKBM7860 | 2050-12-01      | 4.0000%  |  | $2559544.43        | $2426738.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  |  | $1355003.78        | $1447402.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  |  | $795.67            | $811.40            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $495.06            | $502.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  |  | $646868.37         | $618385.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4746 | 2052-06-01      | 5.0000%  |  | $1796511.40        | $1810784.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $405197.34         | $336802.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  |  | $116130.09         | $82799.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  |  | $94414.57          | $101979.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  |  | $733.82            | $664.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $100.30            | $97.20             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  |  | $289060.42         | $295647.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $19143258.95       | $18272234.30       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  |  | $3733212.16        | $3750141.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  |  | $23386625.69       | $22822945.64       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $409862.19         | $425115.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $1597564.10        | $1640446.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8603 | 2050-04-01      | 3.5000%  |  | $687153.10         | $651014.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  |  | $1193269.35        | $1287235.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $9140007.60        | $8946205.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7361 | 2054-07-01      | 6.5000%  |  | $3415628.82        | $3592178.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  |  | $2071992.85        | $2110259.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  |  | $817.73            | $824.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $82374517.49       | $84327891.86       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  |  | $76737.86          | $69352.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  |  | $778293.75         | $812920.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $82360.79          | $85471.00          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-023 FK     | 2051-04-20      | 6.6677%  |  | $23560681.85       | $25802300.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD     | 2051-05-20      | 5.1677%  |  | $32591024.16       | $33167331.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-203 JF     | 2054-12-20      | 4.7677%  |  | $16447507.05       | $16484592.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM     | 2054-11-20      | 5.1677%  |  | $1379938.86        | $1389174.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.1177%  |  | $9513421.37        | $9548466.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FC     | 2054-07-20      | 4.9177%  |  | $21875181.63       | $21973261.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.0677%  |  | $1276862.99        | $1282834.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.0677%  |  | $104747.79         | $105215.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 4.9177%  |  | $13972209.21       | $14065035.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.2877%  |  | $48815230.37       | $49281839.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF     | 2055-04-20      | 5.0677%  |  | $31803272.06       | $31969999.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 5.0177%  |  | $31905921.82       | $32131151.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 4.9677%  |  | $38887878.27       | $39130884.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ     | 2053-10-20      | 5.0677%  |  | $20483427.98       | $20647325.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 5.2177%  |  | $4282821.30        | $4313624.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-065 KC     | 2053-05-20      | 7.0000%  |  | $15366635.28       | $16948773.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH     | 2052-01-20      | 1.5000%  |  | $42236866.75       | $34063821.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH     | 2055-09-20      | 5.0677%  |  | $63550561.76       | $63922106.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.7677%  |  | $5637374.56        | $5669342.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.7677%  |  | $7896124.78        | $7940917.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG     | 2055-09-20      | 4.8177%  |  | $27669798.97       | $27757209.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 4.9877%  |  | $48599067.64       | $48837106.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 GF     | 2055-07-20      | 4.8177%  |  | $72755091.44       | $72964484.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 5.2377%  |  | $83654164.33       | $84469908.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH     | 2055-09-20      | 5.1177%  |  | $42553281.18       | $42816419.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG     | 2054-04-20      | 5.1177%  |  | $70383.46          | $70794.63          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL     | 2053-08-20      | 5.0377%  |  | $18988192.04       | $19075770.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.4177%  |  | $27705533.85       | $28011136.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.3177%  |  | $247138.86         | $248274.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.4177%  |  | $82484252.30       | $83511956.02       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5245DF 08/25/52 | 2052-08-25      | 4.5742%  |  | $814.39            | $802.11            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.2177%  |  | $41806495.78       | $42081886.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.7677%  |  | $7866877.21        | $7911504.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FC     | 2054-11-20      | 5.1177%  |  | $34682151.73       | $34908477.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX     | 2054-11-20      | 5.1677%  |  | $79444087.07       | $80034198.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.0677%  |  | $6766.73           | $6797.61           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FM     | 2053-12-20      | 5.2677%  |  | $17389162.65       | $17521416.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.0677%  |  | $83461233.00       | $84188468.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 FM     | 2055-07-20      | 5.0677%  |  | $31227010.41       | $31427564.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.8177%  |  | $43128427.87       | $43266053.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 TF     | 2054-02-20      | 5.0677%  |  | $25485686.99       | $25602244.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG     | 2050-07-20      | 5.9177%  |  | $13832271.30       | $14686167.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 4.9177%  |  | $44521679.74       | $44616404.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF     | 2054-01-20      | 5.1677%  |  | $22337478.87       | $22477557.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF     | 2054-01-20      | 5.2177%  |  | $24509707.13       | $24674541.82       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  |  | $3958300.51        | $3754913.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  |  | $414374.01         | $394011.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $24459.95          | $22206.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  |  | $8715.66           | $7946.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $153796.34         | $141061.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $18341803.13       | $16857015.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $23325.85          | $21278.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  |  | $91385417.62       | $83341673.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $205.18            | $194.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $13246521.50       | $12077078.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $5139314.18        | $4910530.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $2740988.45        | $2514007.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  |  | $3129274.86        | $3279977.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  |  | $3687353.23        | $3721939.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  |  | $4718090.09        | $4888870.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $203642.69         | $208518.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $4462821.14        | $4567837.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  |  | $63132.43          | $65485.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  |  | $2816632.15        | $2965874.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  |  | $2275944.05        | $2365161.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6431 | 2053-01-01      | 6.0000%  |  | $682976.40         | $717626.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6330 | 2053-01-01      | 5.5000%  |  | $706104.86         | $739568.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6198 | 2053-01-01      | 6.0000%  |  | $1416871.36        | $1474545.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  |  | $60409.41          | $61838.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1989 | 2052-10-01      | 5.0000%  |  | $443.43            | $448.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  |  | $1732722.71        | $1798022.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $2828827.67        | $2894576.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $1701361.27        | $1722881.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  |  | $480524.25         | $472629.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR3320 | 2043-02-01      | 3.5000%  |  | $3809654.97        | $3662395.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $766.71            | $781.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ7191 | 2043-07-01      | 3.0000%  |  | $423791.54         | $390359.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAP9568 | 2027-10-01      | 3.5000%  |  | $55.34             | $54.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $43427268.26       | $40353051.94       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  |  | $970015.06         | $933716.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $72135079.08       | $69569715.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL7278 | 2030-08-01      | 3.5000%  |  | $481431.28         | $479648.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  |  | $640384.59         | $612594.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  |  | $430115.44         | $410074.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  |  | $464124.33         | $442776.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  |  | $220886.10         | $210726.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  |  | $173658.87         | $165264.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  |  | $4629396.90        | $4474248.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  |  | $566995.59         | $547554.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  |  | $213918.83         | $222707.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $208972.60         | $214589.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  |  | $296778.90         | $303302.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  |  | $89370.42          | $80801.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  |  | $302946.21         | $289408.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  |  | $164609.71         | $138009.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  |  | $107643.58         | $110013.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $90090.76          | $91945.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $936436.30         | $953588.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  |  | $302031.24         | $314487.72         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  |  | $230305.52         | $234987.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  |  | $835.31            | $859.12            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18603 G | 2043-06-01      | 3.5000%  |  | $1326186.01        | $1284874.87        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q17952 G | 2043-05-01      | 4.0000%  |  | $520.29            | $512.24            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  |  | $1682354.47        | $1660354.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $1534188.18        | $1587917.50        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-065 TF     | 2053-05-20      | 4.7677%  |  | $42279307.33       | $42178757.92       | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $197334142.50      | $203445666.69      | U.S. Treasuries (including strips)        |

### Security 206: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  3.840%, 1/2/2026
- **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):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 MA8346 M     | 2052-10-20      | 4.0000%  |  | $9918139.28        | $9481040.26        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $6115553.99        | $5531396.27        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7648 M     | 2051-10-20      | 2.0000%  |  | $3987668.29        | $3315126.77        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $4228725.54        | $3668031.77        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $27062694.73       | $23468588.44       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $20723702.83       | $17968141.14       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $2019723.30        | $1679730.49        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $575461.04         | $554211.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $2488942.14        | $2254085.56        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $6410589.00        | $5853701.14        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $4562923.33        | $4413215.33        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $4930745.43        | $4761168.88        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $5798314.76        | $5411141.95        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $1454918.35        | $1409035.07        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $5328158.69        | $4994651.48        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $32425674.98       | $26959246.62       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0259 M     | 2055-03-20      | 5.5000%  |  | $106787.89         | $108449.86         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $11760851.52       | $11809596.34       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9962 M     | 2054-10-20      | 4.0000%  |  | $2120581.53        | $2014623.14        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $14862774.04       | $14578300.55       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $19917431.76       | $19536769.80       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $8681638.95        | $8720503.76        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $98802.17          | $99487.53          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $11740446.56       | $11802631.80       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $4916309.94        | $5014096.98        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $9553151.77        | $9748813.06        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $3128926.38        | $3020131.52        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $2523904.90        | $2360347.45        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $5215315.26        | $4869053.09        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $436402.52         | $408670.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $279723.48         | $292292.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $53497323.02       | $45855890.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $13401607.59       | $11006548.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $785708.87         | $639367.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $20622537.03       | $17663890.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $392013.44         | $380909.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $1960116.29        | $1974665.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $687033.40         | $644909.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $783684.18         | $650444.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $680158.84         | $612668.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $4715298.11        | $4322608.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $1448134.83        | $1389530.75        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $2925541.87        | $2912552.47        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $3639891.30        | $3385705.56        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $1178011.91        | $1094686.02        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $5007368.92        | $5049814.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $721324.80         | $645419.80         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $6226255.62        | $5835537.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $779674.97         | $636313.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $22962545.67       | $23630939.45       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786574 M     | 2053-02-20      | 5.5000%  |  | $414784.03         | $424502.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  |  | $12552658.50       | $12858985.20       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $3319889.93        | $3310876.43        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $2113896.81        | $1757376.84        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $5683034.76        | $5661473.33        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $9429271.19        | $8543108.29        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $3075486.90        | $2667010.98        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $6688067.05        | $6253286.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $3141466.97        | $2576768.39        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $7063481.09        | $6971126.08        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $6050520.44        | $5534108.52        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $14101732.75       | $14208294.85       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $1121744.26        | $1140580.97        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $1413805.50        | $1348885.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9819 | 2055-01-01      | 6.0000%  |  | $518715.89         | $547798.73         | Agency Mortgage-Backed Securities  |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $61928.22          | $46351.93          | U.S. Treasuries (including strips) |

### Security 207: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  3.820%, 1/5/2026
- **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):** $450003793.00
- **C.18.a - Value (excl. sponsor support):** $450003793.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** 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       | $50883712.69       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $50883712.69       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $40000000.00       | $40706970.15       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50463449.29       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50463449.29       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50463449.29       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50463449.29       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50463449.29       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50463449.29       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $13885000.00       | $14013699.87       | U.S. Treasuries (including strips) |

### Security 208: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  3.830%, 1/2/2026
- **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):** $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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 01.500 CLMA4181 | 2050-11-01      | 1.5000%  |  | $323661053.59      | $250937651.46      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $3194346.40        | $2476576.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  |  | $556420.68         | $454543.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8127 | 2051-02-01      | 1.5000%  |  | $1441546.53        | $1121422.30        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  |  | $12917.53          | $9902.17           | Agency Collateralized Mortgage Obligation |

### Security 209: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  3.820%, 1/2/2026
- **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:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $10000000.00       | $10285156.00       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $10000000.00       | $9430638.09        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  |  | $25000000.00       | $24910662.79       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $19462491.37       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $50000000.00       | $50004793.59       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $35455000.00       | $35458399.14       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50555869.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $16000000.00       | $16177878.35       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49750000.00       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49750000.00       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19900000.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50996587.62       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50996587.62       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $3100000.00        | $3161788.43        | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41542365.33       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $7997000.00        | $8075842.61        | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47851108.04       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $39300000.00       | $37610970.92       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51125000.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51125000.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51125000.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $35000000.00       | $35787500.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51794285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $5000000.00        | $5179428.52        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $50598670.58       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $50598670.58       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $51795006.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $30000000.00       | $31077004.08       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2039 | 2039-02-15      | 3.5000%  |  | $31962000.00       | $29675969.09       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $14550000.00       | $14482933.96       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45369142.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45369142.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45369142.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45369142.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45369142.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45369142.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45369142.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45369142.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $3500000.00        | $3175839.98        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $4000000.00        | $4073001.57        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $51243774.51       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $51243774.51       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52234958.95       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $20372000.00       | $21066009.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51415821.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51415821.21       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51415821.21       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50550759.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $50000000.00       | $50492187.50       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  |  | $5000000.00        | $5049218.75        | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $51950489.56       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $51950489.56       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $48000000.00       | $49872469.98       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50370192.31       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50370192.31       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50370192.31       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50370192.31       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50370192.31       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $40000000.00       | $40296153.85       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50851562.50       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $41000000.00       | $41698281.25       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50033169.50       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50033169.50       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50033169.50       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $427000.00         | $427283.27         | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48291522.79       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $49650897.79       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $49650897.79       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $49650897.79       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $16000000.00       | $15888287.29       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/15/2027 | 2027-01-15      | 4.0000%  |  | $50000000.00       | $51158713.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/15/2027 | 2027-01-15      | 4.0000%  |  | $33500000.00       | $34276337.88       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51373798.08       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $29000000.00       | $29796802.88       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 12/31/2029 | 2029-12-31      | 3.8750%  |  | $40000000.00       | $40400000.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $37243000.00       | $38800205.51       | U.S. Treasuries (including strips) |

### Security 210: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.820%, 1/2/2026
- **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):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $374996100.00      | $388308887.50      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $15000000.00       | $14156076.55       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  |  | $437520000.00      | $436697024.88      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $188000000.00      | $190761315.96      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $852484000.00      | $875026660.65      | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $94500000.00       | $95976499.33       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $119000000.00      | $121470802.88      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $164000.00         | $164361.17         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $190000000.00      | $199998856.48      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $412000000.00      | $406851648.00      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $371000000.00      | $373880073.00      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $407955900.00      | $367524716.61      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $50000.00          | $47983.99          | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $10000000.00       | $9934089.94        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $67000000.00       | $69622728.70       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $4300000.00        | $4327764.20        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $220000.00         | $221817.67         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $15230000.00       | $15786420.06       | U.S. Treasuries (including strips) |

### Security 211: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.720%, 1/6/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** 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 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $1252558500.00     | $1275263586.64     | U.S. Treasuries (including strips) |

### Security 212: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.820%, 1/2/2026
- **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):** $119000000.00
- **C.18.a - Value (excl. sponsor support):** $119000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 5.0177%  |  | $3406695.05        | $3405142.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC      | 2054-10-20      | 5.0677%  |  | $354.73            | $355.65            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.9777%  |  | $7979051.77        | $8015244.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 5.0277%  |  | $3173657.72        | $3189196.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FE      | 2054-08-20      | 5.1677%  |  | $5979206.11        | $6008115.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 5.1677%  |  | $9218.79           | $9275.74           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.2177%  |  | $455.98            | $459.24            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 KF      | 2053-12-20      | 5.2177%  |  | $954.12            | $960.50            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 5.1677%  |  | $6271249.01        | $6310626.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.4177%  |  | $71.62             | $72.37             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.3177%  |  | $2895106.79        | $2919688.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 NF      | 2053-09-20      | 5.2177%  |  | $2139820.71        | $2153967.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 4.9177%  |  | $25648.64          | $25758.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 FE      | 2053-06-20      | 4.8677%  |  | $189.82            | $190.40            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 FA      | 2053-05-20      | 4.9177%  |  | $4100233.87        | $4107629.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 CF      | 2053-05-20      | 4.8677%  |  | $5251079.43        | $5254882.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-120 FB      | 2053-08-20      | 5.0277%  |  | $2083636.02        | $2093179.54        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4253PB 08/15/41  | 2041-08-15      | 3.5000%  |  | $30435.90          | $28905.73          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068AC R25F068  | 2052-01-25      | 5.5000%  |  | $575.23            | $585.29            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC008PB R16F008  | 2046-03-25      | 3.0000%  |  | $228.48            | $194.78            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-053 AF      | 2053-04-20      | 4.8177%  |  | $574.24            | $574.29            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 4.8177%  |  | $483529.84         | $483488.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 4.9177%  |  | $1050408.03        | $1050226.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 FA      | 2053-02-20      | 4.7177%  |  | $107.67            | $107.45            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 5.0177%  |  | $162.92            | $162.99            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  |  | $948.32            | $906.05            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 4.9177%  |  | $164.23            | $161.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 5.6677%  |  | $7688645.43        | $7781161.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 5.6677%  |  | $104621.42         | $105962.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 5.2177%  |  | $1047456.88        | $1050773.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FG      | 2055-02-20      | 5.5677%  |  | $1835210.98        | $1851568.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-010 FB      | 2052-01-20      | 3.0000%  |  | $22500536.12       | $19495447.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-164 PH      | 2053-11-20      | 4.5000%  |  | $2537202.29        | $2532749.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.9177%  |  | $175.68            | $174.84            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 KF      | 2055-07-20      | 4.9677%  |  | $9445147.70        | $9489472.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 FK      | 2055-06-20      | 4.9877%  |  | $211.85            | $213.61            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 PF      | 2054-12-20      | 4.9177%  |  | $2028750.24        | $2037440.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 4.8677%  |  | $610.06            | $611.83            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL123ND R03F123  | 2033-12-25      | 6.0000%  |  | $214.67            | $226.65            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5571BV 07/25/36  | 2036-07-25      | 5.0000%  |  | $421.88            | $430.02            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4660LD 02/15/47  | 2047-02-15      | 3.5000%  |  | $341.42            | $320.07            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-203 QF      | 2054-12-20      | 4.8177%  |  | $4323296.60        | $4330335.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-186 FA      | 2054-11-20      | 5.5177%  |  | $16332.41          | $16479.35          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068AV R25F068  | 2036-07-25      | 5.5000%  |  | $1710031.43        | $1769783.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043DV R25F043  | 2036-06-25      | 5.0000%  |  | $622.67            | $634.72            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FB      | 2054-04-20      | 4.9477%  |  | $637.60            | $639.66            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 4.9177%  |  | $369214.33         | $369180.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 4.8177%  |  | $4909656.60        | $4897004.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  |  | $250005.44         | $205331.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.9177%  |  | $103047.77         | $103227.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 5.2177%  |  | $271621.18         | $273447.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF      | 2054-11-20      | 5.0177%  |  | $2660925.78        | $2670835.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-092 NE      | 2054-05-20      | 5.0000%  |  | $410763.04         | $416968.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA      | 2055-07-20      | 5.0677%  |  | $211.38            | $212.69            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 BF      | 2055-03-20      | 4.8177%  |  | $3480806.06        | $3489744.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-021 FB      | 2053-02-20      | 4.7977%  |  | $145.50            | $145.41            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006JB R13F006  | 2043-02-25      | 1.5000%  |  | $139.92            | $122.51            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-140 FB      | 2055-08-20      | 4.9977%  |  | $216.90            | $218.12            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 5.8177%  |  | $73.24             | $74.54             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 5.0677%  |  | $1969005.97        | $1980876.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 4.9177%  |  | $158863.39         | $159486.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FC      | 2052-10-20      | 5.2177%  |  | $325.67            | $327.76            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4680BQ 05/15/47  | 2047-05-15      | 3.5000%  |  | $44920.28          | $41320.17          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC      | 2055-02-20      | 5.0277%  |  | $3674763.06        | $3692851.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNAR FT 082396 M      | 2039-09-20      | 5.3750%  |  | $180.90            | $182.97            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082380 M      | 2039-08-20      | 5.3750%  |  | $136.71            | $140.01            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  |  | $229.39            | $234.73            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080727 M      | 2033-08-20      | 5.3750%  |  | $956.67            | $975.96            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080272 M      | 2029-04-20      | 5.6250%  |  | $153.60            | $154.41            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0186 M      | 2042-06-20      | 6.2500%  |  | $12.02             | $12.42             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0898 M      | 2043-03-20      | 6.3750%  |  | $11.34             | $11.67             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WSWS4800  | 2034-01-01      | 4.1000%  |  | $1001.16           | $1004.76           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ4148  | 2032-09-01      | 5.2500%  |  | $216.36            | $226.99            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ4036  | 2031-01-01      | 5.2600%  |  | $216.36            | $226.95            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3837  | 2033-03-01      | 5.2100%  |  | $433.07            | $452.12            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1905  | 2033-01-01      | 4.6800%  |  | $1333.02           | $1357.47           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1048  | 2029-06-01      | 5.1300%  |  | $432.73            | $449.95            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0938  | 2034-05-01      | 5.6700%  |  | $216.36            | $234.41            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0396  | 2034-01-01      | 4.6900%  |  | $213.86            | $216.92            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9974  | 2028-11-01      | 5.8500%  |  | $216.36            | $228.13            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS9389  | 2029-04-01      | 5.3100%  |  | $426.04            | $444.24            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS7824  | 2039-11-01      | 4.9900%  |  | $463.32            | $471.97            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7451  | 2030-01-01      | 5.0500%  |  | $312.43            | $313.26            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6528  | 2032-09-01      | 3.6500%  |  | $433.81            | $422.93            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6422  | 2037-08-01      | 4.1700%  |  | $649.09            | $622.07            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420191 G         | 2030-06-01      | 4.6650%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.450 WNWN2303  | 2032-12-01      | 4.4500%  |  | $216.36            | $215.10            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787465 M      | 2049-08-20      | 5.3190%  |  | $163.03            | $166.42            | Agency Mortgage-Backed Securities         |
| XXXX GNAR WN 784594 M      | 2042-09-20      | 6.3140%  |  | $252.11            | $259.32            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WN 784593 M      | 2043-06-20      | 6.4390%  |  | $745.23            | $767.87            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB 083007 M      | 2041-12-20      | 6.5000%  |  | $69.95             | $71.88             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082989 M      | 2041-11-20      | 5.8750%  |  | $460.31            | $464.05            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  |  | $423.36            | $433.10            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.8750%  |  | $122.41            | $125.22            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.450 WNWN1597  | 2035-03-01      | 4.4500%  |  | $223.29            | $223.14            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  |  | $777507.05         | $627280.77         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.270 WNWN0141  | 2038-06-01      | 4.2700%  |  | $1112.97           | $1067.95           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087  | 2037-11-01      | 2.4000%  |  | $637.19            | $506.92            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.110 WAWA2521  | 2049-02-01      | 2.1100%  |  | $214.85            | $153.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2359  | 2053-02-01      | 5.5000%  |  | $2440468.66        | $2548323.55        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS535598  | 2040-10-01      | 5.4770%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846986 G         | 2028-09-01      | 5.6970%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FL MA3416 M      | 2045-11-20      | 6.2500%  |  | $105.75            | $110.77            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6985  | 2032-11-01      | 4.9200%  |  | $401.14            | $415.83            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 785344 M      | 2047-12-20      | 5.2290%  |  | $498.59            | $509.80            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  |  | $464.53            | $418.29            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1300  | 2029-01-01      | 4.2000%  |  | $216.58            | $218.64            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1892 G         | 2037-04-01      | 6.3650%  |  | $93.26             | $98.00             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HLBS2162  | 2051-06-01      | 2.5900%  |  | $454.00            | $346.18            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7627  | 2033-01-01      | 4.6900%  |  | $696.11            | $709.58            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4808  | 2039-11-01      | 2.8000%  |  | $236.27            | $192.29            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $154148.67         | $162180.63         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAL7183  | 2036-01-01      | 6.3130%  |  | $115.18            | $120.61            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA6421 M      | 2050-01-20      | 4.0000%  |  | $93.81             | $95.71             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.770 WNWN0077  | 2040-03-01      | 2.7700%  |  | $1357.03           | $1072.09           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.6250%  |  | $181.56            | $182.88            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082415 M      | 2039-10-20      | 5.8750%  |  | $148.04            | $150.06            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HTBS5141  | 2042-03-01      | 2.9700%  |  | $1089.71           | $974.85            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4783  | 2032-02-01      | 2.2400%  |  | $248.39            | $223.39            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3939  | 2028-11-01      | 1.5800%  |  | $990.72            | $933.02            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HLBS3092  | 2046-09-01      | 2.4500%  |  | $1215.38           | $955.93            | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.625 MLBS1658  | 2051-06-01      | 2.6250%  |  | $717.91            | $544.09            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4949  | 2029-11-01      | 2.4750%  |  | $373.76            | $354.93            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4193  | 2029-09-01      | 2.7100%  |  | $216.36            | $207.19            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1040  | 2028-12-01      | 3.8100%  |  | $865.45            | $866.83            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  |  | $453.67            | $436.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0879  | 2050-12-01      | 4.0000%  |  | $115267.49         | $111835.43         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.3000%  |  | $20222.84          | $21197.58          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1069 G         | 2037-08-01      | 6.5580%  |  | $5.57              | $5.80              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846355 G         | 2026-10-01      | 6.3550%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 6.0520%  |  | $13.01             | $13.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8546  | 2029-12-01      | 2.5000%  |  | $37286.90          | $36477.08          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WAWA4461  | 2030-01-01      | 4.7200%  |  | $771.02            | $789.25            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7985  | 2028-03-01      | 4.7900%  |  | $403.95            | $409.66            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9640%  |  | $206.90            | $198.60            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  |  | $649.09            | $672.56            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5016  | 2030-09-01      | 4.6400%  |  | $221.56            | $227.48            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0378  | 2039-01-01      | 4.8900%  |  | $434.81            | $442.54            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $801.54            | $797.68            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $439.65            | $422.42            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R25M002  | 2030-04-25      | 4.6200%  |  | $2181674.17        | $2233632.92        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0052A2 R23M00  | 2028-07-25      | 4.5000%  |  | $2061252.47        | $2088005.47        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S  | 2032-04-25      | 2.0840%  |  | $58731.48          | $52032.49          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.7500%  |  | $396.85            | $394.40            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R19M004  | 2031-02-25      | 3.6100%  |  | $183.20            | $179.50            | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003  | 2026-02-25      | 2.7020%  |  | $158.98            | $158.83            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5310%  |  | $214.40            | $205.60            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $163.89            | $163.10            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2036-10-25      | 2.3610%  |  | $218.31            | $177.50            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 3.9000%  |  | $464.97            | $463.49            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-07-25      | 3.9860%  |  | $825492.18         | $830327.64         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.3500%  |  | $90.56             | $90.49             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  |  | $2.77              | $2.77              | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  |  | $31.80             | $31.76             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-02-25      | 3.4650%  |  | $270.89            | $264.40            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-01-25      | 3.7940%  |  | $900.72            | $867.74            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-10-25      | 2.8910%  |  | $30.51             | $30.42             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL050A2 R20M050  | 2030-10-25      | 1.2000%  |  | $870.08            | $839.75            | Agency Mortgage-Backed Securities         |

### Security 213: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.780%, 2/3/2026
- **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):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $111165487.18      | $115024893.11      | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $74690023.08       | $75617673.17       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $80198876.92       | $81199926.36       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $88939643.59       | $84394668.29       | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  |  | $34235867.69       | $34781782.05       | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $59454056.63       | $62883679.90       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $3718510.26        | $3839632.36        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $139179487.18      | $132575887.27      | U.S. Treasuries (including strips) |

### Security 214: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.830%, 1/2/2026
- **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):** $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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.500 CLFA0596 | 2049-07-01      | 2.5000%  |  | $59844120.14       | $52341482.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0864 | 2055-08-01      | 6.0000%  |  | $47076156.22       | $49680220.88       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.800%, 1/9/2026
- **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):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **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 5/8 BOND 55 | 2055-02-15      | 4.6250%  |  | $111588746.67      | $110180915.14      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54 | 2054-08-15      | 4.2500%  |  | $322593120.00      | $298852685.82      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.680%, 1/29/2026
- **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:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0557 M | 2055-08-20      | 6.0000%  |  | $46140006.66       | $47359025.63       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV6324 C | 2053-10-20      | 7.0000%  |  | $31229225.48       | $33297547.48       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV6291 C | 2053-09-20      | 7.0000%  |  | $34002920.48       | $36254911.23       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV6290 C | 2053-09-20      | 7.0000%  |  | $32600861.96       | $34759995.31       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8801 M | 2053-04-20      | 5.5000%  |  | $34677567.00       | $35414927.65       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M | 2053-02-20      | 5.5000%  |  | $33353903.50       | $34099341.00       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6338 M | 2049-12-20      | 3.0000%  |  | $37655848.00       | $34137549.15       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M | 2047-10-20      | 3.5000%  |  | $62397541.79       | $58231049.95       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7828 M | 2052-01-20      | 3.0000%  |  | $62743092.52       | $56784067.31       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9012 M | 2053-07-20      | 3.0000%  |  | $37397548.07       | $33906449.56       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  |  | $21408861.72       | $19363887.25       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1055 C | 2053-10-20      | 7.0000%  |  | $31454343.65       | $33537575.30       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0481 M | 2055-07-20      | 3.5000%  |  | $57958882.01       | $53062206.56       | Agency Mortgage-Backed Securities |

### Security 217: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  3.830%, 1/2/2026
- **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):** $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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLQJ9868 | 2054-12-01      | 6.0000%  |  | $348.46            | $365.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6491 | 2054-10-01      | 5.5000%  |  | $355.15            | $367.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6437 | 2054-10-01      | 5.5000%  |  | $366.13            | $378.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6401 | 2053-01-01      | 5.5000%  |  | $9216411.73        | $9544850.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4252 | 2052-06-01      | 5.0000%  |  | $282.15            | $286.69            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q59265 G | 2048-10-01      | 4.5000%  |  | $224.57            | $225.59            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q02242 G | 2041-07-01      | 5.0000%  |  | $25.96             | $26.88             | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q01656 G | 2041-06-01      | 5.0000%  |  | $20.12             | $20.81             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3764 | 2053-08-01      | 5.5000%  |  | $299.63            | $313.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2850 | 2049-10-01      | 3.5000%  |  | $321.38            | $301.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD2192 | 2044-11-01      | 4.0000%  |  | $5855381.47        | $5680166.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1487 | 2052-08-01      | 4.0000%  |  | $308.04            | $296.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM6130 | 2048-04-01      | 4.5000%  |  | $112.12            | $111.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM4226 | 2047-09-01      | 4.0000%  |  | $34.68             | $33.68             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2048 | 2055-08-01      | 5.0000%  |  | $14420540.23       | $14577272.28       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0228 | 2055-01-01      | 5.5000%  |  | $18996165.54       | $19502761.60       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1890 | 2055-08-01      | 6.5000%  |  | $398.39            | $424.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY1154 | 2055-04-01      | 5.5000%  |  | $22946176.97       | $23531358.01       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6978 | 2055-02-01      | 7.0000%  |  | $370.34            | $398.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4681 | 2055-01-01      | 7.0000%  |  | $396.79            | $422.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD3562 | 2035-11-01      | 5.5000%  |  | $49.90             | $52.44             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB8759 | 2043-03-01      | 3.5000%  |  | $4364399.29        | $4165957.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4098 | 2052-07-01      | 4.5000%  |  | $305.60            | $302.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1857 | 2055-06-01      | 6.0000%  |  | $696428.20         | $719369.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK4275 | 2048-09-01      | 4.5000%  |  | $961500.40         | $958163.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV1862 | 2043-12-01      | 4.0000%  |  | $78.77             | $77.30             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAU3167 | 2033-08-01      | 3.5000%  |  | $45.61             | $44.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL0465 | 2041-06-01      | 4.5000%  |  | $46.62             | $47.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK5709 | 2042-03-01      | 3.5000%  |  | $82.22             | $79.19             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8218 | 2052-11-01      | 6.0000%  |  | $276.37            | $286.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7558 | 2052-06-01      | 4.5000%  |  | $10647035.88       | $10551191.26       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4767 | 2049-11-01      | 3.5000%  |  | $2913311.92        | $2761358.42        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q47358 G | 2047-04-01      | 3.5000%  |  | $233.84            | $223.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE6341 | 2052-08-01      | 5.0000%  |  | $3871783.43        | $3915134.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI5601 | 2054-05-01      | 6.5000%  |  | $324.05            | $346.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4106 | 2053-10-01      | 6.5000%  |  | $5523037.81        | $5906235.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF4587 | 2052-12-01      | 4.5000%  |  | $286.79            | $284.11            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC A93615 G | 2040-08-01      | 5.0000%  |  | $17.95             | $18.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7194 | 2048-08-01      | 4.5000%  |  | $200066.59         | $200290.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2965 | 2055-09-01      | 6.0000%  |  | $398.39            | $414.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE0395 | 2052-04-01      | 3.0000%  |  | $283.72            | $254.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0668 | 2055-08-01      | 6.5000%  |  | $397.61            | $418.34            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAL9337 | 2044-10-01      | 6.4300%  |  | $11.66             | $12.20             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9223 | 2055-03-01      | 6.5000%  |  | $395.81            | $418.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4864 | 2055-06-01      | 6.0000%  |  | $339.10            | $350.12            | Agency Mortgage-Backed Securities |

### Security 218: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  3.830%, 1/2/2026
- **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:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 MA9941 M | 2039-10-20      | 6.5000%  |  | $89080.14          | $94511.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4245 C | 2054-10-20      | 7.0000%  |  | $1035888.01        | $1087376.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9881 C | 2055-07-20      | 6.5000%  |  | $828349.31         | $871641.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4956 C | 2055-07-20      | 7.0000%  |  | $1268812.41        | $1334136.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7182 C | 2055-09-20      | 6.5000%  |  | $4264982.95        | $4444844.39        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO2061 C | 2062-09-20      | 4.5000%  |  | $317594.34         | $310291.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0788 M | 2040-11-20      | 6.5000%  |  | $109105.00         | $116777.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8053 C | 2055-09-20      | 6.5000%  |  | $1034010.56        | $1086747.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0661 C | 2055-12-20      | 5.0000%  |  | $5242888.00        | $5284126.81        | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MB0496 M | 2055-07-20      | 5.5000%  |  | $647530.86         | $661843.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3172 C | 2055-09-20      | 6.5000%  |  | $2171955.88        | $2263540.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3198 C | 2055-08-20      | 6.5000%  |  | $8881997.51        | $9411787.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0026 M | 2054-11-20      | 5.5000%  |  | $140597544.00      | $143089401.09      | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2537 C | 2055-10-20      | 5.5000%  |  | $3401570.74        | $3492696.55        | Agency Mortgage-Backed Securities |
| GNMA GNII RG DK6163 C | 2044-10-20      | 3.5000%  |  | $1328533.21        | $1220912.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7576 C | 2055-08-20      | 6.5000%  |  | $786281.77         | $832286.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3436 C | 2055-01-20      | 7.0000%  |  | $772980.19         | $801449.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7974 C | 2055-08-20      | 6.5000%  |  | $1243609.30        | $1308603.64        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570019 X | 2032-07-15      | 6.5000%  |  | $24978.52          | $26360.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C | 2036-04-20      | 5.0000%  |  | $1086734.55        | $1110177.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6411 C | 2050-10-20      | 3.0000%  |  | $225491.19         | $204007.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $425298.18         | $384797.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $897352.59         | $797991.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $505110.37         | $528378.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $271306.43         | $248754.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C | 2050-08-20      | 2.5000%  |  | $1194578.84        | $1035906.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1500193.78        | $1522283.63        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO7654 C | 2043-09-20      | 3.5000%  |  | $146922.52         | $134975.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9168 C | 2055-12-20      | 5.0000%  |  | $1881946.00        | $1902545.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3423 C | 2055-10-20      | 6.5000%  |  | $1558318.53        | $1638336.11        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO0092 C | 2065-09-20      | 3.5000%  |  | $275206.01         | $250578.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4703 C | 2055-08-20      | 6.5000%  |  | $3565564.62        | $3795567.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1247 C | 2055-02-20      | 5.5000%  |  | $729798.92         | $739887.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1732 C | 2055-02-20      | 5.5000%  |  | $277579.90         | $280949.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0481 M | 2055-07-20      | 3.5000%  |  | $10159650.01       | $9301308.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0238 M | 2029-10-20      | 7.5000%  |  | $25564.42          | $26116.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0149 M | 2055-01-20      | 6.5000%  |  | $48659616.25       | $50621409.80       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $148131.91         | $159150.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M | 2039-11-20      | 6.5000%  |  | $47665.00          | $50544.62          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595412 X | 2032-09-15      | 6.5000%  |  | $39316.27          | $41032.53          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN7933 C | 2065-11-20      | 4.0000%  |  | $285615.00         | $272659.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5549 C | 2055-11-20      | 6.5000%  |  | $2105121.78        | $2215145.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2500 C | 2055-10-20      | 5.0000%  |  | $3027298.08        | $3047846.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2499 C | 2055-10-20      | 5.0000%  |  | $2239660.49        | $2255346.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9633 M | 2036-04-20      | 3.0000%  |  | $59878.05          | $57652.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9363 M | 2053-12-20      | 6.0000%  |  | $6954761.99        | $7150260.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M | 2053-11-20      | 4.0000%  |  | $343043.54         | $328399.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M | 2053-10-20      | 4.0000%  |  | $1451731.06        | $1393942.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9234 M | 2053-10-20      | 2.0000%  |  | $1265967.44        | $1054109.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9104 M | 2053-08-20      | 4.5000%  |  | $234928503.48      | $230935893.56      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M | 2053-08-20      | 3.0000%  |  | $433721.09         | $394078.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9010 M | 2053-07-20      | 2.0000%  |  | $153813.11         | $128072.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7937 C | 2055-07-20      | 6.5000%  |  | $989454.34         | $1038444.86        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK8068 C | 2065-07-20      | 4.0000%  |  | $2329175.06        | $2223522.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9852 M | 2054-08-20      | 6.0000%  |  | $4236592.02        | $4347336.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $102769.66         | $110396.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $446098.74         | $452330.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M | 2038-07-20      | 3.5000%  |  | $247237.22         | $240914.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8569 M | 2053-01-20      | 5.0000%  |  | $1019227.10        | $1026039.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8564 M | 2053-01-20      | 2.5000%  |  | $677193.55         | $587846.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8538 M | 2038-01-20      | 5.0000%  |  | $35635.31          | $36498.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8397 M | 2037-11-20      | 4.5000%  |  | $130478.83         | $132297.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8341 M | 2052-08-20      | 1.5000%  |  | $131976.28         | $104602.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0006 C | 2055-09-20      | 6.5000%  |  | $956748.23         | $1004123.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8570 C | 2055-08-20      | 6.5000%  |  | $1792452.86        | $1886136.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7882 C | 2055-10-20      | 6.5000%  |  | $2954929.33        | $3079546.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3899 C | 2055-09-20      | 6.5000%  |  | $744475.75         | $783841.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3344 C | 2055-08-20      | 6.5000%  |  | $7852206.10        | $8236152.81        | Agency Mortgage-Backed Securities |
| GNMA GNII BD DM2481 C | 2055-08-20      | 6.0000%  |  | $1301166.81        | $1367643.42        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM2579 C | 2065-07-20      | 4.5000%  |  | $1061398.86        | $1035017.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0768 C | 2055-08-20      | 6.5000%  |  | $23268.53          | $24712.48          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL8805 C | 2065-07-20      | 4.0000%  |  | $246721.76         | $235530.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8796 C | 2055-08-20      | 6.0000%  |  | $72886.09          | $74724.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7681 C | 2055-09-20      | 7.0000%  |  | $1916356.24        | $2015016.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6854 C | 2055-08-20      | 6.5000%  |  | $2056457.75        | $2163939.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5967 C | 2055-08-20      | 6.5000%  |  | $1376802.54        | $1448760.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2501 C | 2055-07-20      | 6.5000%  |  | $6273266.98        | $6572324.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0403 C | 2055-07-20      | 5.5000%  |  | $5674065.04        | $5826069.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8399 C | 2055-07-20      | 7.0000%  |  | $4294830.19        | $4578861.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8202 M | 2052-08-20      | 5.0000%  |  | $108246565.24      | $109048311.50      | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6734   | 2060-06-15      | 5.8400%  |  | $2271969.08        | $2414091.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6523 C | 2055-07-20      | 7.0000%  |  | $1121497.74        | $1181970.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $1427246.55        | $1501841.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5623 C | 2055-07-20      | 6.5000%  |  | $2162215.31        | $2253395.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0296 C | 2055-05-20      | 6.5000%  |  | $4203900.62        | $4423620.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0800 C | 2055-07-20      | 6.5000%  |  | $950277.31         | $1004594.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $27828025.22       | $29668357.45       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1773 C | 2055-03-20      | 7.0000%  |  | $7128393.07        | $7482313.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1771 C | 2055-03-20      | 7.0000%  |  | $1234434.31        | $1295724.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8360 C | 2055-01-20      | 7.0000%  |  | $1960773.81        | $2074885.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6154 C | 2055-01-20      | 7.0000%  |  | $1130672.19        | $1204754.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9942 C | 2054-12-20      | 5.5000%  |  | $1079123.08        | $1107863.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4904 M | 2047-12-20      | 5.5000%  |  | $568402.74         | $591834.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1191 C | 2054-12-20      | 7.0000%  |  | $1421696.75        | $1518430.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8189 C | 2054-11-20      | 6.5000%  |  | $828285.97         | $863223.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4536 C | 2054-12-20      | 7.0000%  |  | $1379179.63        | $1454393.65        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $400875.64         | $395395.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4719 M | 2047-09-20      | 3.5000%  |  | $341005.14         | $317164.34         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3864 M | 2046-08-20      | 3.0000%  |  | $1209474.20        | $1067028.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M | 2042-11-20      | 3.5000%  |  | $5481239.30        | $5212201.81        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA8274 X | 2042-07-15      | 3.5000%  |  | $23191.49          | $21759.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6243 C | 2043-04-20      | 3.5000%  |  | $3526720.05        | $3244690.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6434 C | 2054-07-20      | 7.0000%  |  | $14857111.92       | $15840717.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4243 C | 2054-11-20      | 7.0000%  |  | $1455620.75        | $1527971.41        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD0699 C | 2064-08-20      | 7.5000%  |  | $499009.22         | $520922.21         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC9727 C | 2063-12-20      | 7.5000%  |  | $271982.80         | $283096.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8102 M | 2052-06-20      | 5.0000%  |  | $289438330.14      | $291715245.10      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M | 2038-07-20      | 5.0000%  |  | $220991.07         | $225202.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8940 M | 2051-04-20      | 1.5000%  |  | $119415.95         | $94966.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $284384123.19      | $257219751.74      | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MA7779 M | 2051-12-20      | 2.0000%  |  | $429611.44         | $419472.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7533 M | 2051-08-20      | 2.0000%  |  | $796536694.41      | $662196532.97      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M | 2051-07-20      | 3.5000%  |  | $200964.88         | $185756.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $179706.14         | $172138.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M | 2037-09-20      | 3.0000%  |  | $793976.80         | $760197.06         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6648 M | 2050-05-20      | 4.0000%  |  | $397527.04         | $372663.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6408 M | 2050-01-20      | 2.5000%  |  | $472572.32         | $412261.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $28692576.54       | $23854625.58       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5023 M | 2048-02-20      | 5.5000%  |  | $477580.36         | $496610.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  |  | $3864280.65        | $3651728.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1091 C | 2054-10-20      | 7.0000%  |  | $1714110.21        | $1777306.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7289 M | 2035-08-20      | 5.0000%  |  | $316580.52         | $319750.65         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BS8439 X | 2050-05-15      | 3.5000%  |  | $63038.61          | $57953.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2935 M | 2030-07-20      | 3.0000%  |  | $50999.77          | $50289.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C | 2054-09-20      | 5.5000%  |  | $1196907.63        | $1228784.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6687 M | 2035-06-20      | 4.5000%  |  | $47384.38          | $47639.26          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN5009 C | 2051-07-20      | 3.0000%  |  | $725327.68         | $651931.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $305233.32         | $306953.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8316 M | 2037-12-20      | 3.0000%  |  | $701520.39         | $662534.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3571 C | 2054-06-20      | 6.0000%  |  | $1278784.09        | $1318472.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7703 C | 2054-08-20      | 7.0000%  |  | $2282794.67        | $2433925.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8153 M | 2052-07-20      | 5.5000%  |  | $192718.17         | $197214.93         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8492   | 2059-09-15      | 5.4800%  |  | $34183.40          | $35628.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA6814 C | 2054-05-20      | 6.0000%  |  | $1393370.36        | $1457944.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3278 C | 2054-01-20      | 6.0000%  |  | $5438457.57        | $5683177.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX7191 C | 2054-05-20      | 6.5000%  |  | $949113.76         | $1004538.84        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CV5115 C | 2063-06-20      | 6.5000%  |  | $1193548.02        | $1244257.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL5896 C | 2045-03-20      | 3.5000%  |  | $451459.60         | $413381.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C | 2052-06-20      | 2.5000%  |  | $3577175.84        | $3055603.33        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 713877 X | 2039-08-15      | 4.0000%  |  | $13356.86          | $13031.55          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782694 X | 2039-06-15      | 5.0000%  |  | $6612.17           | $6834.25           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785718 X | 2050-03-15      | 2.5000%  |  | $2834518.65        | $2440314.58        | Agency Mortgage-Backed Securities |
| GNMA GNAR AT 081156 M | 2034-11-20      | 4.7500%  |  | $28414.48          | $29173.95          | Agency Mortgage-Backed Securities |
| GNMA GNAR AR 080318 M | 2029-09-20      | 5.3750%  |  | $6556.65           | $6618.06           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 547245 C | 2031-02-20      | 3.5000%  |  | $24357.53          | $24002.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 518955 C | 2029-09-20      | 3.5000%  |  | $40788.13          | $39916.64          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL6201 X | 2052-03-15      | 4.0000%  |  | $24260.56          | $23140.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2910 C | 2035-05-20      | 6.0000%  |  | $701326.39         | $726815.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4917 C | 2052-01-20      | 3.5000%  |  | $559185.55         | $515012.50         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CG6819   | 2057-06-15      | 3.0600%  |  | $43950.97          | $40369.94          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CF5134   | 2063-05-15      | 2.7500%  |  | $48849.49          | $42601.53          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CE7157 C | 2048-11-20      | 5.5000%  |  | $260029.10         | $266647.71         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CC9848   | 2063-10-15      | 2.9100%  |  | $1005967.13        | $885214.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB4513 C | 2046-02-20      | 2.5000%  |  | $75550.29          | $64897.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $691179.74         | $706405.28         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 745312 X | 2040-08-15      | 4.0000%  |  | $95724.26          | $92693.57          | Agency Mortgage-Backed Securities |
| GNMA GNII JM 004827 M | 2040-10-20      | 4.0000%  |  | $65202.60          | $62256.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004696 M | 2040-05-20      | 4.5000%  |  | $22767.02          | $23059.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $888275.17         | $752713.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB5963 C | 2054-04-20      | 6.5000%  |  | $1442550.88        | $1532090.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $30944.49          | $25474.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M | 2039-11-20      | 4.5000%  |  | $134549.75         | $135331.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9957 C | 2051-10-20      | 2.5000%  |  | $509356.96         | $439489.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M | 2051-03-20      | 3.5000%  |  | $718033.69         | $664887.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BO9520 C | 2050-01-20      | 2.5000%  |  | $1150837.46        | $1000864.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8846 M | 2038-05-20      | 4.5000%  |  | $155274.77         | $157449.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4836 M | 2047-11-20      | 3.0000%  |  | $387155.99         | $354049.12         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 786309 X | 2047-11-15      | 3.0000%  |  | $649391.18         | $600894.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0698 M | 2043-01-20      | 3.0000%  |  | $457831.41         | $426052.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7882 M | 2052-02-20      | 3.0000%  |  | $17887303.43       | $16178708.20       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9276 M | 2030-12-20      | 8.0000%  |  | $145354.69         | $152587.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8077 M | 2035-04-20      | 5.0000%  |  | $30196.52          | $30449.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9598 M | 2054-04-20      | 2.0000%  |  | $125993.85         | $104909.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M | 2055-08-20      | 5.5000%  |  | $65020146.02       | $66032076.20       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7799 C | 2055-07-20      | 6.5000%  |  | $1103693.03        | $1161378.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0460 C | 2054-12-20      | 6.5000%  |  | $1247487.53        | $1307737.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5604 C | 2055-07-20      | 6.5000%  |  | $2350671.67        | $2473521.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3838 C | 2055-08-20      | 6.5000%  |  | $867823.47         | $920778.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0746 M | 2055-11-20      | 5.5000%  |  | $913662271.31      | $927881901.49      | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1334 C | 2055-10-20      | 6.5000%  |  | $9118503.36        | $9503018.49        | Agency Mortgage-Backed Securities |
| GNMA GNII BD DJ9742 C | 2055-05-20      | 4.5000%  |  | $1049446.04        | $995526.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1823 C | 2055-07-20      | 6.5000%  |  | $1037957.67        | $1092208.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5792 C | 2050-08-20      | 6.5000%  |  | $758021.19         | $801326.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4969 C | 2054-12-20      | 6.5000%  |  | $5412224.15        | $5640504.55        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  3.820%, 1/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3125000000.00
- **C.18.a - Value (excl. sponsor support):** $3125000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $2360326300.00     | $2420198258.68     | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $94088000.00       | $97429648.64       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $426877600.00      | $429501712.77      | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $247740000.00      | $240370415.60      | U.S. Treasuries (including strips) |

### Security 220: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  3.830%, 1/2/2026
- **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):** $136353000.00
- **C.18.a - Value (excl. sponsor support):** $136353000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0684 M     | 2055-10-20      | 4.5000%  |  | $2264257.40        | $2219219.05        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0554 M     | 2055-08-20      | 4.5000%  |  | $1805099.08        | $1769193.86        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $2244340.77        | $2253526.11        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $2108983.45        | $2142544.40        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  |  | $1503738.88        | $1509186.43        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $49.50             | $41.16             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ3972 | 2055-04-01      | 6.5000%  |  | $255971.54         | $273403.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  |  | $861554.42         | $924901.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  |  | $1313361.21        | $1181946.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  |  | $1156075.70        | $948134.29         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  |  | $948361.01         | $934792.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  |  | $894664.10         | $946678.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  |  | $1174385.95        | $1071318.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  |  | $841403.04         | $893121.28         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0620 M     | 2055-09-20      | 4.0000%  |  | $1808558.27        | $1717611.90        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $2458383.58        | $2496644.22        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $4690271.51        | $4765566.00        | Agency Mortgage-Backed Securities  |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $4.55              | $4.67              | U.S. Treasuries (including strips) |
| USTR BILL 04/21/26        | 2026-04-21      | 0.0000%  |  | $32770.17          | $32420.91          | U.S. Treasuries (including strips) |
| USTR BILL 04/07/26        | 2026-04-07      | 0.0000%  |  | $23861.78          | $23640.43          | U.S. Treasuries (including strips) |
| USTR BILL 03/31/26        | 2026-03-31      | 0.0000%  |  | $22280.08          | $22088.65          | U.S. Treasuries (including strips) |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  |  | $16544.16          | $16299.66          | U.S. Treasuries (including strips) |
| USTR BILL 03/03/26        | 2026-03-03      | 0.0000%  |  | $31997.50          | $31808.97          | U.S. Treasuries (including strips) |
| USTR BILL 05/07/26        | 2026-05-07      | 0.0000%  |  | $196075.61         | $193686.04         | U.S. Treasuries (including strips) |
| USTR BILL 02/03/26        | 2026-02-03      | 0.0000%  |  | $38996.96          | $38875.37          | U.S. Treasuries (including strips) |
| USTR BILL 01/20/26        | 2026-01-20      | 0.0000%  |  | $4.55              | $4.54              | U.S. Treasuries (including strips) |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $7476.69           | $7410.29           | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  |  | $40.91             | $40.57             | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $158669.44         | $157803.42         | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  |  | $17180.48          | $17123.08          | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $2763.42           | $2759.90           | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $287750.28         | $287383.98         | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26        | 2026-01-08      | 0.0000%  |  | $4.55              | $4.54              | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $636.31            | $623.31            | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  |  | $63631.40          | $62649.38          | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $400196.06         | $396126.46         | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $90902.00          | $90227.96          | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $1329332.67        | $1326712.55        | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $4.55              | $4.54              | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $5234837.11        | $5218912.73        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $3419587.80        | $3423641.59        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $512450.93         | $509756.86         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $9.09              | $9.04              | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $4.55              | $4.54              | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $4.55              | $4.56              | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $587058.75         | $592582.48         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $31.82             | $32.11             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $1676069.26        | $1687136.05        | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $13.64             | $13.97             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $22.73             | $22.97             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $1011821.07        | $1029043.84        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $4.55              | $4.59              | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $6458.59           | $6547.03           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $50.00             | $43.69             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  |  | $2914000.25        | $2769235.77        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $4545081.82        | $4522260.59        | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $4.55              | $4.66              | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $4.55              | $4.66              | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $13.64             | $13.49             | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $9.09              | $4.55              | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $343345.94         | $336183.31         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $1687809.25        | $1744468.52        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  |  | $9.09              | $9.08              | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $440.87            | $405.05            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $60413.47          | $55928.77          | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $4612894.71        | $3347399.24        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $13.64             | $14.44             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $4.55              | $4.70              | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $481130.65         | $494642.72         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $1195870.35        | $1240027.86        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $1104245.68        | $1128598.77        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $2543801.57        | $2611092.30        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $209065.51         | $203900.14         | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $1792587.44        | $1851961.97        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $9.09              | $9.16              | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $2935143.77        | $3047044.92        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $3959100.26        | $3939545.91        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $68417.39          | $69627.11          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $4898154.28        | $4853409.99        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $681765.00         | $639437.45         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $51636.88          | $50338.01          | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $104700.92         | $103588.16         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $1857232.40        | $1835036.75        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $25498.01          | $25780.02          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $1145.37           | $1138.27           | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $18.18             | $17.75             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $505942.35         | $458448.91         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $4081458.89        | $3341406.13        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $54.54             | $45.17             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $4.55              | $4.66              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $4.55              | $4.61              | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $4.55              | $4.55              | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $136.35            | $138.17            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $9.09              | $9.41              | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $9.09              | $9.37              | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $4.55              | $4.65              | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $45.45             | $46.47             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $4.55              | $4.63              | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $4545100.00        | $4758500.96        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $45.45             | $46.46             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $2272459.10        | $2364685.85        | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $562865.18         | $580225.32         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $3123892.68        | $3155445.97        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $4.55              | $4.60              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $4.55              | $4.63              | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $38306.10          | $36188.06          | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $4271557.70        | $4170838.78        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31      | 2031-07-15      | 0.1250%  |  | $5.52              | $5.13              | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $3275339.96        | $3366518.30        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $40.91             | $38.68             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $26170.69          | $22979.06          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $4.55              | $3.92              | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $7803.94           | $5842.52           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $4227952.01        | $2618482.72        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $6972846.98        | $4074499.46        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $124608.46         | $72813.46          | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $31.82             | $16.89             | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $4.55              | $2.27              | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $4.55              | $2.72              | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $4.55              | $2.72              | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $4.55              | $3.44              | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $5131563.34        | $3898356.30        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $2722505.81        | $1959535.74        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $36847.13          | $27960.05          | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $4.55              | $3.28              | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $22543.70          | $17617.32          | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $4.55              | $3.55              | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $22.73             | $20.12             | U.S. Treasuries (including strips) |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $4.55              | $3.69              | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $9.09              | $7.59              | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $40026.96          | $29094.97          | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $550938.84         | $464122.91         | U.S. Treasuries (including strips) |
| USTR BILL 01/27/26        | 2026-01-27      | 0.0000%  |  | $2772.51           | $2765.72           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $4.55              | $3.37              | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $4.55              | $4.57              | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $72.72             | $73.55             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $1181.73           | $928.81            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $4.55              | $4.56              | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $40.91             | $19.79             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $106246.26         | $82601.17          | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $2150882.22        | $1991789.79        | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $4.55              | $4.53              | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $3954.24           | $3775.55           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $4187309.73        | $4291025.20        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $5681356.82        | $5711502.10        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $4.55              | $4.12              | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $40.91             | $41.99             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $9.09              | $9.25              | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $4.55              | $4.52              | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $12.26             | $8.91              | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $4546318.09        | $4556865.54        | U.S. Treasuries (including strips) |
| USTR BILL 02/12/26        | 2026-02-12      | 0.0000%  |  | $136489.35         | $135932.34         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $102746.53         | $84116.46          | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $2475379.63        | $2478417.70        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  |  | $4.55              | $4.52              | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $1081352.01        | $1054151.76        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $4367.84           | $4335.75           | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $5544935.64        | $3534984.95        | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $349063.68         | $342911.78         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $4.55              | $4.67              | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $79675.60          | $54573.37          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $5.34              | $4.89              | U.S. Treasuries (including strips) |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $94083.57          | $93512.01          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $136.35            | $141.20            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $3208976.95        | $3166370.56        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $327.25            | $337.73            | U.S. Treasuries (including strips) |

### Security 221: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  3.820%, 1/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 966RQU009, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 E 33  | 2033-08-15      | 3.8750%  |  | $7440800.00        | $7507791.38        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $2740.00           | $2829.60           | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $450120.00         | $455625.87         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $1397060.00        | $1407038.75        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $140.00            | $141.23            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $20.00             | $20.55             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $15630560.00       | $14779819.88       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $400.00            | $381.75            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $20.00             | $17.59             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $1987880.00        | $1839470.84        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $3495780.00        | $3443023.13        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $3512204.24        | $3337721.62        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $620.00            | $583.19            | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $5714.29           | $5654.05           | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $120.00            | $120.28            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $25140.00          | $24974.30          | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $4949100.00        | $4895310.71        | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $81129.23          | $80335.47          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $45860.00          | $45533.66          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $20.00             | $19.82             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $20.00             | $18.76             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $2800000.00        | $2591883.00        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $20099840.00       | $17799336.80       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $460.00            | $379.39            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $108020.00         | $83763.94          | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $238640.00         | $236103.73         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $2954560.00        | $2735232.67        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $1245920.00        | $1238205.15        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $3646800.00        | $3561232.40        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $12840.00          | $12745.67          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $140.00            | $136.37            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  |  | $361.49            | $361.57            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $680.00            | $701.78            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $60.00             | $61.34             | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $121.30            | $126.72            | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $1194.60           | $1217.42           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $660.00            | $694.14            | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $20.00             | $20.48             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $40.00             | $39.50             | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $21.86             | $21.13             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $20.00             | $20.16             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $620.00            | $626.60            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $26400.00          | $26532.57          | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $165880.00         | $156708.08         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $27600.00          | $27334.39          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $200.00            | $196.73            | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $20.00             | $19.88             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $220.00            | $215.11            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $540.00            | $529.47            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $1737560.00        | $1754384.79        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $120.00            | $113.16            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  |  | $20.00             | $19.72             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $2847620.00        | $2815908.15        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $20.00             | $18.99             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $107260.00         | $95049.92          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $1140000.00        | $982540.07         | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $3778000.00        | $2765786.91        | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $86320.00          | $72717.85          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $4599720.00        | $3443641.32        | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $2170840.00        | $1528491.56        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $140.00            | $78.29             | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $40.00             | $23.37             | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $20.00             | $10.62             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $60.00             | $60.07             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $99720.00          | $100434.98         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $220.00            | $221.45            | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $40.00             | $40.97             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $60.00             | $60.24             | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $429480.00         | $437078.62         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $40.00             | $40.43             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $20.45             | $20.66             | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $1040.00           | $1056.25           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $17800.00          | $18043.75          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  |  | $20.00             | $20.42             | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $446960.00         | $223695.99         | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $91020.00          | $44026.59          | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $50.65             | $29.33             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $40.00             | $23.91             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $435540.00         | $316054.53         | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $80.00             | $64.00             | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $1408200.00        | $1068559.28        | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $26.97             | $19.61             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $80.00             | $57.71             | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $2781640.00        | $2173779.77        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $320.00            | $203.20            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $153600.00         | $128078.54         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $80.00             | $83.85             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $246800.00         | $252840.67         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $180.00            | $182.02            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $1178320.00        | $1191775.38        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $20.00             | $20.28             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $46900.00          | $47766.08          | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $100.00            | $103.07            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $20.00             | $20.94             | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $2352.00           | $2423.19           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $80.00             | $82.44             | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $20.00             | $20.25             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $20.00             | $20.34             | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $1250920.00        | $1269477.40        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $560680.00         | $561980.78         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $9960100.00        | $10057540.42       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $440.00            | $455.05            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $1000000.00        | $1060363.78        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $227240.00         | $231780.42         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $1915200.00        | $1895845.59        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $40.00             | $39.08             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $1200020.00        | $1053672.61        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $220.00            | $214.81            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $857060.00         | $885831.26         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $20.00             | $19.64             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $181960.00         | $112692.65         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $5870020.00        | $5515417.96        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $20.00             | $19.31             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $20.00             | $20.13             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $60.00             | $56.92             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $14999980.00       | $14818691.15       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $931220.00         | $731919.83         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $800.00            | $804.36            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $460.00            | $464.19            | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $124.16            | $125.99            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $300.00            | $306.66            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $47960.00          | $49261.34          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $530280.00         | $531447.81         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $100.00            | $77.75             | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $40.00             | $37.04             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $20.00             | $19.09             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $20.00             | $19.76             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $20.00             | $20.53             | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $100.00            | $81.24             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $40.00             | $40.34             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $120.00            | $119.41            | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $26.97             | $19.61             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $581600.00         | $601229.82         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $49380.00          | $40426.39          | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $20.00             | $19.76             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $380.00            | $387.25            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $3203500.00        | $3122919.39        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $220.00            | $220.90            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $20.00             | $19.11             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $3860.00           | $4063.13           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $20.00             | $20.66             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $2108180.00        | $2195262.25        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $40.00             | $22.79             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $1906200.00        | $1448105.83        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $2438918.01        | $2233944.15        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $60.00             | $45.89             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $220.00            | $183.65            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $1004780.00        | $1023174.47        | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $5780.00           | $5745.92           | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $2574000.00        | $2256231.33        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $20.00             | $20.29             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $1199940.00        | $840872.11         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $915860.00         | $904415.41         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $27.16             | $27.03             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $400240.00         | $406251.46         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $13320060.00       | $13402814.74       | U.S. Treasuries (including strips) |

### Security 222: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.940%, 1/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DP5854 C     | 2055-12-20      | 5.5000%  |  | $1417276.50        | $1455242.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2916 C     | 2055-12-20      | 6.0000%  |  | $375.00            | $389.97            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2904 C     | 2055-12-20      | 6.5000%  |  | $879516.00         | $925485.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8729 C     | 2055-11-20      | 6.0000%  |  | $749.31            | $780.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5764 | 2055-06-01      | 7.5000%  |  | $377550.33         | $402893.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA5954 | 2046-01-01      | 4.5000%  |  | $3921252.00        | $3893250.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  |  | $2294.78           | $2280.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5111 | 2055-11-01      | 6.0000%  |  | $625936.42         | $648885.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF4523 | 2055-12-01      | 5.0000%  |  | $759184.50         | $762706.86         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CZ2403       | 2059-08-15      | 5.6000%  |  | $191306.59         | $200327.40         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CS3803       | 2066-03-15      | 5.4000%  |  | $375.00            | $380.79            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR8826       | 2058-04-15      | 5.0800%  |  | $364.48            | $372.49            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AE8453 C     | 2044-06-20      | 4.0000%  |  | $60.20             | $58.13             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5696 C     | 2055-07-20      | 6.5000%  |  | $1119.93           | $1178.46           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CO1759       | 2066-11-15      | 5.5700%  |  | $834.75            | $878.41            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9240 M     | 2053-10-20      | 5.0000%  |  | $2244037.32        | $2263752.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  |  | $2568555.90        | $2577293.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $39124.55          | $38542.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4330 | 2036-05-01      | 2.5000%  |  | $744290.44         | $707956.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB6037 | 2050-11-01      | 2.5000%  |  | $116570.12         | $100065.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0527 | 2049-06-01      | 3.5000%  |  | $2190949.78        | $2059614.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  |  | $5895762.12        | $6086313.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  |  | $10242577.63       | $10449614.26       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  |  | $675420.93         | $550916.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8154 | 2051-07-01      | 1.5000%  |  | $596705.93         | $462620.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $978172.21         | $849438.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8017 | 2049-10-01      | 3.5000%  |  | $1714884.87        | $1608779.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD6702 | 2054-09-01      | 6.5000%  |  | $11518832.62       | $12070200.75       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786831 C     | 2053-07-20      | 5.5000%  |  | $600.59            | $614.76            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787186 C     | 2053-10-20      | 6.0000%  |  | $528.69            | $548.18            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 743742 X     | 2040-06-15      | 5.0000%  |  | $217905.13         | $223332.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7594 C     | 2055-12-20      | 5.0000%  |  | $2170983.00        | $2184047.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5750 C     | 2055-12-20      | 6.0000%  |  | $544725.00         | $564805.20         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4115 C     | 2065-12-20      | 3.5000%  |  | $1059781.50        | $964938.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0136 C     | 2055-12-20      | 5.0000%  |  | $621601.50         | $625341.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  |  | $11061313.81       | $11104028.91       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8489 M     | 2052-12-20      | 4.5000%  |  | $13066876.52       | $12889637.40       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7219 M     | 2036-02-20      | 1.5000%  |  | $178.62            | $163.25            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6043 M     | 2049-07-20      | 5.5000%  |  | $1176.23           | $1218.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2918 | 2056-01-01      | 6.0000%  |  | $5509932.00        | $5760964.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0357 | 2055-12-01      | 6.0000%  |  | $1856422.08        | $1933587.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0227 | 2055-12-01      | 6.0000%  |  | $1091591.45        | $1128688.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0046 | 2055-11-01      | 6.0000%  |  | $5957788.64        | $6216499.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1862 | 2052-05-01      | 3.5000%  |  | $8158728.37        | $7599950.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4737 | 2055-05-01      | 6.0000%  |  | $2084773.06        | $2152465.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ2856 | 2054-11-01      | 5.0000%  |  | $58227396.12       | $58881677.99       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1448 | 2054-05-01      | 5.5000%  |  | $930975.65         | $950798.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8645 M     | 2053-02-20      | 4.0000%  |  | $758182.21         | $725931.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL2533 | 2049-05-01      | 4.0000%  |  | $1609880.36        | $1552493.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0905 | 2054-10-01      | 5.5000%  |  | $6191314.02        | $6352612.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0605 | 2051-09-01      | 3.5000%  |  | $17325.16          | $16256.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL0219 | 2054-02-01      | 4.5000%  |  | $66122.61          | $65117.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9654 | 2055-11-01      | 5.0000%  |  | $2003101.92        | $2021696.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5732 | 2050-05-01      | 3.0000%  |  | $435337.93         | $387954.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3228 | 2049-03-01      | 4.5000%  |  | $338874.63         | $337852.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV7702 | 2052-04-01      | 2.5000%  |  | $130978.35         | $111372.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV1763 | 2055-06-01      | 6.5000%  |  | $1962399.81        | $2054472.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBT1607 | 2036-05-01      | 2.0000%  |  | $1120217.74        | $1040269.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $54006.28          | $51231.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7611 | 2048-09-01      | 4.5000%  |  | $53959.37          | $53863.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK0895 | 2048-07-01      | 4.0000%  |  | $337463.61         | $327520.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $5961277.86        | $6226636.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  |  | $957500.15         | $988279.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4729 C     | 2054-06-20      | 7.5000%  |  | $13424603.39       | $14513043.39       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB1469 | 2036-08-01      | 2.0000%  |  | $86381.79          | $80215.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8488 | 2055-01-01      | 4.0000%  |  | $33099513.80       | $31585519.96       | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN7387 | 2036-08-01      | 1.5000%  |  | $2262109.73        | $2056662.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA2854 | 2046-12-01      | 2.5000%  |  | $1537728.53        | $1342640.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ5267 | 2055-10-01      | 7.0000%  |  | $3423840.05        | $3666930.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3385 | 2055-10-01      | 5.0000%  |  | $1483925.79        | $1496063.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0826 | 2055-10-01      | 6.5000%  |  | $2346270.14        | $2462076.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE4560 | 2055-08-01      | 5.0000%  |  | $769332.15         | $771949.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDE3829 | 2055-11-01      | 4.0000%  |  | $408269.18         | $389717.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9602 | 2055-05-01      | 6.0000%  |  | $367889.55         | $385781.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9023 | 2055-06-01      | 6.5000%  |  | $1645754.09        | $1741898.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB8381 | 2054-08-01      | 5.5000%  |  | $223426.04         | $227854.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR5147 | 2043-03-01      | 3.0000%  |  | $1391410.74        | $1270232.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ9260 | 2048-04-01      | 4.0000%  |  | $166502.55         | $161686.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO4626 | 2040-12-01      | 5.0000%  |  | $475548.75         | $484219.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CTSC0511 | 2044-02-01      | 7.0000%  |  | $254179.67         | $268841.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT1475 | 2046-11-01      | 3.5000%  |  | $553473.59         | $526744.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA4628 | 2046-03-01      | 4.0000%  |  | $492929.75         | $480512.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZN5730 | 2049-05-01      | 3.5000%  |  | $487386.05         | $454005.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8510 C     | 2055-10-20      | 6.5000%  |  | $436892.69         | $459726.30         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM8161       | 2060-12-15      | 5.2300%  |  | $7853370.00        | $8043306.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6866 C     | 2055-07-20      | 6.5000%  |  | $372.99            | $392.49            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6265 C     | 2055-10-20      | 6.0000%  |  | $801680.33         | $820798.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3892 C     | 2055-11-20      | 6.0000%  |  | $374.65            | $392.69            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2075 C     | 2055-07-20      | 6.5000%  |  | $643527.27         | $677161.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4034 C     | 2055-06-20      | 6.5000%  |  | $744.85            | $783.78            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ7959       | 2060-08-15      | 5.9300%  |  | $193116.20         | $206546.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1395 C     | 2055-10-20      | 6.5000%  |  | $589879.74         | $618905.17         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD4694       | 2060-01-15      | 4.7500%  |  | $742.59            | $737.87            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC7227       | 2060-02-15      | 5.7900%  |  | $744.66            | $788.30            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8502       | 2060-03-15      | 5.7200%  |  | $372.57            | $392.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $5802227.64        | $5787118.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CICC1593 | 2040-11-01      | 5.5000%  |  | $3344337.57        | $3481459.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0727 | 2055-07-01      | 6.0000%  |  | $4032508.59        | $4259329.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC0674 | 2055-07-01      | 4.5000%  |  | $3393627.13        | $3373774.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS9072 | 2052-06-01      | 3.0000%  |  | $946024.00         | $841922.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8455 | 2053-08-01      | 5.5000%  |  | $1027404.15        | $1062355.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $47625.24          | $40569.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2054 | 2046-12-01      | 3.5000%  |  | $777696.59         | $742775.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA3615 | 2052-09-01      | 3.5000%  |  | $5382586.16        | $5013941.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF8607 | 2056-01-01      | 7.0000%  |  | $765491.25         | $812682.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9494 | 2054-11-01      | 5.5000%  |  | $942473.79         | $964917.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB4921 | 2052-10-01      | 6.0000%  |  | $762843.22         | $803125.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3494 | 2052-05-01      | 3.0000%  |  | $1380754.46        | $1237992.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3173 | 2047-07-01      | 3.5000%  |  | $7607875.80        | $7294223.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO2688 | 2039-11-01      | 4.0000%  |  | $130276.70         | $129164.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VSF5017 | 2046-02-01      | 3.5000%  |  | $3581980.49        | $3418981.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6055 | 2050-08-01      | 2.5000%  |  | $170414.20         | $142313.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5270 | 2035-11-01      | 5.0000%  |  | $1072210.09        | $1092738.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC1916 | 2036-06-01      | 2.0000%  |  | $49346.54          | $45885.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8213 | 2052-11-01      | 6.0000%  |  | $389961.04         | $409486.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7916 | 2052-09-01      | 4.0000%  |  | $451274.30         | $432917.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA4562 | 2051-02-01      | 2.5000%  |  | $147319.08         | $127997.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN3681 | 2035-09-01      | 2.0000%  |  | $408382.43         | $380018.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1996 | 2053-05-01      | 5.5000%  |  | $291844.37         | $297979.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3930 | 2035-02-01      | 2.5000%  |  | $236311.31         | $226535.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $3203261.15        | $2737697.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTFS6985 | 2042-12-01      | 4.0000%  |  | $150619.49         | $148956.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  |  | $2051171.70        | $2116952.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD7541 | 2051-05-01      | 2.0000%  |  | $252608.97         | $209719.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI8561 | 2039-02-01      | 5.5000%  |  | $36793.33          | $38432.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  |  | $3748628.04        | $3399507.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3282 | 2047-12-01      | 3.5000%  |  | $45663.89          | $43681.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS1057 | 2036-03-01      | 5.5000%  |  | $622.55            | $654.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8506 | 2036-02-01      | 2.0000%  |  | $485955.18         | $453247.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA3834 | 2050-10-01      | 3.5000%  |  | $2544040.19        | $2369803.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0295 | 2049-02-01      | 3.0000%  |  | $263930.88         | $242576.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  |  | $10197.91          | $10508.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1769 | 2045-06-01      | 5.0000%  |  | $844371.48         | $861595.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3725 | 2054-07-01      | 5.0000%  |  | $3674871.90        | $3701583.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8073 | 2035-11-01      | 1.5000%  |  | $2617880.96        | $2389156.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7788 C     | 2055-05-20      | 6.5000%  |  | $1104612.91        | $1162340.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0016 | 2054-11-01      | 5.5000%  |  | $842978.69         | $859762.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL2697 | 2051-08-01      | 4.0000%  |  | $2839790.28        | $2751274.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2709 C     | 2055-09-20      | 6.5000%  |  | $809514.41         | $851820.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ9191 | 2055-11-01      | 4.5000%  |  | $1320983.60        | $1304826.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8938 C     | 2055-03-20      | 7.0000%  |  | $7431999.93        | $7923488.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ5789 | 2055-10-01      | 7.0000%  |  | $439040.88         | $464622.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8596 C     | 2055-12-20      | 5.0000%  |  | $674668.50         | $678728.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL3096 | 2050-06-01      | 4.0000%  |  | $9204305.23        | $8945013.81        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6747       | 2060-10-15      | 5.1500%  |  | $1265641.17        | $1283325.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  |  | $110058.86         | $110705.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5462 C     | 2055-12-20      | 5.5000%  |  | $375.38            | $385.43            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0214 C     | 2055-12-20      | 5.0000%  |  | $414632.25         | $417126.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1035 | 2053-01-01      | 3.5000%  |  | $5826046.86        | $5455240.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5130 C     | 2055-11-20      | 6.0000%  |  | $1046492.47        | $1066701.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0045 | 2040-12-01      | 3.5000%  |  | $235828.19         | $230153.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4000 | 2055-08-01      | 7.0000%  |  | $418720.11         | $451152.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $1425027.84        | $1471412.50        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0386       | 2061-01-15      | 5.0000%  |  | $2735550.00        | $2754495.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3399 | 2052-08-01      | 3.5000%  |  | $4239589.21        | $3969759.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0719 M     | 2040-11-20      | 6.0000%  |  | $349380.77         | $362189.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0009 | 2040-07-01      | 5.0000%  |  | $3529922.70        | $3593343.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7200 | 2055-12-01      | 5.5000%  |  | $446280.75         | $462793.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ4010 C     | 2050-03-20      | 3.0000%  |  | $197.00            | $176.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  |  | $7235587.81        | $6740034.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9736 | 2055-09-01      | 6.5000%  |  | $3274815.81        | $3427977.86        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP1229       | 2060-05-15      | 6.1000%  |  | $746.55            | $804.81            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5345 C     | 2065-12-20      | 6.0000%  |  | $375.00            | $384.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1703 | 2055-12-01      | 5.5000%  |  | $7428612.71        | $7732066.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0622 M     | 2055-09-20      | 5.0000%  |  | $1394865.90        | $1400252.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0283 M     | 2040-04-20      | 5.5000%  |  | $326.88            | $336.95            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $144061.51         | $146374.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $39323.33          | $39486.32          | Agency Mortgage-Backed Securities |

### Security 223: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.850%, 1/2/2026
- **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):** $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:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** 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 03.000 CIMA3631 | 2034-04-01      | 3.0000%  |  | $50333.81          | $49181.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6201 | 2042-09-01      | 3.0000%  |  | $30232.49          | $28087.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB1226 | 2040-07-01      | 4.5000%  |  | $6149.11           | $6230.53           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4202 C     | 2050-08-20      | 3.0000%  |  | $12035.88          | $10841.44          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782763 X     | 2039-09-15      | 5.5000%  |  | $10213.70          | $10705.62          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782619 X     | 2039-04-15      | 5.0000%  |  | $94.18             | $97.39             | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q08956 G | 2042-06-01      | 3.0000%  |  | $92672.92          | $86242.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3977 | 2053-04-01      | 5.0000%  |  | $31135.22          | $31332.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $185951.15         | $182789.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1692 | 2052-10-01      | 5.0000%  |  | $27587.78          | $27992.12          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PZT1860 | 2049-02-01      | 3.5000%  |  | $334493.99         | $310166.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  |  | $4975.45           | $4961.46           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  |  | $2616.30           | $2377.22           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 758668 X     | 2041-03-15      | 4.5000%  |  | $40110.36          | $40062.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  |  | $16403.70          | $16968.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $19073.00          | $18301.14          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08816 G | 2048-06-01      | 3.5000%  |  | $468.41            | $442.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3879 M     | 2046-08-20      | 6.0000%  |  | $10839.33          | $11468.33          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G61658 G | 2048-08-01      | 5.0000%  |  | $22721.53          | $23246.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6833 | 2046-03-01      | 3.5000%  |  | $3455.64           | $3291.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQMA2068 | 2044-10-01      | 4.0000%  |  | $345239.37         | $338435.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  |  | $110.28            | $105.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $803002.96         | $748006.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  |  | $2350.97           | $2125.65           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V83204 G | 2047-05-01      | 4.5000%  |  | $35094.73          | $34875.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBJ2054 | 2032-11-01      | 3.5000%  |  | $8792.69           | $8734.58           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783669 X     | 2042-09-15      | 3.0000%  |  | $361.51            | $334.59            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705447 X     | 2039-02-15      | 5.5000%  |  | $53.99             | $56.12             | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08786 G | 2047-10-01      | 4.5000%  |  | $38285.19          | $38270.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD8037 | 2040-08-01      | 4.5000%  |  | $2404.38           | $2431.78           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL1331 C     | 2055-08-20      | 5.5000%  |  | $515225.35         | $529027.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788318 C     | 2055-11-20      | 6.5000%  |  | $65959936.00       | $69045717.72       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ8997 | 2055-11-01      | 6.0000%  |  | $998741.49         | $1055899.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7124 C     | 2055-10-20      | 6.5000%  |  | $1534504.52        | $1614701.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7743 C     | 2054-10-20      | 5.0000%  |  | $395.29            | $397.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL1660 | 2053-10-01      | 4.5000%  |  | $48145.95          | $47443.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CICC0219 | 2040-04-01      | 6.5000%  |  | $387298.83         | $411765.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  |  | $16723763.81       | $17262570.04       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZI9507 | 2039-12-01      | 4.5000%  |  | $4365.39           | $4423.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0424 | 2052-01-01      | 2.5000%  |  | $28831.67          | $24976.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  |  | $31668.49          | $32600.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  |  | $5073.36           | $5038.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0861 | 2047-11-01      | 3.5000%  |  | $1329887.89        | $1248346.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0854 | 2047-12-01      | 3.5000%  |  | $525517.02         | $497594.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV3387 | 2052-03-01      | 3.0000%  |  | $244600.21         | $222890.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO1012 | 2049-08-01      | 3.5000%  |  | $15433.55          | $14485.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ9565 | 2045-12-01      | 3.5000%  |  | $20456.79          | $19515.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDE4549 | 2055-07-01      | 4.5000%  |  | $810131.18         | $799704.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDD6102 | 2055-05-01      | 4.0000%  |  | $17643.63          | $16836.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL844234 | 2035-11-01      | 5.5000%  |  | $4893.91           | $5112.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL802793 | 2034-11-01      | 5.5000%  |  | $14988.88          | $15563.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL7504 | 2030-11-01      | 3.5000%  |  | $1510.53           | $1503.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0904 | 2052-10-01      | 5.0000%  |  | $25304.28          | $25489.42          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G61886 G | 2048-11-01      | 5.0000%  |  | $23065.82          | $23619.49          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60393 G | 2046-01-01      | 3.5000%  |  | $44629.14          | $42624.92          | Agency Mortgage-Backed Securities |
| FMAC FKPC 05.840 WAWA0348 | 2034-05-01      | 5.8400%  |  | $1135759.83        | $1232513.69        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q39434 G | 2046-03-01      | 3.5000%  |  | $19868.25          | $18954.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785281 C     | 2050-06-20      | 4.5000%  |  | $513.17            | $506.93            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 566473 X     | 2033-03-15      | 6.0000%  |  | $856.45            | $870.46            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9094 C     | 2055-10-20      | 6.5000%  |  | $435645.64         | $458416.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0992 C     | 2055-12-20      | 5.5000%  |  | $818601.20         | $827943.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3270 C     | 2055-11-20      | 5.5000%  |  | $699676.90         | $707661.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1920 C     | 2055-08-20      | 6.5000%  |  | $1415313.47        | $1495666.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3787 C     | 2055-10-20      | 6.0000%  |  | $228380.00         | $236798.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7880 M     | 2052-02-20      | 2.0000%  |  | $319967.71         | $266003.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3454 M     | 2046-02-20      | 3.5000%  |  | $82489.28          | $77264.96          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 774881 X     | 2041-09-15      | 4.5000%  |  | $127.38            | $127.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6204 | 2055-02-01      | 6.0000%  |  | $14691.72          | $15169.19          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX1411 | 2054-11-01      | 5.0000%  |  | $1642348.14        | $1648218.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD3635 | 2040-03-01      | 4.5000%  |  | $29299.33          | $29687.29          | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  3.780%, 1/7/2026
- **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: 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:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA RC103FM R09F103 | 2039-11-25      | 4.6887%  |  | $109210.18         | $109425.59         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3479BF 08/15/38 | 2038-08-15      | 5.0983%  |  | $106750.65         | $108388.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-006 FA     | 2037-02-20      | 3.9984%  |  | $194953.14         | $192201.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2005-08 F       | 2035-01-20      | 4.0484%  |  | $151475.41         | $150826.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-66 F       | 2034-08-16      | 4.1487%  |  | $31.08             | $31.01             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FD     | 2027-12-16      | 4.0487%  |  | $10537.53          | $10546.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-35 CF      | 2033-03-16      | 4.1487%  |  | $35723.25          | $35761.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-12 FP      | 2033-02-20      | 4.3743%  |  | $63886.09          | $63807.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-14 FB      | 2037-03-20      | 4.0484%  |  | $162688.21         | $160510.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-027 FD     | 2037-05-20      | 4.1484%  |  | $39.05             | $38.77             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 PF     | 2032-03-16      | 4.0987%  |  | $59449.76          | $59443.87          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-46 FB      | 2033-06-16      | 4.0687%  |  | $125181.30         | $124662.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-020 FA     | 2037-04-20      | 4.1484%  |  | $117244.72         | $116019.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FP     | 2033-04-16      | 4.0987%  |  | $166251.75         | $166063.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $1185.20           | $1203.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8060 | 2050-12-01      | 2.0000%  |  | $60643243.53       | $49754910.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6913 | 2050-09-01      | 2.5000%  |  | $37480393.65       | $32173932.00       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7553 | 2052-06-01      | 4.0000%  |  | $40313732.72       | $38661487.81       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3715 | 2053-07-01      | 6.0000%  |  | $34098170.61       | $35269442.77       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6056 | 2054-08-01      | 6.0000%  |  | $29435305.87       | $31066286.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  |  | $46374236.05       | $38009050.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  |  | $36887502.09       | $35070263.90       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  |  | $10996863.00       | $11287158.19       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  |  | $3727197.91        | $3848615.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7298 | 2052-08-01      | 3.0000%  |  | $32745439.17       | $29636783.65       | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.780%, 3/5/2026
- **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):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 787622 C | 2051-12-20      | 2.5000%  |  | $934.43            | $810.38            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785994 X | 2052-02-15      | 4.0000%  |  | $6447336.73        | $6159349.24        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785789 C | 2051-12-20      | 2.5000%  |  | $14312.93          | $12333.20          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5103 X | 2052-03-15      | 4.5000%  |  | $612816.52         | $606130.69         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5004 X | 2052-02-15      | 3.5000%  |  | $181276.19         | $165303.70         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CL4048 C | 2052-01-20      | 4.0000%  |  | $651873.42         | $622296.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CK1887 C | 2052-01-20      | 4.0000%  |  | $3298710.57        | $3132941.57        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CK1880 C | 2052-01-20      | 3.5000%  |  | $815036.55         | $750014.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CJ2935 C | 2052-01-20      | 5.0000%  |  | $683752.73         | $693851.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CJ2927 C | 2052-01-20      | 4.0000%  |  | $580258.27         | $555586.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI8282 C | 2052-01-20      | 3.5000%  |  | $8592009.87        | $7866686.72        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI1885 C | 2052-01-20      | 3.5000%  |  | $575749.98         | $532595.60         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8147 M | 2052-07-20      | 2.5000%  |  | $4654495.16        | $4039879.93        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8873 M | 2053-05-20      | 2.5000%  |  | $12173366.00       | $10568591.73       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8872 M | 2053-05-20      | 2.0000%  |  | $1640372.86        | $1365851.00        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7939 M | 2052-03-20      | 4.0000%  |  | $39654.02          | $37974.01          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7883 M | 2052-02-20      | 3.5000%  |  | $4072451.29        | $3757392.88        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7880 M | 2052-02-20      | 2.0000%  |  | $121643425.81      | $101127613.32      | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7828 M | 2052-01-20      | 3.0000%  |  | $4962274.40        | $4490982.39        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $36992503.31       | $32079171.34       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CK7993 C | 2052-01-20      | 4.0000%  |  | $981503.34         | $938254.70         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7829 M | 2052-01-20      | 3.5000%  |  | $6328456.29        | $5855509.66        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7935 M | 2052-03-20      | 2.0000%  |  | $11849534.88       | $9851047.63        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CJ2928 C | 2052-01-20      | 4.0000%  |  | $1231580.23        | $1176357.82        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BZ4383 C | 2052-01-20      | 3.0000%  |  | $16621724.92       | $14852973.93       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9165 M | 2053-09-20      | 2.5000%  |  | $5405983.65        | $4693006.49        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7827 M | 2052-01-20      | 2.5000%  |  | $73731960.62       | $63939053.63       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0362 M | 2055-05-20      | 3.5000%  |  | $686927.15         | $629003.17         | Agency Mortgage-Backed Securities  |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $840595.89         | $824171.96         | U.S. Treasuries (including strips) |

### Security 226: Fixed Income Clearing Corporation ("FICC") - CREDITAG

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  3.830%, 1/2/2026
- **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):** $12000000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000000.00
- **C.19 - Percentage of Net Assets:** 6.2600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $49238909.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $33000000.00       | $32497680.34       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $21476000.00       | $21827126.83       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47467820.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $22860000.00       | $21702287.65       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50912519.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $28187000.00       | $28701423.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51703340.88       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $20690000.00       | $21394842.46       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50817486.57       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $7216000.00        | $6504829.65        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $45072267.50       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50996460.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50996460.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50996460.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $51762085.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $51762085.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $51762085.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $51762085.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $51762085.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $51762085.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $51762085.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $51762085.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $51762085.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $51762085.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $28910000.00       | $29928837.91       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51408408.15       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $48441000.00       | $49805493.98       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51886720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $1000000.00        | $1037734.40        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50996460.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50996460.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50996460.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50996460.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50996460.64       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO,  3.840%, 1/2/2026
- **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):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  |  | $600.00            | $603.91            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $100.00            | $50.05             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $2516900.00        | $1972349.34        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $300.00            | $307.93            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $86641500.00       | $87357345.40       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $500.00            | $502.65            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $100.00            | $105.06            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $100.00            | $94.86             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $100.00            | $87.77             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $200.00            | $174.78            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $60151000.00       | $58664853.56       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $25023900.00       | $25466360.09       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $150625200.00      | $149249249.62      | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $296523600.00      | $278113858.16      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $1618800.00        | $1498478.64        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $1000.00           | $989.37            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $100.00            | $96.55             | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26    | 2026-02-26      | 0.0000%  |  | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  |  | $300.00            | $295.37            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $434000.00         | $431312.63         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $400.00            | $362.64            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $53160200.00       | $49228145.89       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $900.00            | $525.90            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $184049600.00      | $136593352.24      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $4452500.00        | $3561847.16        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $1148200.00        | $868201.10         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $11217500.00       | $8613435.84        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $117756300.00      | $84755623.90       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $60065700.00       | $46151180.27       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $200.00            | $134.07            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $1758900.00        | $1345379.53        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $152684000.00      | $123282978.11      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $162976800.00      | $143581542.20      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $190084600.00      | $156775077.60      | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $278081000.00      | $225922224.09      | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $98620200.00       | $93144042.19       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  |  | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| USTR BILL 02/10/26    | 2026-02-10      | 0.0000%  |  | $200.00            | $199.23            | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26    | 2026-03-12      | 0.0000%  |  | $100.00            | $99.32             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $42901900.00       | $41789220.02       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $46861100.00       | $39476813.82       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $41650700.00       | $29550213.68       | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $200.00            | $119.53            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $500.00            | $507.40            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $1400.00           | $992.72            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $529500.00         | $401791.04         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  |  | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $37117200.00       | $36844502.60       | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26    | 2026-01-08      | 0.0000%  |  | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $201311200.00      | $209626728.92      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $100.00            | $83.48             | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $6958700.00        | $6162250.30        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-01-08

**By:** Stephen Van Meter

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

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